Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,417.0 |
5,428.0 |
11.0 |
0.2% |
5,470.0 |
High |
5,432.0 |
5,437.0 |
5.0 |
0.1% |
5,490.0 |
Low |
5,400.0 |
5,410.0 |
10.0 |
0.2% |
5,400.0 |
Close |
5,406.0 |
5,425.0 |
19.0 |
0.4% |
5,415.0 |
Range |
32.0 |
27.0 |
-5.0 |
-15.6% |
90.0 |
ATR |
45.8 |
44.7 |
-1.1 |
-2.3% |
0.0 |
Volume |
22,259 |
19,316 |
-2,943 |
-13.2% |
102,115 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,505.0 |
5,492.0 |
5,439.9 |
|
R3 |
5,478.0 |
5,465.0 |
5,432.4 |
|
R2 |
5,451.0 |
5,451.0 |
5,430.0 |
|
R1 |
5,438.0 |
5,438.0 |
5,427.5 |
5,431.0 |
PP |
5,424.0 |
5,424.0 |
5,424.0 |
5,420.5 |
S1 |
5,411.0 |
5,411.0 |
5,422.5 |
5,404.0 |
S2 |
5,397.0 |
5,397.0 |
5,420.1 |
|
S3 |
5,370.0 |
5,384.0 |
5,417.6 |
|
S4 |
5,343.0 |
5,357.0 |
5,410.2 |
|
|
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 |
5,437.0 |
5,362.0 |
75.0 |
1.4% |
35.0 |
0.6% |
84% |
True |
False |
22,510 |
10 |
5,490.0 |
5,362.0 |
128.0 |
2.4% |
37.9 |
0.7% |
49% |
False |
False |
21,263 |
20 |
5,490.0 |
5,356.0 |
134.0 |
2.5% |
38.4 |
0.7% |
51% |
False |
False |
22,616 |
40 |
5,500.0 |
5,163.0 |
337.0 |
6.2% |
37.4 |
0.7% |
78% |
False |
False |
24,284 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
29.3 |
0.5% |
71% |
False |
False |
16,222 |
80 |
5,532.0 |
5,140.0 |
392.0 |
7.2% |
22.9 |
0.4% |
73% |
False |
False |
12,181 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
20.2 |
0.4% |
79% |
False |
False |
9,752 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
17.0 |
0.3% |
79% |
False |
False |
8,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,551.8 |
2.618 |
5,507.7 |
1.618 |
5,480.7 |
1.000 |
5,464.0 |
0.618 |
5,453.7 |
HIGH |
5,437.0 |
0.618 |
5,426.7 |
0.500 |
5,423.5 |
0.382 |
5,420.3 |
LOW |
5,410.0 |
0.618 |
5,393.3 |
1.000 |
5,383.0 |
1.618 |
5,366.3 |
2.618 |
5,339.3 |
4.250 |
5,295.3 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,424.5 |
5,416.8 |
PP |
5,424.0 |
5,408.7 |
S1 |
5,423.5 |
5,400.5 |
|