Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,399.0 |
5,369.0 |
-30.0 |
-0.6% |
5,470.0 |
High |
5,423.0 |
5,398.0 |
-25.0 |
-0.5% |
5,490.0 |
Low |
5,362.0 |
5,364.0 |
2.0 |
0.0% |
5,400.0 |
Close |
5,369.0 |
5,391.0 |
22.0 |
0.4% |
5,415.0 |
Range |
61.0 |
34.0 |
-27.0 |
-44.3% |
90.0 |
ATR |
47.1 |
46.2 |
-0.9 |
-2.0% |
0.0 |
Volume |
27,818 |
22,233 |
-5,585 |
-20.1% |
102,115 |
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,486.3 |
5,472.7 |
5,409.7 |
|
R3 |
5,452.3 |
5,438.7 |
5,400.4 |
|
R2 |
5,418.3 |
5,418.3 |
5,397.2 |
|
R1 |
5,404.7 |
5,404.7 |
5,394.1 |
5,411.5 |
PP |
5,384.3 |
5,384.3 |
5,384.3 |
5,387.8 |
S1 |
5,370.7 |
5,370.7 |
5,387.9 |
5,377.5 |
S2 |
5,350.3 |
5,350.3 |
5,384.8 |
|
S3 |
5,316.3 |
5,336.7 |
5,381.7 |
|
S4 |
5,282.3 |
5,302.7 |
5,372.3 |
|
|
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 |
5,459.0 |
5,362.0 |
97.0 |
1.8% |
42.6 |
0.8% |
30% |
False |
False |
23,798 |
10 |
5,490.0 |
5,362.0 |
128.0 |
2.4% |
37.8 |
0.7% |
23% |
False |
False |
21,213 |
20 |
5,490.0 |
5,285.0 |
205.0 |
3.8% |
39.6 |
0.7% |
52% |
False |
False |
23,351 |
40 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
36.0 |
0.7% |
62% |
False |
False |
23,247 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
28.5 |
0.5% |
62% |
False |
False |
15,529 |
80 |
5,532.0 |
5,075.0 |
457.0 |
8.5% |
22.2 |
0.4% |
69% |
False |
False |
11,662 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
19.6 |
0.4% |
72% |
False |
False |
9,336 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
16.5 |
0.3% |
72% |
False |
False |
7,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,542.5 |
2.618 |
5,487.0 |
1.618 |
5,453.0 |
1.000 |
5,432.0 |
0.618 |
5,419.0 |
HIGH |
5,398.0 |
0.618 |
5,385.0 |
0.500 |
5,381.0 |
0.382 |
5,377.0 |
LOW |
5,364.0 |
0.618 |
5,343.0 |
1.000 |
5,330.0 |
1.618 |
5,309.0 |
2.618 |
5,275.0 |
4.250 |
5,219.5 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,387.7 |
5,396.0 |
PP |
5,384.3 |
5,394.3 |
S1 |
5,381.0 |
5,392.7 |
|