Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,267.2 |
1,269.2 |
2.0 |
0.2% |
1,266.9 |
High |
1,273.7 |
1,285.4 |
11.7 |
0.9% |
1,285.4 |
Low |
1,265.2 |
1,262.0 |
-3.2 |
-0.3% |
1,260.1 |
Close |
1,269.5 |
1,276.8 |
7.3 |
0.6% |
1,276.8 |
Range |
8.5 |
23.4 |
14.9 |
175.3% |
25.3 |
ATR |
13.2 |
14.0 |
0.7 |
5.5% |
0.0 |
Volume |
135,139 |
232,893 |
97,754 |
72.3% |
806,992 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.9 |
1,334.3 |
1,289.7 |
|
R3 |
1,321.5 |
1,310.9 |
1,283.2 |
|
R2 |
1,298.1 |
1,298.1 |
1,281.1 |
|
R1 |
1,287.5 |
1,287.5 |
1,278.9 |
1,292.8 |
PP |
1,274.7 |
1,274.7 |
1,274.7 |
1,277.4 |
S1 |
1,264.1 |
1,264.1 |
1,274.7 |
1,269.4 |
S2 |
1,251.3 |
1,251.3 |
1,272.5 |
|
S3 |
1,227.9 |
1,240.7 |
1,270.4 |
|
S4 |
1,204.5 |
1,217.3 |
1,263.9 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,338.7 |
1,290.7 |
|
R3 |
1,324.7 |
1,313.4 |
1,283.8 |
|
R2 |
1,299.4 |
1,299.4 |
1,281.4 |
|
R1 |
1,288.1 |
1,288.1 |
1,279.1 |
1,293.8 |
PP |
1,274.1 |
1,274.1 |
1,274.1 |
1,276.9 |
S1 |
1,262.8 |
1,262.8 |
1,274.5 |
1,268.5 |
S2 |
1,248.8 |
1,248.8 |
1,272.2 |
|
S3 |
1,223.5 |
1,237.5 |
1,269.8 |
|
S4 |
1,198.2 |
1,212.2 |
1,262.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.4 |
1,260.1 |
25.3 |
2.0% |
14.4 |
1.1% |
66% |
True |
False |
161,398 |
10 |
1,285.4 |
1,251.1 |
34.3 |
2.7% |
11.9 |
0.9% |
75% |
True |
False |
144,909 |
20 |
1,322.6 |
1,243.2 |
79.4 |
6.2% |
14.3 |
1.1% |
42% |
False |
False |
168,102 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.6 |
1.1% |
29% |
False |
False |
171,063 |
60 |
1,371.0 |
1,243.2 |
127.8 |
10.0% |
14.8 |
1.2% |
26% |
False |
False |
173,725 |
80 |
1,383.5 |
1,243.2 |
140.3 |
11.0% |
15.9 |
1.2% |
24% |
False |
False |
152,568 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
17.4 |
1.4% |
24% |
False |
False |
124,529 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.9% |
17.3 |
1.4% |
39% |
False |
False |
104,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.9 |
2.618 |
1,346.7 |
1.618 |
1,323.3 |
1.000 |
1,308.8 |
0.618 |
1,299.9 |
HIGH |
1,285.4 |
0.618 |
1,276.5 |
0.500 |
1,273.7 |
0.382 |
1,270.9 |
LOW |
1,262.0 |
0.618 |
1,247.5 |
1.000 |
1,238.6 |
1.618 |
1,224.1 |
2.618 |
1,200.7 |
4.250 |
1,162.6 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,275.8 |
1,275.8 |
PP |
1,274.7 |
1,274.7 |
S1 |
1,273.7 |
1,273.7 |
|