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 |
1,263.9 |
1,270.6 |
6.7 |
0.5% |
1,258.5 |
High |
1,274.4 |
1,275.9 |
1.5 |
0.1% |
1,266.8 |
Low |
1,261.1 |
1,265.5 |
4.4 |
0.3% |
1,246.9 |
Close |
1,269.9 |
1,267.5 |
-2.4 |
-0.2% |
1,255.5 |
Range |
13.3 |
10.4 |
-2.9 |
-21.8% |
19.9 |
ATR |
14.5 |
14.2 |
-0.3 |
-2.0% |
0.0 |
Volume |
143,609 |
137,042 |
-6,567 |
-4.6% |
753,373 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,300.8 |
1,294.6 |
1,273.2 |
|
R3 |
1,290.4 |
1,284.2 |
1,270.4 |
|
R2 |
1,280.0 |
1,280.0 |
1,269.4 |
|
R1 |
1,273.8 |
1,273.8 |
1,268.5 |
1,271.7 |
PP |
1,269.6 |
1,269.6 |
1,269.6 |
1,268.6 |
S1 |
1,263.4 |
1,263.4 |
1,266.5 |
1,261.3 |
S2 |
1,259.2 |
1,259.2 |
1,265.6 |
|
S3 |
1,248.8 |
1,253.0 |
1,264.6 |
|
S4 |
1,238.4 |
1,242.6 |
1,261.8 |
|
|
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 |
1,275.9 |
1,246.9 |
29.0 |
2.3% |
10.9 |
0.9% |
71% |
True |
False |
144,119 |
10 |
1,275.9 |
1,243.2 |
32.7 |
2.6% |
11.5 |
0.9% |
74% |
True |
False |
156,823 |
20 |
1,346.1 |
1,243.2 |
102.9 |
8.1% |
13.8 |
1.1% |
24% |
False |
False |
170,515 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.8 |
1.2% |
21% |
False |
False |
176,574 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
15.2 |
1.2% |
19% |
False |
False |
175,370 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
16.4 |
1.3% |
17% |
False |
False |
142,392 |
100 |
1,384.4 |
1,214.0 |
170.4 |
13.4% |
17.7 |
1.4% |
31% |
False |
False |
115,729 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.5 |
1.4% |
34% |
False |
False |
97,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.1 |
2.618 |
1,303.1 |
1.618 |
1,292.7 |
1.000 |
1,286.3 |
0.618 |
1,282.3 |
HIGH |
1,275.9 |
0.618 |
1,271.9 |
0.500 |
1,270.7 |
0.382 |
1,269.5 |
LOW |
1,265.5 |
0.618 |
1,259.1 |
1.000 |
1,255.1 |
1.618 |
1,248.7 |
2.618 |
1,238.3 |
4.250 |
1,221.3 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,270.7 |
1,267.0 |
PP |
1,269.6 |
1,266.4 |
S1 |
1,268.6 |
1,265.9 |
|