Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,266.9 |
1,265.2 |
-1.7 |
-0.1% |
1,252.9 |
High |
1,272.8 |
1,277.5 |
4.7 |
0.4% |
1,275.9 |
Low |
1,260.1 |
1,262.4 |
2.3 |
0.2% |
1,251.1 |
Close |
1,263.7 |
1,273.6 |
9.9 |
0.8% |
1,267.7 |
Range |
12.7 |
15.1 |
2.4 |
18.9% |
24.8 |
ATR |
13.6 |
13.7 |
0.1 |
0.8% |
0.0 |
Volume |
156,822 |
140,027 |
-16,795 |
-10.7% |
642,099 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.5 |
1,310.1 |
1,281.9 |
|
R3 |
1,301.4 |
1,295.0 |
1,277.8 |
|
R2 |
1,286.3 |
1,286.3 |
1,276.4 |
|
R1 |
1,279.9 |
1,279.9 |
1,275.0 |
1,283.1 |
PP |
1,271.2 |
1,271.2 |
1,271.2 |
1,272.8 |
S1 |
1,264.8 |
1,264.8 |
1,272.2 |
1,268.0 |
S2 |
1,256.1 |
1,256.1 |
1,270.8 |
|
S3 |
1,241.0 |
1,249.7 |
1,269.4 |
|
S4 |
1,225.9 |
1,234.6 |
1,265.3 |
|
|
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 |
1,277.5 |
1,260.1 |
17.4 |
1.4% |
11.7 |
0.9% |
78% |
True |
False |
135,777 |
10 |
1,277.5 |
1,246.9 |
30.6 |
2.4% |
10.8 |
0.8% |
87% |
True |
False |
141,050 |
20 |
1,331.5 |
1,243.2 |
88.3 |
6.9% |
13.9 |
1.1% |
34% |
False |
False |
169,046 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.5 |
1.1% |
27% |
False |
False |
171,281 |
60 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
14.9 |
1.2% |
23% |
False |
False |
173,063 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
16.1 |
1.3% |
22% |
False |
False |
146,855 |
100 |
1,384.4 |
1,242.7 |
141.7 |
11.1% |
17.4 |
1.4% |
22% |
False |
False |
119,585 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.9% |
17.4 |
1.4% |
38% |
False |
False |
100,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,341.7 |
2.618 |
1,317.0 |
1.618 |
1,301.9 |
1.000 |
1,292.6 |
0.618 |
1,286.8 |
HIGH |
1,277.5 |
0.618 |
1,271.7 |
0.500 |
1,270.0 |
0.382 |
1,268.2 |
LOW |
1,262.4 |
0.618 |
1,253.1 |
1.000 |
1,247.3 |
1.618 |
1,238.0 |
2.618 |
1,222.9 |
4.250 |
1,198.2 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,272.4 |
1,272.0 |
PP |
1,271.2 |
1,270.4 |
S1 |
1,270.0 |
1,268.8 |
|