| 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 |
16,965 |
17,005 |
40 |
0.2% |
16,830 |
| High |
17,045 |
17,320 |
275 |
1.6% |
17,100 |
| Low |
16,955 |
16,990 |
35 |
0.2% |
16,680 |
| Close |
17,015 |
17,305 |
290 |
1.7% |
16,910 |
| Range |
90 |
330 |
240 |
266.7% |
420 |
| ATR |
224 |
231 |
8 |
3.4% |
0 |
| Volume |
6,140 |
14,599 |
8,459 |
137.8% |
44,201 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,195 |
18,080 |
17,487 |
|
| R3 |
17,865 |
17,750 |
17,396 |
|
| R2 |
17,535 |
17,535 |
17,366 |
|
| R1 |
17,420 |
17,420 |
17,335 |
17,478 |
| PP |
17,205 |
17,205 |
17,205 |
17,234 |
| S1 |
17,090 |
17,090 |
17,275 |
17,148 |
| S2 |
16,875 |
16,875 |
17,245 |
|
| S3 |
16,545 |
16,760 |
17,214 |
|
| S4 |
16,215 |
16,430 |
17,124 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,157 |
17,953 |
17,141 |
|
| R3 |
17,737 |
17,533 |
17,026 |
|
| R2 |
17,317 |
17,317 |
16,987 |
|
| R1 |
17,113 |
17,113 |
16,949 |
17,215 |
| PP |
16,897 |
16,897 |
16,897 |
16,948 |
| S1 |
16,693 |
16,693 |
16,872 |
16,795 |
| S2 |
16,477 |
16,477 |
16,833 |
|
| S3 |
16,057 |
16,273 |
16,795 |
|
| S4 |
15,637 |
15,853 |
16,679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,320 |
16,755 |
565 |
3.3% |
195 |
1.1% |
97% |
True |
False |
8,381 |
| 10 |
17,320 |
16,680 |
640 |
3.7% |
215 |
1.2% |
98% |
True |
False |
8,862 |
| 20 |
17,320 |
16,205 |
1,115 |
6.4% |
237 |
1.4% |
99% |
True |
False |
9,668 |
| 40 |
17,320 |
16,205 |
1,115 |
6.4% |
239 |
1.4% |
99% |
True |
False |
9,132 |
| 60 |
17,320 |
15,900 |
1,420 |
8.2% |
235 |
1.4% |
99% |
True |
False |
6,101 |
| 80 |
17,320 |
15,200 |
2,120 |
12.3% |
243 |
1.4% |
99% |
True |
False |
4,580 |
| 100 |
17,320 |
15,060 |
2,260 |
13.1% |
227 |
1.3% |
99% |
True |
False |
3,667 |
| 120 |
17,320 |
15,060 |
2,260 |
13.1% |
189 |
1.1% |
99% |
True |
False |
3,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,723 |
|
2.618 |
18,184 |
|
1.618 |
17,854 |
|
1.000 |
17,650 |
|
0.618 |
17,524 |
|
HIGH |
17,320 |
|
0.618 |
17,194 |
|
0.500 |
17,155 |
|
0.382 |
17,116 |
|
LOW |
16,990 |
|
0.618 |
16,786 |
|
1.000 |
16,660 |
|
1.618 |
16,456 |
|
2.618 |
16,126 |
|
4.250 |
15,588 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,255 |
17,233 |
| PP |
17,205 |
17,162 |
| S1 |
17,155 |
17,090 |
|