Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,265.2 |
1,274.0 |
8.8 |
0.7% |
1,252.9 |
High |
1,277.5 |
1,277.2 |
-0.3 |
0.0% |
1,275.9 |
Low |
1,262.4 |
1,265.1 |
2.7 |
0.2% |
1,251.1 |
Close |
1,273.6 |
1,266.6 |
-7.0 |
-0.5% |
1,267.7 |
Range |
15.1 |
12.1 |
-3.0 |
-19.9% |
24.8 |
ATR |
13.7 |
13.6 |
-0.1 |
-0.8% |
0.0 |
Volume |
140,027 |
142,111 |
2,084 |
1.5% |
642,099 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.9 |
1,298.4 |
1,273.3 |
|
R3 |
1,293.8 |
1,286.3 |
1,269.9 |
|
R2 |
1,281.7 |
1,281.7 |
1,268.8 |
|
R1 |
1,274.2 |
1,274.2 |
1,267.7 |
1,271.9 |
PP |
1,269.6 |
1,269.6 |
1,269.6 |
1,268.5 |
S1 |
1,262.1 |
1,262.1 |
1,265.5 |
1,259.8 |
S2 |
1,257.5 |
1,257.5 |
1,264.4 |
|
S3 |
1,245.4 |
1,250.0 |
1,263.3 |
|
S4 |
1,233.3 |
1,237.9 |
1,259.9 |
|
|
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% |
11.5 |
0.9% |
37% |
False |
False |
135,477 |
10 |
1,277.5 |
1,246.9 |
30.6 |
2.4% |
11.1 |
0.9% |
64% |
False |
False |
141,103 |
20 |
1,331.5 |
1,243.2 |
88.3 |
7.0% |
14.0 |
1.1% |
27% |
False |
False |
168,273 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.4 |
1.1% |
20% |
False |
False |
170,851 |
60 |
1,373.4 |
1,243.2 |
130.2 |
10.3% |
14.8 |
1.2% |
18% |
False |
False |
172,735 |
80 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
16.0 |
1.3% |
17% |
False |
False |
148,324 |
100 |
1,384.4 |
1,242.7 |
141.7 |
11.2% |
17.5 |
1.4% |
17% |
False |
False |
120,954 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.3 |
1.4% |
34% |
False |
False |
101,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.6 |
2.618 |
1,308.9 |
1.618 |
1,296.8 |
1.000 |
1,289.3 |
0.618 |
1,284.7 |
HIGH |
1,277.2 |
0.618 |
1,272.6 |
0.500 |
1,271.2 |
0.382 |
1,269.7 |
LOW |
1,265.1 |
0.618 |
1,257.6 |
1.000 |
1,253.0 |
1.618 |
1,245.5 |
2.618 |
1,233.4 |
4.250 |
1,213.7 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,271.2 |
1,268.8 |
PP |
1,269.6 |
1,268.1 |
S1 |
1,268.1 |
1,267.3 |
|