Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,419.0 |
5,399.0 |
-20.0 |
-0.4% |
5,470.0 |
High |
5,430.0 |
5,423.0 |
-7.0 |
-0.1% |
5,490.0 |
Low |
5,409.0 |
5,362.0 |
-47.0 |
-0.9% |
5,400.0 |
Close |
5,415.0 |
5,369.0 |
-46.0 |
-0.8% |
5,415.0 |
Range |
21.0 |
61.0 |
40.0 |
190.5% |
90.0 |
ATR |
46.0 |
47.1 |
1.1 |
2.3% |
0.0 |
Volume |
20,925 |
27,818 |
6,893 |
32.9% |
102,115 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,567.7 |
5,529.3 |
5,402.6 |
|
R3 |
5,506.7 |
5,468.3 |
5,385.8 |
|
R2 |
5,445.7 |
5,445.7 |
5,380.2 |
|
R1 |
5,407.3 |
5,407.3 |
5,374.6 |
5,396.0 |
PP |
5,384.7 |
5,384.7 |
5,384.7 |
5,379.0 |
S1 |
5,346.3 |
5,346.3 |
5,363.4 |
5,335.0 |
S2 |
5,323.7 |
5,323.7 |
5,357.8 |
|
S3 |
5,262.7 |
5,285.3 |
5,352.2 |
|
S4 |
5,201.7 |
5,224.3 |
5,335.5 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,705.0 |
5,650.0 |
5,464.5 |
|
R3 |
5,615.0 |
5,560.0 |
5,439.8 |
|
R2 |
5,525.0 |
5,525.0 |
5,431.5 |
|
R1 |
5,470.0 |
5,470.0 |
5,423.3 |
5,452.5 |
PP |
5,435.0 |
5,435.0 |
5,435.0 |
5,426.3 |
S1 |
5,380.0 |
5,380.0 |
5,406.8 |
5,362.5 |
S2 |
5,345.0 |
5,345.0 |
5,398.5 |
|
S3 |
5,255.0 |
5,290.0 |
5,390.3 |
|
S4 |
5,165.0 |
5,200.0 |
5,365.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,490.0 |
5,362.0 |
128.0 |
2.4% |
42.2 |
0.8% |
5% |
False |
True |
23,615 |
10 |
5,490.0 |
5,362.0 |
128.0 |
2.4% |
38.5 |
0.7% |
5% |
False |
True |
21,382 |
20 |
5,490.0 |
5,259.0 |
231.0 |
4.3% |
39.5 |
0.7% |
48% |
False |
False |
23,263 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.9% |
35.6 |
0.7% |
56% |
False |
False |
22,694 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.9% |
27.9 |
0.5% |
56% |
False |
False |
15,159 |
80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
21.8 |
0.4% |
68% |
False |
False |
11,384 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
19.2 |
0.4% |
68% |
False |
False |
9,114 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
16.2 |
0.3% |
68% |
False |
False |
7,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,682.3 |
2.618 |
5,582.7 |
1.618 |
5,521.7 |
1.000 |
5,484.0 |
0.618 |
5,460.7 |
HIGH |
5,423.0 |
0.618 |
5,399.7 |
0.500 |
5,392.5 |
0.382 |
5,385.3 |
LOW |
5,362.0 |
0.618 |
5,324.3 |
1.000 |
5,301.0 |
1.618 |
5,263.3 |
2.618 |
5,202.3 |
4.250 |
5,102.8 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,392.5 |
5,406.0 |
PP |
5,384.7 |
5,393.7 |
S1 |
5,376.8 |
5,381.3 |
|