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 |
3,066.0 |
3,073.0 |
7.0 |
0.2% |
2,998.0 |
High |
3,079.0 |
3,102.0 |
23.0 |
0.7% |
3,079.0 |
Low |
3,055.0 |
3,071.0 |
16.0 |
0.5% |
2,992.0 |
Close |
3,067.0 |
3,088.0 |
21.0 |
0.7% |
3,067.0 |
Range |
24.0 |
31.0 |
7.0 |
29.2% |
87.0 |
ATR |
44.4 |
43.7 |
-0.7 |
-1.5% |
0.0 |
Volume |
768,797 |
736,132 |
-32,665 |
-4.2% |
4,118,276 |
|
Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,180.0 |
3,165.0 |
3,105.1 |
|
R3 |
3,149.0 |
3,134.0 |
3,096.5 |
|
R2 |
3,118.0 |
3,118.0 |
3,093.7 |
|
R1 |
3,103.0 |
3,103.0 |
3,090.8 |
3,110.5 |
PP |
3,087.0 |
3,087.0 |
3,087.0 |
3,090.8 |
S1 |
3,072.0 |
3,072.0 |
3,085.2 |
3,079.5 |
S2 |
3,056.0 |
3,056.0 |
3,082.3 |
|
S3 |
3,025.0 |
3,041.0 |
3,079.5 |
|
S4 |
2,994.0 |
3,010.0 |
3,071.0 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,307.0 |
3,274.0 |
3,114.9 |
|
R3 |
3,220.0 |
3,187.0 |
3,090.9 |
|
R2 |
3,133.0 |
3,133.0 |
3,083.0 |
|
R1 |
3,100.0 |
3,100.0 |
3,075.0 |
3,116.5 |
PP |
3,046.0 |
3,046.0 |
3,046.0 |
3,054.3 |
S1 |
3,013.0 |
3,013.0 |
3,059.0 |
3,029.5 |
S2 |
2,959.0 |
2,959.0 |
3,051.1 |
|
S3 |
2,872.0 |
2,926.0 |
3,043.1 |
|
S4 |
2,785.0 |
2,839.0 |
3,019.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,102.0 |
3,013.0 |
89.0 |
2.9% |
31.8 |
1.0% |
84% |
True |
False |
814,143 |
10 |
3,102.0 |
2,944.0 |
158.0 |
5.1% |
34.8 |
1.1% |
91% |
True |
False |
876,097 |
20 |
3,102.0 |
2,909.0 |
193.0 |
6.3% |
43.8 |
1.4% |
93% |
True |
False |
978,967 |
40 |
3,102.0 |
2,908.0 |
194.0 |
6.3% |
44.3 |
1.4% |
93% |
True |
False |
877,978 |
60 |
3,102.0 |
2,874.0 |
228.0 |
7.4% |
41.6 |
1.3% |
94% |
True |
False |
586,890 |
80 |
3,102.0 |
2,721.0 |
381.0 |
12.3% |
41.1 |
1.3% |
96% |
True |
False |
442,430 |
100 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
43.1 |
1.4% |
97% |
True |
False |
355,612 |
120 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
38.9 |
1.3% |
97% |
True |
False |
297,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,233.8 |
2.618 |
3,183.2 |
1.618 |
3,152.2 |
1.000 |
3,133.0 |
0.618 |
3,121.2 |
HIGH |
3,102.0 |
0.618 |
3,090.2 |
0.500 |
3,086.5 |
0.382 |
3,082.8 |
LOW |
3,071.0 |
0.618 |
3,051.8 |
1.000 |
3,040.0 |
1.618 |
3,020.8 |
2.618 |
2,989.8 |
4.250 |
2,939.3 |
|
|
Fisher Pivots for day following 24-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
3,087.5 |
3,081.7 |
PP |
3,087.0 |
3,075.3 |
S1 |
3,086.5 |
3,069.0 |
|