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 |
18,127 |
18,096 |
-31 |
-0.2% |
18,080 |
High |
18,183 |
18,173 |
-10 |
-0.1% |
18,197 |
Low |
18,065 |
18,010 |
-55 |
-0.3% |
17,975 |
Close |
18,082 |
18,098 |
16 |
0.1% |
18,098 |
Range |
118 |
163 |
45 |
38.1% |
222 |
ATR |
164 |
164 |
0 |
0.0% |
0 |
Volume |
181,633 |
278,900 |
97,267 |
53.6% |
884,039 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,583 |
18,503 |
18,188 |
|
R3 |
18,420 |
18,340 |
18,143 |
|
R2 |
18,257 |
18,257 |
18,128 |
|
R1 |
18,177 |
18,177 |
18,113 |
18,217 |
PP |
18,094 |
18,094 |
18,094 |
18,114 |
S1 |
18,014 |
18,014 |
18,083 |
18,054 |
S2 |
17,931 |
17,931 |
18,068 |
|
S3 |
17,768 |
17,851 |
18,053 |
|
S4 |
17,605 |
17,688 |
18,008 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,756 |
18,649 |
18,220 |
|
R3 |
18,534 |
18,427 |
18,159 |
|
R2 |
18,312 |
18,312 |
18,139 |
|
R1 |
18,205 |
18,205 |
18,118 |
18,259 |
PP |
18,090 |
18,090 |
18,090 |
18,117 |
S1 |
17,983 |
17,983 |
18,078 |
18,037 |
S2 |
17,868 |
17,868 |
18,057 |
|
S3 |
17,646 |
17,761 |
18,037 |
|
S4 |
17,424 |
17,539 |
17,976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,197 |
17,975 |
222 |
1.2% |
141 |
0.8% |
55% |
False |
False |
176,807 |
10 |
18,197 |
17,965 |
232 |
1.3% |
140 |
0.8% |
57% |
False |
False |
155,135 |
20 |
18,320 |
17,868 |
452 |
2.5% |
161 |
0.9% |
51% |
False |
False |
156,902 |
40 |
18,468 |
17,822 |
646 |
3.6% |
185 |
1.0% |
43% |
False |
False |
150,849 |
60 |
18,535 |
17,822 |
713 |
3.9% |
161 |
0.9% |
39% |
False |
False |
100,631 |
80 |
18,535 |
17,708 |
827 |
4.6% |
152 |
0.8% |
47% |
False |
False |
75,492 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
163 |
0.9% |
74% |
False |
False |
60,407 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
146 |
0.8% |
74% |
False |
False |
50,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,866 |
2.618 |
18,600 |
1.618 |
18,437 |
1.000 |
18,336 |
0.618 |
18,274 |
HIGH |
18,173 |
0.618 |
18,111 |
0.500 |
18,092 |
0.382 |
18,072 |
LOW |
18,010 |
0.618 |
17,909 |
1.000 |
17,847 |
1.618 |
17,746 |
2.618 |
17,583 |
4.250 |
17,317 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,096 |
18,092 |
PP |
18,094 |
18,085 |
S1 |
18,092 |
18,079 |
|