Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,127 |
18,095 |
-32 |
-0.2% |
18,050 |
High |
18,178 |
18,115 |
-63 |
-0.3% |
18,178 |
Low |
18,047 |
17,965 |
-82 |
-0.5% |
17,965 |
Close |
18,108 |
18,066 |
-42 |
-0.2% |
18,066 |
Range |
131 |
150 |
19 |
14.5% |
213 |
ATR |
176 |
174 |
-2 |
-1.0% |
0 |
Volume |
156,282 |
144,869 |
-11,413 |
-7.3% |
667,315 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,499 |
18,432 |
18,149 |
|
R3 |
18,349 |
18,282 |
18,107 |
|
R2 |
18,199 |
18,199 |
18,094 |
|
R1 |
18,132 |
18,132 |
18,080 |
18,091 |
PP |
18,049 |
18,049 |
18,049 |
18,028 |
S1 |
17,982 |
17,982 |
18,052 |
17,941 |
S2 |
17,899 |
17,899 |
18,039 |
|
S3 |
17,749 |
17,832 |
18,025 |
|
S4 |
17,599 |
17,682 |
17,984 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,709 |
18,600 |
18,183 |
|
R3 |
18,496 |
18,387 |
18,125 |
|
R2 |
18,283 |
18,283 |
18,105 |
|
R1 |
18,174 |
18,174 |
18,086 |
18,229 |
PP |
18,070 |
18,070 |
18,070 |
18,097 |
S1 |
17,961 |
17,961 |
18,047 |
18,016 |
S2 |
17,857 |
17,857 |
18,027 |
|
S3 |
17,644 |
17,748 |
18,008 |
|
S4 |
17,431 |
17,535 |
17,949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,178 |
17,965 |
213 |
1.2% |
139 |
0.8% |
47% |
False |
True |
133,463 |
10 |
18,320 |
17,868 |
452 |
2.5% |
165 |
0.9% |
44% |
False |
False |
146,692 |
20 |
18,320 |
17,868 |
452 |
2.5% |
184 |
1.0% |
44% |
False |
False |
152,620 |
40 |
18,468 |
17,822 |
646 |
3.6% |
187 |
1.0% |
38% |
False |
False |
128,791 |
60 |
18,535 |
17,822 |
713 |
3.9% |
160 |
0.9% |
34% |
False |
False |
85,903 |
80 |
18,535 |
17,466 |
1,069 |
5.9% |
156 |
0.9% |
56% |
False |
False |
64,446 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
159 |
0.9% |
72% |
False |
False |
51,567 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
143 |
0.8% |
72% |
False |
False |
42,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,753 |
2.618 |
18,508 |
1.618 |
18,358 |
1.000 |
18,265 |
0.618 |
18,208 |
HIGH |
18,115 |
0.618 |
18,058 |
0.500 |
18,040 |
0.382 |
18,022 |
LOW |
17,965 |
0.618 |
17,872 |
1.000 |
17,815 |
1.618 |
17,722 |
2.618 |
17,572 |
4.250 |
17,328 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,057 |
18,072 |
PP |
18,049 |
18,070 |
S1 |
18,040 |
18,068 |
|