Trading Metrics calculated at close of trading on 17-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,796.00 |
4,803.50 |
7.50 |
0.2% |
4,868.00 |
High |
4,841.00 |
4,810.50 |
-30.50 |
-0.6% |
4,901.50 |
Low |
4,786.25 |
4,781.00 |
-5.25 |
-0.1% |
4,754.50 |
Close |
4,804.25 |
4,803.25 |
-1.00 |
0.0% |
4,804.25 |
Range |
54.75 |
29.50 |
-25.25 |
-46.1% |
147.00 |
ATR |
53.24 |
51.55 |
-1.70 |
-3.2% |
0.00 |
Volume |
237,878 |
179,668 |
-58,210 |
-24.5% |
1,245,879 |
|
Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,886.75 |
4,874.50 |
4,819.50 |
|
R3 |
4,857.25 |
4,845.00 |
4,811.25 |
|
R2 |
4,827.75 |
4,827.75 |
4,808.75 |
|
R1 |
4,815.50 |
4,815.50 |
4,806.00 |
4,807.00 |
PP |
4,798.25 |
4,798.25 |
4,798.25 |
4,794.00 |
S1 |
4,786.00 |
4,786.00 |
4,800.50 |
4,777.50 |
S2 |
4,768.75 |
4,768.75 |
4,797.75 |
|
S3 |
4,739.25 |
4,756.50 |
4,795.25 |
|
S4 |
4,709.75 |
4,727.00 |
4,787.00 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.00 |
5,179.75 |
4,885.00 |
|
R3 |
5,114.00 |
5,032.75 |
4,844.75 |
|
R2 |
4,967.00 |
4,967.00 |
4,831.25 |
|
R1 |
4,885.75 |
4,885.75 |
4,817.75 |
4,853.00 |
PP |
4,820.00 |
4,820.00 |
4,820.00 |
4,803.75 |
S1 |
4,738.75 |
4,738.75 |
4,790.75 |
4,706.00 |
S2 |
4,673.00 |
4,673.00 |
4,777.25 |
|
S3 |
4,526.00 |
4,591.75 |
4,763.75 |
|
S4 |
4,379.00 |
4,444.75 |
4,723.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,897.25 |
4,754.50 |
142.75 |
3.0% |
56.75 |
1.2% |
34% |
False |
False |
253,261 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.1% |
49.75 |
1.0% |
33% |
False |
False |
235,388 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.1% |
50.25 |
1.0% |
33% |
False |
False |
230,550 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.8% |
52.00 |
1.1% |
64% |
False |
False |
181,046 |
60 |
4,901.50 |
4,625.25 |
276.25 |
5.8% |
46.00 |
1.0% |
64% |
False |
False |
120,762 |
80 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
50.75 |
1.1% |
87% |
False |
False |
90,587 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
47.00 |
1.0% |
87% |
False |
False |
72,474 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.4% |
43.25 |
0.9% |
87% |
False |
False |
60,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,936.00 |
2.618 |
4,887.75 |
1.618 |
4,858.25 |
1.000 |
4,840.00 |
0.618 |
4,828.75 |
HIGH |
4,810.50 |
0.618 |
4,799.25 |
0.500 |
4,795.75 |
0.382 |
4,792.25 |
LOW |
4,781.00 |
0.618 |
4,762.75 |
1.000 |
4,751.50 |
1.618 |
4,733.25 |
2.618 |
4,703.75 |
4.250 |
4,655.50 |
|
|
Fisher Pivots for day following 17-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,800.75 |
4,801.50 |
PP |
4,798.25 |
4,799.50 |
S1 |
4,795.75 |
4,797.75 |
|