Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,874.00 |
4,852.00 |
-22.00 |
-0.5% |
4,803.50 |
High |
4,881.75 |
4,880.25 |
-1.50 |
0.0% |
4,856.75 |
Low |
4,839.50 |
4,804.25 |
-35.25 |
-0.7% |
4,781.00 |
Close |
4,853.75 |
4,807.00 |
-46.75 |
-1.0% |
4,843.25 |
Range |
42.25 |
76.00 |
33.75 |
79.9% |
75.75 |
ATR |
49.71 |
51.59 |
1.88 |
3.8% |
0.00 |
Volume |
234,117 |
261,342 |
27,225 |
11.6% |
970,336 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,058.50 |
5,008.75 |
4,848.75 |
|
R3 |
4,982.50 |
4,932.75 |
4,828.00 |
|
R2 |
4,906.50 |
4,906.50 |
4,821.00 |
|
R1 |
4,856.75 |
4,856.75 |
4,814.00 |
4,843.50 |
PP |
4,830.50 |
4,830.50 |
4,830.50 |
4,824.00 |
S1 |
4,780.75 |
4,780.75 |
4,800.00 |
4,767.50 |
S2 |
4,754.50 |
4,754.50 |
4,793.00 |
|
S3 |
4,678.50 |
4,704.75 |
4,786.00 |
|
S4 |
4,602.50 |
4,628.75 |
4,765.25 |
|
|
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 |
4,804.25 |
115.25 |
2.4% |
53.00 |
1.1% |
2% |
False |
True |
210,272 |
10 |
4,919.50 |
4,781.00 |
138.50 |
2.9% |
48.25 |
1.0% |
19% |
False |
False |
207,091 |
20 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
50.50 |
1.0% |
32% |
False |
False |
221,626 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
55.00 |
1.1% |
62% |
False |
False |
222,229 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
47.50 |
1.0% |
62% |
False |
False |
148,295 |
80 |
4,919.50 |
4,421.50 |
498.00 |
10.4% |
45.50 |
0.9% |
77% |
False |
False |
111,246 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
49.75 |
1.0% |
85% |
False |
False |
89,007 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
45.50 |
0.9% |
85% |
False |
False |
74,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,203.25 |
2.618 |
5,079.25 |
1.618 |
5,003.25 |
1.000 |
4,956.25 |
0.618 |
4,927.25 |
HIGH |
4,880.25 |
0.618 |
4,851.25 |
0.500 |
4,842.25 |
0.382 |
4,833.25 |
LOW |
4,804.25 |
0.618 |
4,757.25 |
1.000 |
4,728.25 |
1.618 |
4,681.25 |
2.618 |
4,605.25 |
4.250 |
4,481.25 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,842.25 |
4,862.00 |
PP |
4,830.50 |
4,843.50 |
S1 |
4,818.75 |
4,825.25 |
|