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 |
17,320 |
17,255 |
-65 |
-0.4% |
16,890 |
High |
17,365 |
17,395 |
30 |
0.2% |
17,365 |
Low |
17,150 |
17,195 |
45 |
0.3% |
16,840 |
Close |
17,275 |
17,365 |
90 |
0.5% |
17,275 |
Range |
215 |
200 |
-15 |
-7.0% |
525 |
ATR |
230 |
228 |
-2 |
-0.9% |
0 |
Volume |
8,597 |
9,557 |
960 |
11.2% |
41,876 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,918 |
17,842 |
17,475 |
|
R3 |
17,718 |
17,642 |
17,420 |
|
R2 |
17,518 |
17,518 |
17,402 |
|
R1 |
17,442 |
17,442 |
17,383 |
17,480 |
PP |
17,318 |
17,318 |
17,318 |
17,338 |
S1 |
17,242 |
17,242 |
17,347 |
17,280 |
S2 |
17,118 |
17,118 |
17,328 |
|
S3 |
16,918 |
17,042 |
17,310 |
|
S4 |
16,718 |
16,842 |
17,255 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,735 |
18,530 |
17,564 |
|
R3 |
18,210 |
18,005 |
17,420 |
|
R2 |
17,685 |
17,685 |
17,371 |
|
R1 |
17,480 |
17,480 |
17,323 |
17,583 |
PP |
17,160 |
17,160 |
17,160 |
17,211 |
S1 |
16,955 |
16,955 |
17,227 |
17,058 |
S2 |
16,635 |
16,635 |
17,179 |
|
S3 |
16,110 |
16,430 |
17,131 |
|
S4 |
15,585 |
15,905 |
16,986 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,395 |
16,860 |
535 |
3.1% |
203 |
1.2% |
94% |
True |
False |
9,002 |
10 |
17,395 |
16,680 |
715 |
4.1% |
213 |
1.2% |
96% |
True |
False |
9,123 |
20 |
17,395 |
16,205 |
1,190 |
6.9% |
226 |
1.3% |
97% |
True |
False |
9,667 |
40 |
17,395 |
16,205 |
1,190 |
6.9% |
239 |
1.4% |
97% |
True |
False |
9,580 |
60 |
17,395 |
15,900 |
1,495 |
8.6% |
231 |
1.3% |
98% |
True |
False |
6,402 |
80 |
17,395 |
15,200 |
2,195 |
12.6% |
241 |
1.4% |
99% |
True |
False |
4,807 |
100 |
17,395 |
15,060 |
2,335 |
13.4% |
231 |
1.3% |
99% |
True |
False |
3,848 |
120 |
17,395 |
15,060 |
2,335 |
13.4% |
193 |
1.1% |
99% |
True |
False |
3,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,245 |
2.618 |
17,919 |
1.618 |
17,719 |
1.000 |
17,595 |
0.618 |
17,519 |
HIGH |
17,395 |
0.618 |
17,319 |
0.500 |
17,295 |
0.382 |
17,272 |
LOW |
17,195 |
0.618 |
17,072 |
1.000 |
16,995 |
1.618 |
16,872 |
2.618 |
16,672 |
4.250 |
16,345 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,342 |
17,308 |
PP |
17,318 |
17,250 |
S1 |
17,295 |
17,193 |
|