Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,256.0 |
1,263.9 |
7.9 |
0.6% |
1,258.5 |
High |
1,265.6 |
1,274.4 |
8.8 |
0.7% |
1,266.8 |
Low |
1,255.9 |
1,261.1 |
5.2 |
0.4% |
1,246.9 |
Close |
1,262.9 |
1,269.9 |
7.0 |
0.6% |
1,255.5 |
Range |
9.7 |
13.3 |
3.6 |
37.1% |
19.9 |
ATR |
14.6 |
14.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
148,172 |
143,609 |
-4,563 |
-3.1% |
753,373 |
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.4 |
1,302.4 |
1,277.2 |
|
R3 |
1,295.1 |
1,289.1 |
1,273.6 |
|
R2 |
1,281.8 |
1,281.8 |
1,272.3 |
|
R1 |
1,275.8 |
1,275.8 |
1,271.1 |
1,278.8 |
PP |
1,268.5 |
1,268.5 |
1,268.5 |
1,270.0 |
S1 |
1,262.5 |
1,262.5 |
1,268.7 |
1,265.5 |
S2 |
1,255.2 |
1,255.2 |
1,267.5 |
|
S3 |
1,241.9 |
1,249.2 |
1,266.2 |
|
S4 |
1,228.6 |
1,235.9 |
1,262.6 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.1 |
1,305.7 |
1,266.4 |
|
R3 |
1,296.2 |
1,285.8 |
1,261.0 |
|
R2 |
1,276.3 |
1,276.3 |
1,259.1 |
|
R1 |
1,265.9 |
1,265.9 |
1,257.3 |
1,261.2 |
PP |
1,256.4 |
1,256.4 |
1,256.4 |
1,254.0 |
S1 |
1,246.0 |
1,246.0 |
1,253.7 |
1,241.3 |
S2 |
1,236.5 |
1,236.5 |
1,251.9 |
|
S3 |
1,216.6 |
1,226.1 |
1,250.0 |
|
S4 |
1,196.7 |
1,206.2 |
1,244.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.4 |
1,246.9 |
27.5 |
2.2% |
10.6 |
0.8% |
84% |
True |
False |
146,730 |
10 |
1,274.4 |
1,243.2 |
31.2 |
2.5% |
12.5 |
1.0% |
86% |
True |
False |
162,138 |
20 |
1,347.8 |
1,243.2 |
104.6 |
8.2% |
13.9 |
1.1% |
26% |
False |
False |
172,006 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
15.0 |
1.2% |
23% |
False |
False |
178,785 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
15.4 |
1.2% |
20% |
False |
False |
175,930 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
16.5 |
1.3% |
19% |
False |
False |
140,904 |
100 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.8 |
1.4% |
35% |
False |
False |
114,428 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.6 |
1.4% |
35% |
False |
False |
96,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,330.9 |
2.618 |
1,309.2 |
1.618 |
1,295.9 |
1.000 |
1,287.7 |
0.618 |
1,282.6 |
HIGH |
1,274.4 |
0.618 |
1,269.3 |
0.500 |
1,267.8 |
0.382 |
1,266.2 |
LOW |
1,261.1 |
0.618 |
1,252.9 |
1.000 |
1,247.8 |
1.618 |
1,239.6 |
2.618 |
1,226.3 |
4.250 |
1,204.6 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,269.2 |
1,267.5 |
PP |
1,268.5 |
1,265.1 |
S1 |
1,267.8 |
1,262.8 |
|