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 |
18,138 |
18,073 |
-65 |
-0.4% |
18,050 |
High |
18,173 |
18,156 |
-17 |
-0.1% |
18,178 |
Low |
18,067 |
17,975 |
-92 |
-0.5% |
17,965 |
Close |
18,097 |
18,128 |
31 |
0.2% |
18,066 |
Range |
106 |
181 |
75 |
70.8% |
213 |
ATR |
166 |
168 |
1 |
0.6% |
0 |
Volume |
125,524 |
186,078 |
60,554 |
48.2% |
667,315 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,629 |
18,560 |
18,228 |
|
R3 |
18,448 |
18,379 |
18,178 |
|
R2 |
18,267 |
18,267 |
18,161 |
|
R1 |
18,198 |
18,198 |
18,145 |
18,233 |
PP |
18,086 |
18,086 |
18,086 |
18,104 |
S1 |
18,017 |
18,017 |
18,112 |
18,052 |
S2 |
17,905 |
17,905 |
18,095 |
|
S3 |
17,724 |
17,836 |
18,078 |
|
S4 |
17,543 |
17,655 |
18,029 |
|
|
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% |
141 |
0.8% |
70% |
False |
False |
144,931 |
10 |
18,197 |
17,868 |
329 |
1.8% |
149 |
0.8% |
79% |
False |
False |
144,651 |
20 |
18,320 |
17,868 |
452 |
2.5% |
176 |
1.0% |
58% |
False |
False |
151,909 |
40 |
18,468 |
17,822 |
646 |
3.6% |
185 |
1.0% |
47% |
False |
False |
139,354 |
60 |
18,535 |
17,822 |
713 |
3.9% |
159 |
0.9% |
43% |
False |
False |
92,957 |
80 |
18,535 |
17,535 |
1,000 |
5.5% |
153 |
0.8% |
59% |
False |
False |
69,737 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
161 |
0.9% |
75% |
False |
False |
55,802 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
146 |
0.8% |
75% |
False |
False |
46,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,925 |
2.618 |
18,630 |
1.618 |
18,449 |
1.000 |
18,337 |
0.618 |
18,268 |
HIGH |
18,156 |
0.618 |
18,087 |
0.500 |
18,066 |
0.382 |
18,044 |
LOW |
17,975 |
0.618 |
17,863 |
1.000 |
17,794 |
1.618 |
17,682 |
2.618 |
17,501 |
4.250 |
17,206 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,107 |
18,114 |
PP |
18,086 |
18,100 |
S1 |
18,066 |
18,086 |
|