Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,418.0 |
5,414.0 |
-4.0 |
-0.1% |
5,399.0 |
High |
5,425.0 |
5,417.0 |
-8.0 |
-0.1% |
5,437.0 |
Low |
5,386.0 |
5,352.0 |
-34.0 |
-0.6% |
5,362.0 |
Close |
5,403.0 |
5,392.0 |
-11.0 |
-0.2% |
5,403.0 |
Range |
39.0 |
65.0 |
26.0 |
66.7% |
75.0 |
ATR |
44.3 |
45.8 |
1.5 |
3.3% |
0.0 |
Volume |
20,625 |
26,186 |
5,561 |
27.0% |
112,251 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,582.0 |
5,552.0 |
5,427.8 |
|
R3 |
5,517.0 |
5,487.0 |
5,409.9 |
|
R2 |
5,452.0 |
5,452.0 |
5,403.9 |
|
R1 |
5,422.0 |
5,422.0 |
5,398.0 |
5,404.5 |
PP |
5,387.0 |
5,387.0 |
5,387.0 |
5,378.3 |
S1 |
5,357.0 |
5,357.0 |
5,386.0 |
5,339.5 |
S2 |
5,322.0 |
5,322.0 |
5,380.1 |
|
S3 |
5,257.0 |
5,292.0 |
5,374.1 |
|
S4 |
5,192.0 |
5,227.0 |
5,356.3 |
|
|
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 |
5,352.0 |
85.0 |
1.6% |
39.4 |
0.7% |
47% |
False |
True |
22,123 |
10 |
5,490.0 |
5,352.0 |
138.0 |
2.6% |
40.8 |
0.8% |
29% |
False |
True |
22,869 |
20 |
5,490.0 |
5,352.0 |
138.0 |
2.6% |
38.8 |
0.7% |
29% |
False |
True |
22,090 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.1% |
39.1 |
0.7% |
70% |
False |
False |
25,453 |
60 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
30.2 |
0.6% |
62% |
False |
False |
17,002 |
80 |
5,532.0 |
5,140.0 |
392.0 |
7.3% |
24.2 |
0.4% |
64% |
False |
False |
12,766 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
21.2 |
0.4% |
72% |
False |
False |
10,218 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
17.9 |
0.3% |
72% |
False |
False |
8,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,693.3 |
2.618 |
5,587.2 |
1.618 |
5,522.2 |
1.000 |
5,482.0 |
0.618 |
5,457.2 |
HIGH |
5,417.0 |
0.618 |
5,392.2 |
0.500 |
5,384.5 |
0.382 |
5,376.8 |
LOW |
5,352.0 |
0.618 |
5,311.8 |
1.000 |
5,287.0 |
1.618 |
5,246.8 |
2.618 |
5,181.8 |
4.250 |
5,075.8 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,389.5 |
5,394.5 |
PP |
5,387.0 |
5,393.7 |
S1 |
5,384.5 |
5,392.8 |
|