Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,274.0 |
1,267.2 |
-6.8 |
-0.5% |
1,252.9 |
High |
1,277.2 |
1,273.7 |
-3.5 |
-0.3% |
1,275.9 |
Low |
1,265.1 |
1,265.2 |
0.1 |
0.0% |
1,251.1 |
Close |
1,266.6 |
1,269.5 |
2.9 |
0.2% |
1,267.7 |
Range |
12.1 |
8.5 |
-3.6 |
-29.8% |
24.8 |
ATR |
13.6 |
13.2 |
-0.4 |
-2.7% |
0.0 |
Volume |
142,111 |
135,139 |
-6,972 |
-4.9% |
642,099 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.0 |
1,290.7 |
1,274.2 |
|
R3 |
1,286.5 |
1,282.2 |
1,271.8 |
|
R2 |
1,278.0 |
1,278.0 |
1,271.1 |
|
R1 |
1,273.7 |
1,273.7 |
1,270.3 |
1,275.9 |
PP |
1,269.5 |
1,269.5 |
1,269.5 |
1,270.5 |
S1 |
1,265.2 |
1,265.2 |
1,268.7 |
1,267.4 |
S2 |
1,261.0 |
1,261.0 |
1,267.9 |
|
S3 |
1,252.5 |
1,256.7 |
1,267.2 |
|
S4 |
1,244.0 |
1,248.2 |
1,264.8 |
|
|
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 |
1,277.5 |
1,260.1 |
17.4 |
1.4% |
11.1 |
0.9% |
54% |
False |
False |
135,096 |
10 |
1,277.5 |
1,246.9 |
30.6 |
2.4% |
11.0 |
0.9% |
74% |
False |
False |
139,607 |
20 |
1,331.5 |
1,243.2 |
88.3 |
7.0% |
13.9 |
1.1% |
30% |
False |
False |
167,164 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.3 |
1.1% |
23% |
False |
False |
169,730 |
60 |
1,371.4 |
1,243.2 |
128.2 |
10.1% |
14.7 |
1.2% |
21% |
False |
False |
172,677 |
80 |
1,383.5 |
1,243.2 |
140.3 |
11.1% |
15.9 |
1.3% |
19% |
False |
False |
149,833 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
17.4 |
1.4% |
19% |
False |
False |
122,272 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
17.2 |
1.4% |
35% |
False |
False |
102,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,309.8 |
2.618 |
1,296.0 |
1.618 |
1,287.5 |
1.000 |
1,282.2 |
0.618 |
1,279.0 |
HIGH |
1,273.7 |
0.618 |
1,270.5 |
0.500 |
1,269.5 |
0.382 |
1,268.4 |
LOW |
1,265.2 |
0.618 |
1,259.9 |
1.000 |
1,256.7 |
1.618 |
1,251.4 |
2.618 |
1,242.9 |
4.250 |
1,229.1 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,269.5 |
1,270.0 |
PP |
1,269.5 |
1,269.8 |
S1 |
1,269.5 |
1,269.7 |
|