Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
17,255 |
17,380 |
125 |
0.7% |
16,890 |
High |
17,395 |
17,460 |
65 |
0.4% |
17,365 |
Low |
17,195 |
17,335 |
140 |
0.8% |
16,840 |
Close |
17,365 |
17,380 |
15 |
0.1% |
17,275 |
Range |
200 |
125 |
-75 |
-37.5% |
525 |
ATR |
228 |
221 |
-7 |
-3.2% |
0 |
Volume |
9,557 |
8,800 |
-757 |
-7.9% |
41,876 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,767 |
17,698 |
17,449 |
|
R3 |
17,642 |
17,573 |
17,415 |
|
R2 |
17,517 |
17,517 |
17,403 |
|
R1 |
17,448 |
17,448 |
17,392 |
17,443 |
PP |
17,392 |
17,392 |
17,392 |
17,389 |
S1 |
17,323 |
17,323 |
17,369 |
17,318 |
S2 |
17,267 |
17,267 |
17,357 |
|
S3 |
17,142 |
17,198 |
17,346 |
|
S4 |
17,017 |
17,073 |
17,311 |
|
|
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 |
17,460 |
16,955 |
505 |
2.9% |
192 |
1.1% |
84% |
True |
False |
9,538 |
10 |
17,460 |
16,680 |
780 |
4.5% |
201 |
1.2% |
90% |
True |
False |
9,012 |
20 |
17,460 |
16,350 |
1,110 |
6.4% |
212 |
1.2% |
93% |
True |
False |
9,403 |
40 |
17,460 |
16,205 |
1,255 |
7.2% |
237 |
1.4% |
94% |
True |
False |
9,794 |
60 |
17,460 |
15,900 |
1,560 |
9.0% |
229 |
1.3% |
95% |
True |
False |
6,548 |
80 |
17,460 |
15,200 |
2,260 |
13.0% |
241 |
1.4% |
96% |
True |
False |
4,916 |
100 |
17,460 |
15,060 |
2,400 |
13.8% |
232 |
1.3% |
97% |
True |
False |
3,936 |
120 |
17,460 |
15,060 |
2,400 |
13.8% |
194 |
1.1% |
97% |
True |
False |
3,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,991 |
2.618 |
17,787 |
1.618 |
17,662 |
1.000 |
17,585 |
0.618 |
17,537 |
HIGH |
17,460 |
0.618 |
17,412 |
0.500 |
17,398 |
0.382 |
17,383 |
LOW |
17,335 |
0.618 |
17,258 |
1.000 |
17,210 |
1.618 |
17,133 |
2.618 |
17,008 |
4.250 |
16,804 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,398 |
17,355 |
PP |
17,392 |
17,330 |
S1 |
17,386 |
17,305 |
|