| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
16,985 |
16,920 |
-65 |
-0.4% |
16,570 |
| High |
17,100 |
17,020 |
-80 |
-0.5% |
17,010 |
| Low |
16,855 |
16,855 |
0 |
0.0% |
16,565 |
| Close |
16,915 |
17,000 |
85 |
0.5% |
16,820 |
| Range |
245 |
165 |
-80 |
-32.7% |
445 |
| ATR |
246 |
240 |
-6 |
-2.4% |
0 |
| Volume |
9,909 |
8,755 |
-1,154 |
-11.6% |
48,114 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,453 |
17,392 |
17,091 |
|
| R3 |
17,288 |
17,227 |
17,046 |
|
| R2 |
17,123 |
17,123 |
17,030 |
|
| R1 |
17,062 |
17,062 |
17,015 |
17,093 |
| PP |
16,958 |
16,958 |
16,958 |
16,974 |
| S1 |
16,897 |
16,897 |
16,985 |
16,928 |
| S2 |
16,793 |
16,793 |
16,970 |
|
| S3 |
16,628 |
16,732 |
16,955 |
|
| S4 |
16,463 |
16,567 |
16,909 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,133 |
17,922 |
17,065 |
|
| R3 |
17,688 |
17,477 |
16,943 |
|
| R2 |
17,243 |
17,243 |
16,902 |
|
| R1 |
17,032 |
17,032 |
16,861 |
17,138 |
| PP |
16,798 |
16,798 |
16,798 |
16,851 |
| S1 |
16,587 |
16,587 |
16,779 |
16,693 |
| S2 |
16,353 |
16,353 |
16,739 |
|
| S3 |
15,908 |
16,142 |
16,698 |
|
| S4 |
15,463 |
15,697 |
16,575 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,100 |
16,770 |
330 |
1.9% |
196 |
1.2% |
70% |
False |
False |
8,521 |
| 10 |
17,100 |
16,350 |
750 |
4.4% |
221 |
1.3% |
87% |
False |
False |
9,841 |
| 20 |
17,100 |
16,205 |
895 |
5.3% |
252 |
1.5% |
89% |
False |
False |
10,120 |
| 40 |
17,135 |
16,205 |
930 |
5.5% |
232 |
1.4% |
85% |
False |
False |
7,779 |
| 60 |
17,135 |
15,900 |
1,235 |
7.3% |
237 |
1.4% |
89% |
False |
False |
5,195 |
| 80 |
17,135 |
15,060 |
2,075 |
12.2% |
250 |
1.5% |
93% |
False |
False |
3,901 |
| 100 |
17,135 |
15,060 |
2,075 |
12.2% |
214 |
1.3% |
93% |
False |
False |
3,123 |
| 120 |
17,520 |
15,060 |
2,460 |
14.5% |
178 |
1.0% |
79% |
False |
False |
2,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,721 |
|
2.618 |
17,452 |
|
1.618 |
17,287 |
|
1.000 |
17,185 |
|
0.618 |
17,122 |
|
HIGH |
17,020 |
|
0.618 |
16,957 |
|
0.500 |
16,938 |
|
0.382 |
16,918 |
|
LOW |
16,855 |
|
0.618 |
16,753 |
|
1.000 |
16,690 |
|
1.618 |
16,588 |
|
2.618 |
16,423 |
|
4.250 |
16,154 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,979 |
16,982 |
| PP |
16,958 |
16,963 |
| S1 |
16,938 |
16,945 |
|