Trading Metrics calculated at close of trading on 28-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,852.00 |
4,818.25 |
-33.75 |
-0.7% |
4,847.25 |
High |
4,880.25 |
4,843.25 |
-37.00 |
-0.8% |
4,919.50 |
Low |
4,804.25 |
4,786.50 |
-17.75 |
-0.4% |
4,786.50 |
Close |
4,807.00 |
4,806.00 |
-1.00 |
0.0% |
4,806.00 |
Range |
76.00 |
56.75 |
-19.25 |
-25.3% |
133.00 |
ATR |
51.59 |
51.96 |
0.37 |
0.7% |
0.00 |
Volume |
261,342 |
325,145 |
63,803 |
24.4% |
1,187,845 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,982.25 |
4,950.75 |
4,837.25 |
|
R3 |
4,925.50 |
4,894.00 |
4,821.50 |
|
R2 |
4,868.75 |
4,868.75 |
4,816.50 |
|
R1 |
4,837.25 |
4,837.25 |
4,811.25 |
4,824.50 |
PP |
4,812.00 |
4,812.00 |
4,812.00 |
4,805.50 |
S1 |
4,780.50 |
4,780.50 |
4,800.75 |
4,768.00 |
S2 |
4,755.25 |
4,755.25 |
4,795.50 |
|
S3 |
4,698.50 |
4,723.75 |
4,790.50 |
|
S4 |
4,641.75 |
4,667.00 |
4,774.75 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.25 |
5,154.25 |
4,879.25 |
|
R3 |
5,103.25 |
5,021.25 |
4,842.50 |
|
R2 |
4,970.25 |
4,970.25 |
4,830.50 |
|
R1 |
4,888.25 |
4,888.25 |
4,818.25 |
4,862.75 |
PP |
4,837.25 |
4,837.25 |
4,837.25 |
4,824.50 |
S1 |
4,755.25 |
4,755.25 |
4,793.75 |
4,729.75 |
S2 |
4,704.25 |
4,704.25 |
4,781.50 |
|
S3 |
4,571.25 |
4,622.25 |
4,769.50 |
|
S4 |
4,438.25 |
4,489.25 |
4,732.75 |
|
|
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 |
4,786.50 |
133.00 |
2.8% |
57.50 |
1.2% |
15% |
False |
True |
237,569 |
10 |
4,919.50 |
4,781.00 |
138.50 |
2.9% |
48.50 |
1.0% |
18% |
False |
False |
215,818 |
20 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
49.50 |
1.0% |
31% |
False |
False |
225,476 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
55.25 |
1.1% |
61% |
False |
False |
230,302 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
48.00 |
1.0% |
61% |
False |
False |
153,708 |
80 |
4,919.50 |
4,433.75 |
485.75 |
10.1% |
45.75 |
1.0% |
77% |
False |
False |
115,310 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
50.00 |
1.0% |
85% |
False |
False |
92,259 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
45.50 |
0.9% |
85% |
False |
False |
76,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,084.50 |
2.618 |
4,991.75 |
1.618 |
4,935.00 |
1.000 |
4,900.00 |
0.618 |
4,878.25 |
HIGH |
4,843.25 |
0.618 |
4,821.50 |
0.500 |
4,815.00 |
0.382 |
4,808.25 |
LOW |
4,786.50 |
0.618 |
4,751.50 |
1.000 |
4,729.75 |
1.618 |
4,694.75 |
2.618 |
4,638.00 |
4.250 |
4,545.25 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,815.00 |
4,834.00 |
PP |
4,812.00 |
4,824.75 |
S1 |
4,809.00 |
4,815.50 |
|