| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
16,920 |
16,985 |
65 |
0.4% |
16,570 |
| High |
17,020 |
17,010 |
-10 |
-0.1% |
17,010 |
| Low |
16,855 |
16,680 |
-175 |
-1.0% |
16,565 |
| Close |
17,000 |
16,805 |
-195 |
-1.1% |
16,820 |
| Range |
165 |
330 |
165 |
100.0% |
445 |
| ATR |
240 |
247 |
6 |
2.7% |
0 |
| Volume |
8,755 |
12,509 |
3,754 |
42.9% |
48,114 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,822 |
17,643 |
16,987 |
|
| R3 |
17,492 |
17,313 |
16,896 |
|
| R2 |
17,162 |
17,162 |
16,866 |
|
| R1 |
16,983 |
16,983 |
16,835 |
16,908 |
| PP |
16,832 |
16,832 |
16,832 |
16,794 |
| S1 |
16,653 |
16,653 |
16,775 |
16,578 |
| S2 |
16,502 |
16,502 |
16,745 |
|
| S3 |
16,172 |
16,323 |
16,714 |
|
| S4 |
15,842 |
15,993 |
16,624 |
|
|
| 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 |
16,680 |
420 |
2.5% |
235 |
1.4% |
30% |
False |
True |
9,342 |
| 10 |
17,100 |
16,350 |
750 |
4.5% |
224 |
1.3% |
61% |
False |
False |
9,798 |
| 20 |
17,100 |
16,205 |
895 |
5.3% |
260 |
1.5% |
67% |
False |
False |
10,216 |
| 40 |
17,135 |
16,205 |
930 |
5.5% |
236 |
1.4% |
65% |
False |
False |
8,091 |
| 60 |
17,135 |
15,900 |
1,235 |
7.3% |
238 |
1.4% |
73% |
False |
False |
5,403 |
| 80 |
17,135 |
15,060 |
2,075 |
12.3% |
253 |
1.5% |
84% |
False |
False |
4,058 |
| 100 |
17,135 |
15,060 |
2,075 |
12.3% |
217 |
1.3% |
84% |
False |
False |
3,248 |
| 120 |
17,520 |
15,060 |
2,460 |
14.6% |
181 |
1.1% |
71% |
False |
False |
2,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,413 |
|
2.618 |
17,874 |
|
1.618 |
17,544 |
|
1.000 |
17,340 |
|
0.618 |
17,214 |
|
HIGH |
17,010 |
|
0.618 |
16,884 |
|
0.500 |
16,845 |
|
0.382 |
16,806 |
|
LOW |
16,680 |
|
0.618 |
16,476 |
|
1.000 |
16,350 |
|
1.618 |
16,146 |
|
2.618 |
15,816 |
|
4.250 |
15,278 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
16,845 |
16,890 |
| PP |
16,832 |
16,862 |
| S1 |
16,818 |
16,833 |
|