Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,335.0 |
5,280.0 |
-55.0 |
-1.0% |
5,414.0 |
High |
5,345.0 |
5,295.0 |
-50.0 |
-0.9% |
5,436.0 |
Low |
5,250.0 |
5,234.0 |
-16.0 |
-0.3% |
5,234.0 |
Close |
5,253.0 |
5,253.0 |
0.0 |
0.0% |
5,253.0 |
Range |
95.0 |
61.0 |
-34.0 |
-35.8% |
202.0 |
ATR |
53.6 |
54.1 |
0.5 |
1.0% |
0.0 |
Volume |
36,194 |
32,131 |
-4,063 |
-11.2% |
158,946 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,443.7 |
5,409.3 |
5,286.6 |
|
R3 |
5,382.7 |
5,348.3 |
5,269.8 |
|
R2 |
5,321.7 |
5,321.7 |
5,264.2 |
|
R1 |
5,287.3 |
5,287.3 |
5,258.6 |
5,274.0 |
PP |
5,260.7 |
5,260.7 |
5,260.7 |
5,254.0 |
S1 |
5,226.3 |
5,226.3 |
5,247.4 |
5,213.0 |
S2 |
5,199.7 |
5,199.7 |
5,241.8 |
|
S3 |
5,138.7 |
5,165.3 |
5,236.2 |
|
S4 |
5,077.7 |
5,104.3 |
5,219.5 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,913.7 |
5,785.3 |
5,364.1 |
|
R3 |
5,711.7 |
5,583.3 |
5,308.6 |
|
R2 |
5,509.7 |
5,509.7 |
5,290.0 |
|
R1 |
5,381.3 |
5,381.3 |
5,271.5 |
5,344.5 |
PP |
5,307.7 |
5,307.7 |
5,307.7 |
5,289.3 |
S1 |
5,179.3 |
5,179.3 |
5,234.5 |
5,142.5 |
S2 |
5,105.7 |
5,105.7 |
5,216.0 |
|
S3 |
4,903.7 |
4,977.3 |
5,197.5 |
|
S4 |
4,701.7 |
4,775.3 |
5,141.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,436.0 |
5,234.0 |
202.0 |
3.8% |
71.2 |
1.4% |
9% |
False |
True |
31,789 |
10 |
5,437.0 |
5,234.0 |
203.0 |
3.9% |
54.9 |
1.0% |
9% |
False |
True |
27,119 |
20 |
5,490.0 |
5,234.0 |
256.0 |
4.9% |
45.9 |
0.9% |
7% |
False |
True |
23,795 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.2% |
44.1 |
0.8% |
28% |
False |
False |
28,761 |
60 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
33.8 |
0.6% |
24% |
False |
False |
19,214 |
80 |
5,532.0 |
5,163.0 |
369.0 |
7.0% |
27.1 |
0.5% |
24% |
False |
False |
14,423 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
24.1 |
0.5% |
44% |
False |
False |
11,543 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
20.1 |
0.4% |
44% |
False |
False |
9,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,554.3 |
2.618 |
5,454.7 |
1.618 |
5,393.7 |
1.000 |
5,356.0 |
0.618 |
5,332.7 |
HIGH |
5,295.0 |
0.618 |
5,271.7 |
0.500 |
5,264.5 |
0.382 |
5,257.3 |
LOW |
5,234.0 |
0.618 |
5,196.3 |
1.000 |
5,173.0 |
1.618 |
5,135.3 |
2.618 |
5,074.3 |
4.250 |
4,974.8 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,264.5 |
5,318.0 |
PP |
5,260.7 |
5,296.3 |
S1 |
5,256.8 |
5,274.7 |
|