Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,844.25 |
4,847.25 |
3.00 |
0.1% |
4,803.50 |
High |
4,849.00 |
4,908.75 |
59.75 |
1.2% |
4,856.75 |
Low |
4,814.75 |
4,842.75 |
28.00 |
0.6% |
4,781.00 |
Close |
4,843.25 |
4,902.75 |
59.50 |
1.2% |
4,843.25 |
Range |
34.25 |
66.00 |
31.75 |
92.7% |
75.75 |
ATR |
49.05 |
50.26 |
1.21 |
2.5% |
0.00 |
Volume |
188,661 |
182,257 |
-6,404 |
-3.4% |
970,336 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,082.75 |
5,058.75 |
4,939.00 |
|
R3 |
5,016.75 |
4,992.75 |
4,921.00 |
|
R2 |
4,950.75 |
4,950.75 |
4,914.75 |
|
R1 |
4,926.75 |
4,926.75 |
4,908.75 |
4,938.75 |
PP |
4,884.75 |
4,884.75 |
4,884.75 |
4,890.75 |
S1 |
4,860.75 |
4,860.75 |
4,896.75 |
4,872.75 |
S2 |
4,818.75 |
4,818.75 |
4,890.75 |
|
S3 |
4,752.75 |
4,794.75 |
4,884.50 |
|
S4 |
4,686.75 |
4,728.75 |
4,866.50 |
|
|
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 |
4,908.75 |
4,798.75 |
110.00 |
2.2% |
47.00 |
1.0% |
95% |
True |
False |
194,585 |
10 |
4,908.75 |
4,754.50 |
154.25 |
3.1% |
52.00 |
1.1% |
96% |
True |
False |
223,923 |
20 |
4,908.75 |
4,754.50 |
154.25 |
3.1% |
50.00 |
1.0% |
96% |
True |
False |
224,713 |
40 |
4,908.75 |
4,625.25 |
283.50 |
5.8% |
53.25 |
1.1% |
98% |
True |
False |
205,279 |
60 |
4,908.75 |
4,625.25 |
283.50 |
5.8% |
47.00 |
1.0% |
98% |
True |
False |
136,964 |
80 |
4,908.75 |
4,358.25 |
550.50 |
11.2% |
45.75 |
0.9% |
99% |
True |
False |
102,743 |
100 |
4,908.75 |
4,164.00 |
744.75 |
15.2% |
48.50 |
1.0% |
99% |
True |
False |
82,203 |
120 |
4,908.75 |
4,164.00 |
744.75 |
15.2% |
44.75 |
0.9% |
99% |
True |
False |
68,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,189.25 |
2.618 |
5,081.50 |
1.618 |
5,015.50 |
1.000 |
4,974.75 |
0.618 |
4,949.50 |
HIGH |
4,908.75 |
0.618 |
4,883.50 |
0.500 |
4,875.75 |
0.382 |
4,868.00 |
LOW |
4,842.75 |
0.618 |
4,802.00 |
1.000 |
4,776.75 |
1.618 |
4,736.00 |
2.618 |
4,670.00 |
4.250 |
4,562.25 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,893.75 |
4,886.50 |
PP |
4,884.75 |
4,870.00 |
S1 |
4,875.75 |
4,853.75 |
|