Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,847.25 |
4,906.25 |
59.00 |
1.2% |
4,803.50 |
High |
4,908.75 |
4,919.50 |
10.75 |
0.2% |
4,856.75 |
Low |
4,842.75 |
4,873.50 |
30.75 |
0.6% |
4,781.00 |
Close |
4,902.75 |
4,886.00 |
-16.75 |
-0.3% |
4,843.25 |
Range |
66.00 |
46.00 |
-20.00 |
-30.3% |
75.75 |
ATR |
50.26 |
49.96 |
-0.30 |
-0.6% |
0.00 |
Volume |
182,257 |
184,984 |
2,727 |
1.5% |
970,336 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.00 |
5,004.50 |
4,911.25 |
|
R3 |
4,985.00 |
4,958.50 |
4,898.75 |
|
R2 |
4,939.00 |
4,939.00 |
4,894.50 |
|
R1 |
4,912.50 |
4,912.50 |
4,890.25 |
4,902.75 |
PP |
4,893.00 |
4,893.00 |
4,893.00 |
4,888.00 |
S1 |
4,866.50 |
4,866.50 |
4,881.75 |
4,856.75 |
S2 |
4,847.00 |
4,847.00 |
4,877.50 |
|
S3 |
4,801.00 |
4,820.50 |
4,873.25 |
|
S4 |
4,755.00 |
4,774.50 |
4,860.75 |
|
|
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 |
4,919.50 |
4,798.75 |
120.75 |
2.5% |
44.75 |
0.9% |
72% |
True |
False |
190,471 |
10 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
46.50 |
1.0% |
80% |
True |
False |
210,761 |
20 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
49.00 |
1.0% |
80% |
True |
False |
222,604 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.0% |
53.50 |
1.1% |
89% |
True |
False |
209,878 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.0% |
47.25 |
1.0% |
89% |
True |
False |
140,044 |
80 |
4,919.50 |
4,358.25 |
561.25 |
11.5% |
45.75 |
0.9% |
94% |
True |
False |
105,054 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
48.75 |
1.0% |
96% |
True |
False |
84,053 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
44.75 |
0.9% |
96% |
True |
False |
70,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,115.00 |
2.618 |
5,040.00 |
1.618 |
4,994.00 |
1.000 |
4,965.50 |
0.618 |
4,948.00 |
HIGH |
4,919.50 |
0.618 |
4,902.00 |
0.500 |
4,896.50 |
0.382 |
4,891.00 |
LOW |
4,873.50 |
0.618 |
4,845.00 |
1.000 |
4,827.50 |
1.618 |
4,799.00 |
2.618 |
4,753.00 |
4.250 |
4,678.00 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,896.50 |
4,879.75 |
PP |
4,893.00 |
4,873.50 |
S1 |
4,889.50 |
4,867.00 |
|