Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,823.75 |
4,828.25 |
4.50 |
0.1% |
4,868.00 |
High |
4,840.25 |
4,847.25 |
7.00 |
0.1% |
4,901.50 |
Low |
4,811.00 |
4,798.75 |
-12.25 |
-0.3% |
4,754.50 |
Close |
4,830.25 |
4,843.75 |
13.50 |
0.3% |
4,804.25 |
Range |
29.25 |
48.50 |
19.25 |
65.8% |
147.00 |
ATR |
50.32 |
50.19 |
-0.13 |
-0.3% |
0.00 |
Volume |
148,339 |
248,117 |
99,778 |
67.3% |
1,245,879 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,975.50 |
4,958.00 |
4,870.50 |
|
R3 |
4,927.00 |
4,909.50 |
4,857.00 |
|
R2 |
4,878.50 |
4,878.50 |
4,852.75 |
|
R1 |
4,861.00 |
4,861.00 |
4,848.25 |
4,869.75 |
PP |
4,830.00 |
4,830.00 |
4,830.00 |
4,834.25 |
S1 |
4,812.50 |
4,812.50 |
4,839.25 |
4,821.25 |
S2 |
4,781.50 |
4,781.50 |
4,834.75 |
|
S3 |
4,733.00 |
4,764.00 |
4,830.50 |
|
S4 |
4,684.50 |
4,715.50 |
4,817.00 |
|
|
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 |
4,856.75 |
4,781.00 |
75.75 |
1.6% |
43.75 |
0.9% |
83% |
False |
False |
203,910 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
50.75 |
1.0% |
61% |
False |
False |
230,875 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
49.75 |
1.0% |
61% |
False |
False |
226,512 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
52.75 |
1.1% |
79% |
False |
False |
196,048 |
60 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
46.50 |
1.0% |
79% |
False |
False |
130,785 |
80 |
4,901.50 |
4,262.00 |
639.50 |
13.2% |
46.75 |
1.0% |
91% |
False |
False |
98,108 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.2% |
48.00 |
1.0% |
92% |
False |
False |
78,494 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.2% |
44.00 |
0.9% |
92% |
False |
False |
65,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,053.50 |
2.618 |
4,974.25 |
1.618 |
4,925.75 |
1.000 |
4,895.75 |
0.618 |
4,877.25 |
HIGH |
4,847.25 |
0.618 |
4,828.75 |
0.500 |
4,823.00 |
0.382 |
4,817.25 |
LOW |
4,798.75 |
0.618 |
4,768.75 |
1.000 |
4,750.25 |
1.618 |
4,720.25 |
2.618 |
4,671.75 |
4.250 |
4,592.50 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,836.75 |
4,838.50 |
PP |
4,830.00 |
4,833.00 |
S1 |
4,823.00 |
4,827.75 |
|