Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,178.21 |
18,161.87 |
-16.34 |
-0.1% |
18,282.95 |
High |
18,252.20 |
18,249.05 |
-3.15 |
0.0% |
18,399.96 |
Low |
18,169.25 |
18,129.07 |
-40.18 |
-0.2% |
17,959.95 |
Close |
18,202.62 |
18,162.35 |
-40.27 |
-0.2% |
18,138.38 |
Range |
82.95 |
119.98 |
37.03 |
44.6% |
440.01 |
ATR |
157.77 |
155.07 |
-2.70 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,540.10 |
18,471.20 |
18,228.34 |
|
R3 |
18,420.12 |
18,351.22 |
18,195.34 |
|
R2 |
18,300.14 |
18,300.14 |
18,184.35 |
|
R1 |
18,231.24 |
18,231.24 |
18,173.35 |
18,265.69 |
PP |
18,180.16 |
18,180.16 |
18,180.16 |
18,197.38 |
S1 |
18,111.26 |
18,111.26 |
18,151.35 |
18,145.71 |
S2 |
18,060.18 |
18,060.18 |
18,140.35 |
|
S3 |
17,940.20 |
17,991.28 |
18,129.36 |
|
S4 |
17,820.22 |
17,871.30 |
18,096.36 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,486.13 |
19,252.26 |
18,380.39 |
|
R3 |
19,046.12 |
18,812.25 |
18,259.38 |
|
R2 |
18,606.11 |
18,606.11 |
18,219.05 |
|
R1 |
18,372.24 |
18,372.24 |
18,178.71 |
18,269.17 |
PP |
18,166.10 |
18,166.10 |
18,166.10 |
18,114.56 |
S1 |
17,932.23 |
17,932.23 |
18,098.05 |
17,829.16 |
S2 |
17,726.09 |
17,726.09 |
18,057.71 |
|
S3 |
17,286.08 |
17,492.22 |
18,017.38 |
|
S4 |
16,846.07 |
17,052.21 |
17,896.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,261.11 |
18,063.02 |
198.09 |
1.1% |
104.25 |
0.6% |
50% |
False |
False |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
134.87 |
0.7% |
46% |
False |
False |
|
20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
147.00 |
0.8% |
46% |
False |
False |
|
40 |
18,572.09 |
17,959.95 |
612.14 |
3.4% |
151.09 |
0.8% |
33% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.22 |
0.7% |
29% |
False |
False |
|
80 |
18,668.44 |
17,456.02 |
1,212.42 |
6.7% |
130.65 |
0.7% |
58% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.23 |
0.8% |
68% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
143.38 |
0.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,758.97 |
2.618 |
18,563.16 |
1.618 |
18,443.18 |
1.000 |
18,369.03 |
0.618 |
18,323.20 |
HIGH |
18,249.05 |
0.618 |
18,203.22 |
0.500 |
18,189.06 |
0.382 |
18,174.90 |
LOW |
18,129.07 |
0.618 |
18,054.92 |
1.000 |
18,009.09 |
1.618 |
17,934.94 |
2.618 |
17,814.96 |
4.250 |
17,619.16 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,189.06 |
18,190.64 |
PP |
18,180.16 |
18,181.21 |
S1 |
18,171.25 |
18,171.78 |
|