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 |
18,073 |
18,127 |
54 |
0.3% |
18,050 |
High |
18,156 |
18,183 |
27 |
0.1% |
18,178 |
Low |
17,975 |
18,065 |
90 |
0.5% |
17,965 |
Close |
18,128 |
18,082 |
-46 |
-0.3% |
18,066 |
Range |
181 |
118 |
-63 |
-34.8% |
213 |
ATR |
168 |
164 |
-4 |
-2.1% |
0 |
Volume |
186,078 |
181,633 |
-4,445 |
-2.4% |
667,315 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,464 |
18,391 |
18,147 |
|
R3 |
18,346 |
18,273 |
18,115 |
|
R2 |
18,228 |
18,228 |
18,104 |
|
R1 |
18,155 |
18,155 |
18,093 |
18,133 |
PP |
18,110 |
18,110 |
18,110 |
18,099 |
S1 |
18,037 |
18,037 |
18,071 |
18,015 |
S2 |
17,992 |
17,992 |
18,060 |
|
S3 |
17,874 |
17,919 |
18,050 |
|
S4 |
17,756 |
17,801 |
18,017 |
|
|
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% |
138 |
0.8% |
50% |
False |
False |
150,001 |
10 |
18,197 |
17,965 |
232 |
1.3% |
143 |
0.8% |
50% |
False |
False |
144,308 |
20 |
18,320 |
17,868 |
452 |
2.5% |
168 |
0.9% |
47% |
False |
False |
151,272 |
40 |
18,468 |
17,822 |
646 |
3.6% |
185 |
1.0% |
40% |
False |
False |
143,888 |
60 |
18,535 |
17,822 |
713 |
3.9% |
160 |
0.9% |
36% |
False |
False |
95,984 |
80 |
18,535 |
17,642 |
893 |
4.9% |
152 |
0.8% |
49% |
False |
False |
72,006 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
162 |
0.9% |
73% |
False |
False |
57,618 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
146 |
0.8% |
73% |
False |
False |
48,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,685 |
2.618 |
18,492 |
1.618 |
18,374 |
1.000 |
18,301 |
0.618 |
18,256 |
HIGH |
18,183 |
0.618 |
18,138 |
0.500 |
18,124 |
0.382 |
18,110 |
LOW |
18,065 |
0.618 |
17,992 |
1.000 |
17,947 |
1.618 |
17,874 |
2.618 |
17,756 |
4.250 |
17,564 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,124 |
18,081 |
PP |
18,110 |
18,080 |
S1 |
18,096 |
18,079 |
|