Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,266.5 |
1,266.9 |
0.4 |
0.0% |
1,252.9 |
High |
1,268.8 |
1,272.8 |
4.0 |
0.3% |
1,275.9 |
Low |
1,261.7 |
1,260.1 |
-1.6 |
-0.1% |
1,251.1 |
Close |
1,267.7 |
1,263.7 |
-4.0 |
-0.3% |
1,267.7 |
Range |
7.1 |
12.7 |
5.6 |
78.9% |
24.8 |
ATR |
13.7 |
13.6 |
-0.1 |
-0.5% |
0.0 |
Volume |
101,385 |
156,822 |
55,437 |
54.7% |
642,099 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.6 |
1,296.4 |
1,270.7 |
|
R3 |
1,290.9 |
1,283.7 |
1,267.2 |
|
R2 |
1,278.2 |
1,278.2 |
1,266.0 |
|
R1 |
1,271.0 |
1,271.0 |
1,264.9 |
1,268.3 |
PP |
1,265.5 |
1,265.5 |
1,265.5 |
1,264.2 |
S1 |
1,258.3 |
1,258.3 |
1,262.5 |
1,255.6 |
S2 |
1,252.8 |
1,252.8 |
1,261.4 |
|
S3 |
1,240.1 |
1,245.6 |
1,260.2 |
|
S4 |
1,227.4 |
1,232.9 |
1,256.7 |
|
|
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 |
1,255.9 |
20.0 |
1.6% |
10.6 |
0.8% |
39% |
False |
False |
137,406 |
10 |
1,275.9 |
1,246.9 |
29.0 |
2.3% |
10.2 |
0.8% |
58% |
False |
False |
141,153 |
20 |
1,343.5 |
1,243.2 |
100.3 |
7.9% |
14.0 |
1.1% |
20% |
False |
False |
171,433 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.1% |
14.4 |
1.1% |
18% |
False |
False |
171,336 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.4% |
14.8 |
1.2% |
16% |
False |
False |
172,606 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.2% |
16.2 |
1.3% |
15% |
False |
False |
145,349 |
100 |
1,384.4 |
1,214.9 |
169.5 |
13.4% |
17.7 |
1.4% |
29% |
False |
False |
118,254 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.4 |
1.4% |
32% |
False |
False |
99,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.8 |
2.618 |
1,306.0 |
1.618 |
1,293.3 |
1.000 |
1,285.5 |
0.618 |
1,280.6 |
HIGH |
1,272.8 |
0.618 |
1,267.9 |
0.500 |
1,266.5 |
0.382 |
1,265.0 |
LOW |
1,260.1 |
0.618 |
1,252.3 |
1.000 |
1,247.4 |
1.618 |
1,239.6 |
2.618 |
1,226.9 |
4.250 |
1,206.1 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,266.5 |
1,268.0 |
PP |
1,265.5 |
1,266.6 |
S1 |
1,264.6 |
1,265.1 |
|