Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,428.0 |
5,418.0 |
-10.0 |
-0.2% |
5,399.0 |
High |
5,437.0 |
5,425.0 |
-12.0 |
-0.2% |
5,437.0 |
Low |
5,410.0 |
5,386.0 |
-24.0 |
-0.4% |
5,362.0 |
Close |
5,425.0 |
5,403.0 |
-22.0 |
-0.4% |
5,403.0 |
Range |
27.0 |
39.0 |
12.0 |
44.4% |
75.0 |
ATR |
44.7 |
44.3 |
-0.4 |
-0.9% |
0.0 |
Volume |
19,316 |
20,625 |
1,309 |
6.8% |
112,251 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,521.7 |
5,501.3 |
5,424.5 |
|
R3 |
5,482.7 |
5,462.3 |
5,413.7 |
|
R2 |
5,443.7 |
5,443.7 |
5,410.2 |
|
R1 |
5,423.3 |
5,423.3 |
5,406.6 |
5,414.0 |
PP |
5,404.7 |
5,404.7 |
5,404.7 |
5,400.0 |
S1 |
5,384.3 |
5,384.3 |
5,399.4 |
5,375.0 |
S2 |
5,365.7 |
5,365.7 |
5,395.9 |
|
S3 |
5,326.7 |
5,345.3 |
5,392.3 |
|
S4 |
5,287.7 |
5,306.3 |
5,381.6 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,625.7 |
5,589.3 |
5,444.3 |
|
R3 |
5,550.7 |
5,514.3 |
5,423.6 |
|
R2 |
5,475.7 |
5,475.7 |
5,416.8 |
|
R1 |
5,439.3 |
5,439.3 |
5,409.9 |
5,457.5 |
PP |
5,400.7 |
5,400.7 |
5,400.7 |
5,409.8 |
S1 |
5,364.3 |
5,364.3 |
5,396.1 |
5,382.5 |
S2 |
5,325.7 |
5,325.7 |
5,389.3 |
|
S3 |
5,250.7 |
5,289.3 |
5,382.4 |
|
S4 |
5,175.7 |
5,214.3 |
5,361.8 |
|
|
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% |
38.6 |
0.7% |
55% |
False |
False |
22,450 |
10 |
5,490.0 |
5,362.0 |
128.0 |
2.4% |
37.0 |
0.7% |
32% |
False |
False |
21,436 |
20 |
5,490.0 |
5,356.0 |
134.0 |
2.5% |
37.4 |
0.7% |
35% |
False |
False |
21,622 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.1% |
37.7 |
0.7% |
73% |
False |
False |
24,799 |
60 |
5,532.0 |
5,163.0 |
369.0 |
6.8% |
29.6 |
0.5% |
65% |
False |
False |
16,565 |
80 |
5,532.0 |
5,140.0 |
392.0 |
7.3% |
23.4 |
0.4% |
67% |
False |
False |
12,439 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
20.6 |
0.4% |
74% |
False |
False |
9,956 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
17.3 |
0.3% |
74% |
False |
False |
8,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,590.8 |
2.618 |
5,527.1 |
1.618 |
5,488.1 |
1.000 |
5,464.0 |
0.618 |
5,449.1 |
HIGH |
5,425.0 |
0.618 |
5,410.1 |
0.500 |
5,405.5 |
0.382 |
5,400.9 |
LOW |
5,386.0 |
0.618 |
5,361.9 |
1.000 |
5,347.0 |
1.618 |
5,322.9 |
2.618 |
5,283.9 |
4.250 |
5,220.3 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,405.5 |
5,411.5 |
PP |
5,404.7 |
5,408.7 |
S1 |
5,403.8 |
5,405.8 |
|