Trading Metrics calculated at close of trading on 18-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2016 |
18-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,803.50 |
4,802.25 |
-1.25 |
0.0% |
4,868.00 |
High |
4,810.50 |
4,856.75 |
46.25 |
1.0% |
4,901.50 |
Low |
4,781.00 |
4,799.75 |
18.75 |
0.4% |
4,754.50 |
Close |
4,803.25 |
4,827.00 |
23.75 |
0.5% |
4,804.25 |
Range |
29.50 |
57.00 |
27.50 |
93.2% |
147.00 |
ATR |
51.55 |
51.94 |
0.39 |
0.8% |
0.00 |
Volume |
179,668 |
205,551 |
25,883 |
14.4% |
1,245,879 |
|
Daily Pivots for day following 18-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,998.75 |
4,970.00 |
4,858.25 |
|
R3 |
4,941.75 |
4,913.00 |
4,842.75 |
|
R2 |
4,884.75 |
4,884.75 |
4,837.50 |
|
R1 |
4,856.00 |
4,856.00 |
4,832.25 |
4,870.50 |
PP |
4,827.75 |
4,827.75 |
4,827.75 |
4,835.00 |
S1 |
4,799.00 |
4,799.00 |
4,821.75 |
4,813.50 |
S2 |
4,770.75 |
4,770.75 |
4,816.50 |
|
S3 |
4,713.75 |
4,742.00 |
4,811.25 |
|
S4 |
4,656.75 |
4,685.00 |
4,795.75 |
|
|
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 |
4,856.75 |
4,754.50 |
102.25 |
2.1% |
48.25 |
1.0% |
71% |
True |
False |
231,051 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
50.50 |
1.0% |
49% |
False |
False |
228,246 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
51.50 |
1.1% |
49% |
False |
False |
231,077 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
52.75 |
1.1% |
73% |
False |
False |
186,178 |
60 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
46.50 |
1.0% |
73% |
False |
False |
124,186 |
80 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
48.25 |
1.0% |
90% |
False |
False |
93,155 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
47.50 |
1.0% |
90% |
False |
False |
74,529 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
43.50 |
0.9% |
90% |
False |
False |
62,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,099.00 |
2.618 |
5,006.00 |
1.618 |
4,949.00 |
1.000 |
4,913.75 |
0.618 |
4,892.00 |
HIGH |
4,856.75 |
0.618 |
4,835.00 |
0.500 |
4,828.25 |
0.382 |
4,821.50 |
LOW |
4,799.75 |
0.618 |
4,764.50 |
1.000 |
4,742.75 |
1.618 |
4,707.50 |
2.618 |
4,650.50 |
4.250 |
4,557.50 |
|
|
Fisher Pivots for day following 18-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,828.25 |
4,824.25 |
PP |
4,827.75 |
4,821.50 |
S1 |
4,827.50 |
4,819.00 |
|