Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,270.6 |
1,266.5 |
-4.1 |
-0.3% |
1,252.9 |
High |
1,275.9 |
1,268.8 |
-7.1 |
-0.6% |
1,275.9 |
Low |
1,265.5 |
1,261.7 |
-3.8 |
-0.3% |
1,251.1 |
Close |
1,267.5 |
1,267.7 |
0.2 |
0.0% |
1,267.7 |
Range |
10.4 |
7.1 |
-3.3 |
-31.7% |
24.8 |
ATR |
14.2 |
13.7 |
-0.5 |
-3.6% |
0.0 |
Volume |
137,042 |
101,385 |
-35,657 |
-26.0% |
642,099 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.4 |
1,284.6 |
1,271.6 |
|
R3 |
1,280.3 |
1,277.5 |
1,269.7 |
|
R2 |
1,273.2 |
1,273.2 |
1,269.0 |
|
R1 |
1,270.4 |
1,270.4 |
1,268.4 |
1,271.8 |
PP |
1,266.1 |
1,266.1 |
1,266.1 |
1,266.8 |
S1 |
1,263.3 |
1,263.3 |
1,267.0 |
1,264.7 |
S2 |
1,259.0 |
1,259.0 |
1,266.4 |
|
S3 |
1,251.9 |
1,256.2 |
1,265.7 |
|
S4 |
1,244.8 |
1,249.1 |
1,263.8 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.3 |
1,328.3 |
1,281.3 |
|
R3 |
1,314.5 |
1,303.5 |
1,274.5 |
|
R2 |
1,289.7 |
1,289.7 |
1,272.2 |
|
R1 |
1,278.7 |
1,278.7 |
1,270.0 |
1,284.2 |
PP |
1,264.9 |
1,264.9 |
1,264.9 |
1,267.7 |
S1 |
1,253.9 |
1,253.9 |
1,265.4 |
1,259.4 |
S2 |
1,240.1 |
1,240.1 |
1,263.2 |
|
S3 |
1,215.3 |
1,229.1 |
1,260.9 |
|
S4 |
1,190.5 |
1,204.3 |
1,254.1 |
|
|
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 |
1,251.1 |
24.8 |
2.0% |
9.5 |
0.8% |
67% |
False |
False |
128,419 |
10 |
1,275.9 |
1,246.9 |
29.0 |
2.3% |
9.8 |
0.8% |
72% |
False |
False |
139,547 |
20 |
1,346.1 |
1,243.2 |
102.9 |
8.1% |
13.8 |
1.1% |
24% |
False |
False |
169,922 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.7 |
1.2% |
21% |
False |
False |
174,917 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
15.1 |
1.2% |
19% |
False |
False |
173,813 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
16.2 |
1.3% |
17% |
False |
False |
143,556 |
100 |
1,384.4 |
1,214.9 |
169.5 |
13.4% |
17.6 |
1.4% |
31% |
False |
False |
116,712 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.4 |
1.4% |
34% |
False |
False |
98,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.0 |
2.618 |
1,287.4 |
1.618 |
1,280.3 |
1.000 |
1,275.9 |
0.618 |
1,273.2 |
HIGH |
1,268.8 |
0.618 |
1,266.1 |
0.500 |
1,265.3 |
0.382 |
1,264.4 |
LOW |
1,261.7 |
0.618 |
1,257.3 |
1.000 |
1,254.6 |
1.618 |
1,250.2 |
2.618 |
1,243.1 |
4.250 |
1,231.5 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,266.9 |
1,268.5 |
PP |
1,266.1 |
1,268.2 |
S1 |
1,265.3 |
1,268.0 |
|