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 |
17,380 |
17,350 |
-30 |
-0.2% |
16,890 |
High |
17,460 |
17,410 |
-50 |
-0.3% |
17,365 |
Low |
17,335 |
17,290 |
-45 |
-0.3% |
16,840 |
Close |
17,380 |
17,385 |
5 |
0.0% |
17,275 |
Range |
125 |
120 |
-5 |
-4.0% |
525 |
ATR |
221 |
214 |
-7 |
-3.3% |
0 |
Volume |
8,800 |
9,889 |
1,089 |
12.4% |
41,876 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,722 |
17,673 |
17,451 |
|
R3 |
17,602 |
17,553 |
17,418 |
|
R2 |
17,482 |
17,482 |
17,407 |
|
R1 |
17,433 |
17,433 |
17,396 |
17,458 |
PP |
17,362 |
17,362 |
17,362 |
17,374 |
S1 |
17,313 |
17,313 |
17,374 |
17,338 |
S2 |
17,242 |
17,242 |
17,363 |
|
S3 |
17,122 |
17,193 |
17,352 |
|
S4 |
17,002 |
17,073 |
17,319 |
|
|
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 |
16,990 |
470 |
2.7% |
198 |
1.1% |
84% |
False |
False |
10,288 |
10 |
17,460 |
16,680 |
780 |
4.5% |
197 |
1.1% |
90% |
False |
False |
9,125 |
20 |
17,460 |
16,350 |
1,110 |
6.4% |
209 |
1.2% |
93% |
False |
False |
9,483 |
40 |
17,460 |
16,205 |
1,255 |
7.2% |
235 |
1.4% |
94% |
False |
False |
10,034 |
60 |
17,460 |
15,900 |
1,560 |
9.0% |
223 |
1.3% |
95% |
False |
False |
6,713 |
80 |
17,460 |
15,200 |
2,260 |
13.0% |
238 |
1.4% |
97% |
False |
False |
5,039 |
100 |
17,460 |
15,060 |
2,400 |
13.8% |
233 |
1.3% |
97% |
False |
False |
4,035 |
120 |
17,460 |
15,060 |
2,400 |
13.8% |
195 |
1.1% |
97% |
False |
False |
3,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,920 |
2.618 |
17,724 |
1.618 |
17,604 |
1.000 |
17,530 |
0.618 |
17,484 |
HIGH |
17,410 |
0.618 |
17,364 |
0.500 |
17,350 |
0.382 |
17,336 |
LOW |
17,290 |
0.618 |
17,216 |
1.000 |
17,170 |
1.618 |
17,096 |
2.618 |
16,976 |
4.250 |
16,780 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,373 |
17,366 |
PP |
17,362 |
17,347 |
S1 |
17,350 |
17,328 |
|