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 |
17,350 |
17,385 |
35 |
0.2% |
16,890 |
High |
17,410 |
17,515 |
105 |
0.6% |
17,365 |
Low |
17,290 |
17,305 |
15 |
0.1% |
16,840 |
Close |
17,385 |
17,475 |
90 |
0.5% |
17,275 |
Range |
120 |
210 |
90 |
75.0% |
525 |
ATR |
214 |
213 |
0 |
-0.1% |
0 |
Volume |
9,889 |
11,907 |
2,018 |
20.4% |
41,876 |
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,062 |
17,978 |
17,591 |
|
R3 |
17,852 |
17,768 |
17,533 |
|
R2 |
17,642 |
17,642 |
17,514 |
|
R1 |
17,558 |
17,558 |
17,494 |
17,600 |
PP |
17,432 |
17,432 |
17,432 |
17,453 |
S1 |
17,348 |
17,348 |
17,456 |
17,390 |
S2 |
17,222 |
17,222 |
17,437 |
|
S3 |
17,012 |
17,138 |
17,417 |
|
S4 |
16,802 |
16,928 |
17,360 |
|
|
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 |
17,515 |
17,150 |
365 |
2.1% |
174 |
1.0% |
89% |
True |
False |
9,750 |
10 |
17,515 |
16,755 |
760 |
4.3% |
185 |
1.1% |
95% |
True |
False |
9,065 |
20 |
17,515 |
16,350 |
1,165 |
6.7% |
204 |
1.2% |
97% |
True |
False |
9,432 |
40 |
17,515 |
16,205 |
1,310 |
7.5% |
238 |
1.4% |
97% |
True |
False |
10,310 |
60 |
17,515 |
15,900 |
1,615 |
9.2% |
222 |
1.3% |
98% |
True |
False |
6,910 |
80 |
17,515 |
15,200 |
2,315 |
13.2% |
238 |
1.4% |
98% |
True |
False |
5,187 |
100 |
17,515 |
15,060 |
2,455 |
14.0% |
236 |
1.3% |
98% |
True |
False |
4,154 |
120 |
17,515 |
15,060 |
2,455 |
14.0% |
196 |
1.1% |
98% |
True |
False |
3,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,408 |
2.618 |
18,065 |
1.618 |
17,855 |
1.000 |
17,725 |
0.618 |
17,645 |
HIGH |
17,515 |
0.618 |
17,435 |
0.500 |
17,410 |
0.382 |
17,385 |
LOW |
17,305 |
0.618 |
17,175 |
1.000 |
17,095 |
1.618 |
16,965 |
2.618 |
16,755 |
4.250 |
16,413 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,453 |
17,451 |
PP |
17,432 |
17,427 |
S1 |
17,410 |
17,403 |
|