Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,828.25 |
4,844.25 |
16.00 |
0.3% |
4,803.50 |
High |
4,847.25 |
4,849.00 |
1.75 |
0.0% |
4,856.75 |
Low |
4,798.75 |
4,814.75 |
16.00 |
0.3% |
4,781.00 |
Close |
4,843.75 |
4,843.25 |
-0.50 |
0.0% |
4,843.25 |
Range |
48.50 |
34.25 |
-14.25 |
-29.4% |
75.75 |
ATR |
50.19 |
49.05 |
-1.14 |
-2.3% |
0.00 |
Volume |
248,117 |
188,661 |
-59,456 |
-24.0% |
970,336 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,938.50 |
4,925.00 |
4,862.00 |
|
R3 |
4,904.25 |
4,890.75 |
4,852.75 |
|
R2 |
4,870.00 |
4,870.00 |
4,849.50 |
|
R1 |
4,856.50 |
4,856.50 |
4,846.50 |
4,846.00 |
PP |
4,835.75 |
4,835.75 |
4,835.75 |
4,830.50 |
S1 |
4,822.25 |
4,822.25 |
4,840.00 |
4,812.00 |
S2 |
4,801.50 |
4,801.50 |
4,837.00 |
|
S3 |
4,767.25 |
4,788.00 |
4,833.75 |
|
S4 |
4,733.00 |
4,753.75 |
4,824.50 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,054.25 |
5,024.50 |
4,885.00 |
|
R3 |
4,978.50 |
4,948.75 |
4,864.00 |
|
R2 |
4,902.75 |
4,902.75 |
4,857.25 |
|
R1 |
4,873.00 |
4,873.00 |
4,850.25 |
4,888.00 |
PP |
4,827.00 |
4,827.00 |
4,827.00 |
4,834.50 |
S1 |
4,797.25 |
4,797.25 |
4,836.25 |
4,812.00 |
S2 |
4,751.25 |
4,751.25 |
4,829.25 |
|
S3 |
4,675.50 |
4,721.50 |
4,822.50 |
|
S4 |
4,599.75 |
4,645.75 |
4,801.50 |
|
|
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% |
39.75 |
0.8% |
82% |
False |
False |
194,067 |
10 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
49.25 |
1.0% |
60% |
False |
False |
221,621 |
20 |
4,901.50 |
4,754.50 |
147.00 |
3.0% |
49.25 |
1.0% |
60% |
False |
False |
226,079 |
40 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
53.00 |
1.1% |
79% |
False |
False |
200,751 |
60 |
4,901.50 |
4,625.25 |
276.25 |
5.7% |
46.50 |
1.0% |
79% |
False |
False |
133,929 |
80 |
4,901.50 |
4,333.50 |
568.00 |
11.7% |
45.75 |
0.9% |
90% |
False |
False |
100,465 |
100 |
4,901.50 |
4,164.00 |
737.50 |
15.2% |
48.25 |
1.0% |
92% |
False |
False |
80,380 |
120 |
4,901.50 |
4,164.00 |
737.50 |
15.2% |
44.25 |
0.9% |
92% |
False |
False |
66,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,994.50 |
2.618 |
4,938.75 |
1.618 |
4,904.50 |
1.000 |
4,883.25 |
0.618 |
4,870.25 |
HIGH |
4,849.00 |
0.618 |
4,836.00 |
0.500 |
4,832.00 |
0.382 |
4,827.75 |
LOW |
4,814.75 |
0.618 |
4,793.50 |
1.000 |
4,780.50 |
1.618 |
4,759.25 |
2.618 |
4,725.00 |
4.250 |
4,669.25 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,839.50 |
4,836.75 |
PP |
4,835.75 |
4,830.25 |
S1 |
4,832.00 |
4,824.00 |
|