Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,135.85 |
18,145.06 |
9.21 |
0.1% |
18,282.95 |
High |
18,162.28 |
18,225.80 |
63.52 |
0.3% |
18,399.96 |
Low |
18,063.02 |
18,129.45 |
66.43 |
0.4% |
17,959.95 |
Close |
18,086.40 |
18,161.94 |
75.54 |
0.4% |
18,138.38 |
Range |
99.26 |
96.35 |
-2.91 |
-2.9% |
440.01 |
ATR |
164.78 |
162.97 |
-1.81 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,461.45 |
18,408.04 |
18,214.93 |
|
R3 |
18,365.10 |
18,311.69 |
18,188.44 |
|
R2 |
18,268.75 |
18,268.75 |
18,179.60 |
|
R1 |
18,215.34 |
18,215.34 |
18,170.77 |
18,242.05 |
PP |
18,172.40 |
18,172.40 |
18,172.40 |
18,185.75 |
S1 |
18,118.99 |
18,118.99 |
18,153.11 |
18,145.70 |
S2 |
18,076.05 |
18,076.05 |
18,144.28 |
|
S3 |
17,979.70 |
18,022.64 |
18,135.44 |
|
S4 |
17,883.35 |
17,926.29 |
18,108.95 |
|
|
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 |
17,959.95 |
301.16 |
1.7% |
121.59 |
0.7% |
67% |
False |
False |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
138.12 |
0.8% |
46% |
False |
False |
|
20 |
18,449.88 |
17,959.95 |
489.93 |
2.7% |
151.45 |
0.8% |
41% |
False |
False |
|
40 |
18,631.60 |
17,959.95 |
671.65 |
3.7% |
150.44 |
0.8% |
30% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.95 |
0.7% |
29% |
False |
False |
|
80 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
134.50 |
0.7% |
68% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.43 |
0.8% |
68% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
144.20 |
0.8% |
68% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,635.29 |
2.618 |
18,478.04 |
1.618 |
18,381.69 |
1.000 |
18,322.15 |
0.618 |
18,285.34 |
HIGH |
18,225.80 |
0.618 |
18,188.99 |
0.500 |
18,177.63 |
0.382 |
18,166.26 |
LOW |
18,129.45 |
0.618 |
18,069.91 |
1.000 |
18,033.10 |
1.618 |
17,973.56 |
2.618 |
17,877.21 |
4.250 |
17,719.96 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,177.63 |
18,162.07 |
PP |
18,172.40 |
18,162.02 |
S1 |
18,167.17 |
18,161.98 |
|