Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,414.0 |
5,391.0 |
-23.0 |
-0.4% |
5,399.0 |
High |
5,417.0 |
5,436.0 |
19.0 |
0.4% |
5,437.0 |
Low |
5,352.0 |
5,388.0 |
36.0 |
0.7% |
5,362.0 |
Close |
5,392.0 |
5,423.0 |
31.0 |
0.6% |
5,403.0 |
Range |
65.0 |
48.0 |
-17.0 |
-26.2% |
75.0 |
ATR |
45.8 |
46.0 |
0.2 |
0.3% |
0.0 |
Volume |
26,186 |
21,536 |
-4,650 |
-17.8% |
112,251 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,559.7 |
5,539.3 |
5,449.4 |
|
R3 |
5,511.7 |
5,491.3 |
5,436.2 |
|
R2 |
5,463.7 |
5,463.7 |
5,431.8 |
|
R1 |
5,443.3 |
5,443.3 |
5,427.4 |
5,453.5 |
PP |
5,415.7 |
5,415.7 |
5,415.7 |
5,420.8 |
S1 |
5,395.3 |
5,395.3 |
5,418.6 |
5,405.5 |
S2 |
5,367.7 |
5,367.7 |
5,414.2 |
|
S3 |
5,319.7 |
5,347.3 |
5,409.8 |
|
S4 |
5,271.7 |
5,299.3 |
5,396.6 |
|
|
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 |
5,352.0 |
85.0 |
1.6% |
42.2 |
0.8% |
84% |
False |
False |
21,984 |
10 |
5,459.0 |
5,352.0 |
107.0 |
2.0% |
42.4 |
0.8% |
66% |
False |
False |
22,891 |
20 |
5,490.0 |
5,352.0 |
138.0 |
2.5% |
38.7 |
0.7% |
51% |
False |
False |
21,720 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.0% |
40.1 |
0.7% |
80% |
False |
False |
25,991 |
60 |
5,531.0 |
5,163.0 |
368.0 |
6.8% |
31.0 |
0.6% |
71% |
False |
False |
17,360 |
80 |
5,532.0 |
5,140.0 |
392.0 |
7.2% |
24.0 |
0.4% |
72% |
False |
False |
13,035 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
21.7 |
0.4% |
78% |
False |
False |
10,432 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
18.3 |
0.3% |
78% |
False |
False |
8,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,640.0 |
2.618 |
5,561.7 |
1.618 |
5,513.7 |
1.000 |
5,484.0 |
0.618 |
5,465.7 |
HIGH |
5,436.0 |
0.618 |
5,417.7 |
0.500 |
5,412.0 |
0.382 |
5,406.3 |
LOW |
5,388.0 |
0.618 |
5,358.3 |
1.000 |
5,340.0 |
1.618 |
5,310.3 |
2.618 |
5,262.3 |
4.250 |
5,184.0 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,419.3 |
5,413.3 |
PP |
5,415.7 |
5,403.7 |
S1 |
5,412.0 |
5,394.0 |
|