Trading Metrics calculated at close of trading on 26-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,906.25 |
4,874.00 |
-32.25 |
-0.7% |
4,803.50 |
High |
4,919.50 |
4,881.75 |
-37.75 |
-0.8% |
4,856.75 |
Low |
4,873.50 |
4,839.50 |
-34.00 |
-0.7% |
4,781.00 |
Close |
4,886.00 |
4,853.75 |
-32.25 |
-0.7% |
4,843.25 |
Range |
46.00 |
42.25 |
-3.75 |
-8.2% |
75.75 |
ATR |
49.96 |
49.71 |
-0.25 |
-0.5% |
0.00 |
Volume |
184,984 |
234,117 |
49,133 |
26.6% |
970,336 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.00 |
4,961.75 |
4,877.00 |
|
R3 |
4,942.75 |
4,919.50 |
4,865.25 |
|
R2 |
4,900.50 |
4,900.50 |
4,861.50 |
|
R1 |
4,877.25 |
4,877.25 |
4,857.50 |
4,867.75 |
PP |
4,858.25 |
4,858.25 |
4,858.25 |
4,853.50 |
S1 |
4,835.00 |
4,835.00 |
4,850.00 |
4,825.50 |
S2 |
4,816.00 |
4,816.00 |
4,846.00 |
|
S3 |
4,773.75 |
4,792.75 |
4,842.25 |
|
S4 |
4,731.50 |
4,750.50 |
4,830.50 |
|
|
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 |
4,919.50 |
4,798.75 |
120.75 |
2.5% |
47.50 |
1.0% |
46% |
False |
False |
207,627 |
10 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
46.50 |
1.0% |
60% |
False |
False |
210,751 |
20 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
49.75 |
1.0% |
60% |
False |
False |
223,876 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
53.75 |
1.1% |
78% |
False |
False |
215,709 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
46.75 |
1.0% |
78% |
False |
False |
143,942 |
80 |
4,919.50 |
4,358.25 |
561.25 |
11.6% |
45.25 |
0.9% |
88% |
False |
False |
107,980 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.6% |
49.00 |
1.0% |
91% |
False |
False |
86,394 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.6% |
44.75 |
0.9% |
91% |
False |
False |
71,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,061.25 |
2.618 |
4,992.25 |
1.618 |
4,950.00 |
1.000 |
4,924.00 |
0.618 |
4,907.75 |
HIGH |
4,881.75 |
0.618 |
4,865.50 |
0.500 |
4,860.50 |
0.382 |
4,855.75 |
LOW |
4,839.50 |
0.618 |
4,813.50 |
1.000 |
4,797.25 |
1.618 |
4,771.25 |
2.618 |
4,729.00 |
4.250 |
4,660.00 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,860.50 |
4,879.50 |
PP |
4,858.25 |
4,871.00 |
S1 |
4,856.00 |
4,862.25 |
|