Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,391.0 |
5,401.0 |
10.0 |
0.2% |
5,399.0 |
High |
5,436.0 |
5,402.0 |
-34.0 |
-0.6% |
5,437.0 |
Low |
5,388.0 |
5,315.0 |
-73.0 |
-1.4% |
5,362.0 |
Close |
5,423.0 |
5,332.0 |
-91.0 |
-1.7% |
5,403.0 |
Range |
48.0 |
87.0 |
39.0 |
81.3% |
75.0 |
ATR |
46.0 |
50.4 |
4.4 |
9.6% |
0.0 |
Volume |
21,536 |
42,899 |
21,363 |
99.2% |
112,251 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,610.7 |
5,558.3 |
5,379.9 |
|
R3 |
5,523.7 |
5,471.3 |
5,355.9 |
|
R2 |
5,436.7 |
5,436.7 |
5,348.0 |
|
R1 |
5,384.3 |
5,384.3 |
5,340.0 |
5,367.0 |
PP |
5,349.7 |
5,349.7 |
5,349.7 |
5,341.0 |
S1 |
5,297.3 |
5,297.3 |
5,324.0 |
5,280.0 |
S2 |
5,262.7 |
5,262.7 |
5,316.1 |
|
S3 |
5,175.7 |
5,210.3 |
5,308.1 |
|
S4 |
5,088.7 |
5,123.3 |
5,284.2 |
|
|
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 |
5,315.0 |
122.0 |
2.3% |
53.2 |
1.0% |
14% |
False |
True |
26,112 |
10 |
5,450.0 |
5,315.0 |
135.0 |
2.5% |
46.4 |
0.9% |
13% |
False |
True |
24,925 |
20 |
5,490.0 |
5,315.0 |
175.0 |
3.3% |
40.9 |
0.8% |
10% |
False |
True |
22,878 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.1% |
41.7 |
0.8% |
52% |
False |
False |
27,062 |
60 |
5,531.0 |
5,163.0 |
368.0 |
6.9% |
31.6 |
0.6% |
46% |
False |
False |
18,075 |
80 |
5,532.0 |
5,163.0 |
369.0 |
6.9% |
25.1 |
0.5% |
46% |
False |
False |
13,571 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
22.6 |
0.4% |
60% |
False |
False |
10,860 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
19.0 |
0.4% |
60% |
False |
False |
9,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,771.8 |
2.618 |
5,629.8 |
1.618 |
5,542.8 |
1.000 |
5,489.0 |
0.618 |
5,455.8 |
HIGH |
5,402.0 |
0.618 |
5,368.8 |
0.500 |
5,358.5 |
0.382 |
5,348.2 |
LOW |
5,315.0 |
0.618 |
5,261.2 |
1.000 |
5,228.0 |
1.618 |
5,174.2 |
2.618 |
5,087.2 |
4.250 |
4,945.3 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,358.5 |
5,375.5 |
PP |
5,349.7 |
5,361.0 |
S1 |
5,340.8 |
5,346.5 |
|