Trading Metrics calculated at close of trading on 24-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,095 |
18,080 |
-15 |
-0.1% |
18,050 |
High |
18,115 |
18,197 |
82 |
0.5% |
18,178 |
Low |
17,965 |
18,061 |
96 |
0.5% |
17,965 |
Close |
18,066 |
18,134 |
68 |
0.4% |
18,066 |
Range |
150 |
136 |
-14 |
-9.3% |
213 |
ATR |
174 |
171 |
-3 |
-1.6% |
0 |
Volume |
144,869 |
111,904 |
-32,965 |
-22.8% |
667,315 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,539 |
18,472 |
18,209 |
|
R3 |
18,403 |
18,336 |
18,172 |
|
R2 |
18,267 |
18,267 |
18,159 |
|
R1 |
18,200 |
18,200 |
18,147 |
18,234 |
PP |
18,131 |
18,131 |
18,131 |
18,147 |
S1 |
18,064 |
18,064 |
18,122 |
18,098 |
S2 |
17,995 |
17,995 |
18,109 |
|
S3 |
17,859 |
17,928 |
18,097 |
|
S4 |
17,723 |
17,792 |
18,059 |
|
|
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 |
18,197 |
17,965 |
232 |
1.3% |
145 |
0.8% |
73% |
True |
False |
128,317 |
10 |
18,276 |
17,868 |
408 |
2.2% |
164 |
0.9% |
65% |
False |
False |
147,276 |
20 |
18,320 |
17,868 |
452 |
2.5% |
180 |
1.0% |
59% |
False |
False |
151,791 |
40 |
18,468 |
17,822 |
646 |
3.6% |
185 |
1.0% |
48% |
False |
False |
131,576 |
60 |
18,535 |
17,822 |
713 |
3.9% |
160 |
0.9% |
44% |
False |
False |
87,767 |
80 |
18,535 |
17,535 |
1,000 |
5.5% |
154 |
0.8% |
60% |
False |
False |
65,844 |
100 |
18,535 |
16,876 |
1,659 |
9.1% |
160 |
0.9% |
76% |
False |
False |
52,686 |
120 |
18,535 |
16,876 |
1,659 |
9.1% |
144 |
0.8% |
76% |
False |
False |
43,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,775 |
2.618 |
18,553 |
1.618 |
18,417 |
1.000 |
18,333 |
0.618 |
18,281 |
HIGH |
18,197 |
0.618 |
18,145 |
0.500 |
18,129 |
0.382 |
18,113 |
LOW |
18,061 |
0.618 |
17,977 |
1.000 |
17,925 |
1.618 |
17,841 |
2.618 |
17,705 |
4.250 |
17,483 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,132 |
18,116 |
PP |
18,131 |
18,099 |
S1 |
18,129 |
18,081 |
|