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 |
3,073.0 |
3,096.0 |
23.0 |
0.7% |
2,998.0 |
High |
3,102.0 |
3,100.0 |
-2.0 |
-0.1% |
3,079.0 |
Low |
3,071.0 |
3,072.0 |
1.0 |
0.0% |
2,992.0 |
Close |
3,088.0 |
3,075.0 |
-13.0 |
-0.4% |
3,067.0 |
Range |
31.0 |
28.0 |
-3.0 |
-9.7% |
87.0 |
ATR |
43.7 |
42.6 |
-1.1 |
-2.6% |
0.0 |
Volume |
736,132 |
895,804 |
159,672 |
21.7% |
4,118,276 |
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,166.3 |
3,148.7 |
3,090.4 |
|
R3 |
3,138.3 |
3,120.7 |
3,082.7 |
|
R2 |
3,110.3 |
3,110.3 |
3,080.1 |
|
R1 |
3,092.7 |
3,092.7 |
3,077.6 |
3,087.5 |
PP |
3,082.3 |
3,082.3 |
3,082.3 |
3,079.8 |
S1 |
3,064.7 |
3,064.7 |
3,072.4 |
3,059.5 |
S2 |
3,054.3 |
3,054.3 |
3,069.9 |
|
S3 |
3,026.3 |
3,036.7 |
3,067.3 |
|
S4 |
2,998.3 |
3,008.7 |
3,059.6 |
|
|
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 |
3,028.0 |
74.0 |
2.4% |
30.6 |
1.0% |
64% |
False |
False |
855,707 |
10 |
3,102.0 |
2,944.0 |
158.0 |
5.1% |
33.3 |
1.1% |
83% |
False |
False |
881,767 |
20 |
3,102.0 |
2,909.0 |
193.0 |
6.3% |
42.5 |
1.4% |
86% |
False |
False |
967,846 |
40 |
3,102.0 |
2,908.0 |
194.0 |
6.3% |
44.2 |
1.4% |
86% |
False |
False |
899,687 |
60 |
3,102.0 |
2,874.0 |
228.0 |
7.4% |
40.8 |
1.3% |
88% |
False |
False |
601,802 |
80 |
3,102.0 |
2,721.0 |
381.0 |
12.4% |
41.1 |
1.3% |
93% |
False |
False |
453,589 |
100 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
43.4 |
1.4% |
94% |
False |
False |
364,555 |
120 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
38.9 |
1.3% |
94% |
False |
False |
304,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,219.0 |
2.618 |
3,173.3 |
1.618 |
3,145.3 |
1.000 |
3,128.0 |
0.618 |
3,117.3 |
HIGH |
3,100.0 |
0.618 |
3,089.3 |
0.500 |
3,086.0 |
0.382 |
3,082.7 |
LOW |
3,072.0 |
0.618 |
3,054.7 |
1.000 |
3,044.0 |
1.618 |
3,026.7 |
2.618 |
2,998.7 |
4.250 |
2,953.0 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
3,086.0 |
3,078.5 |
PP |
3,082.3 |
3,077.3 |
S1 |
3,078.7 |
3,076.2 |
|