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 |
17,385 |
17,480 |
95 |
0.5% |
17,255 |
High |
17,515 |
17,515 |
0 |
0.0% |
17,515 |
Low |
17,305 |
17,360 |
55 |
0.3% |
17,195 |
Close |
17,475 |
17,425 |
-50 |
-0.3% |
17,425 |
Range |
210 |
155 |
-55 |
-26.2% |
320 |
ATR |
213 |
209 |
-4 |
-2.0% |
0 |
Volume |
11,907 |
11,442 |
-465 |
-3.9% |
51,595 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,898 |
17,817 |
17,510 |
|
R3 |
17,743 |
17,662 |
17,468 |
|
R2 |
17,588 |
17,588 |
17,454 |
|
R1 |
17,507 |
17,507 |
17,439 |
17,470 |
PP |
17,433 |
17,433 |
17,433 |
17,415 |
S1 |
17,352 |
17,352 |
17,411 |
17,315 |
S2 |
17,278 |
17,278 |
17,397 |
|
S3 |
17,123 |
17,197 |
17,383 |
|
S4 |
16,968 |
17,042 |
17,340 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,338 |
18,202 |
17,601 |
|
R3 |
18,018 |
17,882 |
17,513 |
|
R2 |
17,698 |
17,698 |
17,484 |
|
R1 |
17,562 |
17,562 |
17,454 |
17,630 |
PP |
17,378 |
17,378 |
17,378 |
17,413 |
S1 |
17,242 |
17,242 |
17,396 |
17,310 |
S2 |
17,058 |
17,058 |
17,366 |
|
S3 |
16,738 |
16,922 |
17,337 |
|
S4 |
16,418 |
16,602 |
17,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,515 |
17,195 |
320 |
1.8% |
162 |
0.9% |
72% |
True |
False |
10,319 |
10 |
17,515 |
16,840 |
675 |
3.9% |
176 |
1.0% |
87% |
True |
False |
9,347 |
20 |
17,515 |
16,565 |
950 |
5.5% |
198 |
1.1% |
91% |
True |
False |
9,289 |
40 |
17,515 |
16,205 |
1,310 |
7.5% |
236 |
1.4% |
93% |
True |
False |
10,569 |
60 |
17,515 |
16,180 |
1,335 |
7.7% |
219 |
1.3% |
93% |
True |
False |
7,101 |
80 |
17,515 |
15,200 |
2,315 |
13.3% |
237 |
1.4% |
96% |
True |
False |
5,330 |
100 |
17,515 |
15,060 |
2,455 |
14.1% |
237 |
1.4% |
96% |
True |
False |
4,269 |
120 |
17,515 |
15,060 |
2,455 |
14.1% |
198 |
1.1% |
96% |
True |
False |
3,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,174 |
2.618 |
17,921 |
1.618 |
17,766 |
1.000 |
17,670 |
0.618 |
17,611 |
HIGH |
17,515 |
0.618 |
17,456 |
0.500 |
17,438 |
0.382 |
17,419 |
LOW |
17,360 |
0.618 |
17,264 |
1.000 |
17,205 |
1.618 |
17,109 |
2.618 |
16,954 |
4.250 |
16,701 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,438 |
17,418 |
PP |
17,433 |
17,410 |
S1 |
17,429 |
17,403 |
|