Trading Metrics calculated at close of trading on 19-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,802.25 |
4,823.75 |
21.50 |
0.4% |
4,868.00 |
High |
4,856.75 |
4,840.25 |
-16.50 |
-0.3% |
4,901.50 |
Low |
4,799.75 |
4,811.00 |
11.25 |
0.2% |
4,754.50 |
Close |
4,827.00 |
4,830.25 |
3.25 |
0.1% |
4,804.25 |
Range |
57.00 |
29.25 |
-27.75 |
-48.7% |
147.00 |
ATR |
51.94 |
50.32 |
-1.62 |
-3.1% |
0.00 |
Volume |
205,551 |
148,339 |
-57,212 |
-27.8% |
1,245,879 |
|
Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,915.00 |
4,901.75 |
4,846.25 |
|
R3 |
4,885.75 |
4,872.50 |
4,838.25 |
|
R2 |
4,856.50 |
4,856.50 |
4,835.50 |
|
R1 |
4,843.25 |
4,843.25 |
4,833.00 |
4,850.00 |
PP |
4,827.25 |
4,827.25 |
4,827.25 |
4,830.50 |
S1 |
4,814.00 |
4,814.00 |
4,827.50 |
4,820.50 |
S2 |
4,798.00 |
4,798.00 |
4,825.00 |
|
S3 |
4,768.75 |
4,784.75 |
4,822.25 |
|
S4 |
4,739.50 |
4,755.50 |
4,814.25 |
|
|
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% |
45.75 |
0.9% |
74% |
False |
False |
213,874 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
49.50 |
1.0% |
52% |
False |
False |
224,783 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
49.75 |
1.0% |
52% |
False |
False |
223,932 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
52.75 |
1.1% |
74% |
False |
False |
189,869 |
60 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
46.25 |
1.0% |
74% |
False |
False |
126,656 |
80 |
4,901.50 |
4,173.00 |
728.50 |
15.1% |
47.50 |
1.0% |
90% |
False |
False |
95,007 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
47.75 |
1.0% |
90% |
False |
False |
76,013 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.3% |
43.50 |
0.9% |
90% |
False |
False |
63,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,964.50 |
2.618 |
4,916.75 |
1.618 |
4,887.50 |
1.000 |
4,869.50 |
0.618 |
4,858.25 |
HIGH |
4,840.25 |
0.618 |
4,829.00 |
0.500 |
4,825.50 |
0.382 |
4,822.25 |
LOW |
4,811.00 |
0.618 |
4,793.00 |
1.000 |
4,781.75 |
1.618 |
4,763.75 |
2.618 |
4,734.50 |
4.250 |
4,686.75 |
|
|
Fisher Pivots for day following 19-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,828.75 |
4,826.50 |
PP |
4,827.25 |
4,822.75 |
S1 |
4,825.50 |
4,819.00 |
|