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 |
3,096.0 |
3,079.0 |
-17.0 |
-0.5% |
2,998.0 |
High |
3,100.0 |
3,079.0 |
-21.0 |
-0.7% |
3,079.0 |
Low |
3,072.0 |
3,052.0 |
-20.0 |
-0.7% |
2,992.0 |
Close |
3,075.0 |
3,073.0 |
-2.0 |
-0.1% |
3,067.0 |
Range |
28.0 |
27.0 |
-1.0 |
-3.6% |
87.0 |
ATR |
42.6 |
41.5 |
-1.1 |
-2.6% |
0.0 |
Volume |
895,804 |
985,756 |
89,952 |
10.0% |
4,118,276 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,149.0 |
3,138.0 |
3,087.9 |
|
R3 |
3,122.0 |
3,111.0 |
3,080.4 |
|
R2 |
3,095.0 |
3,095.0 |
3,078.0 |
|
R1 |
3,084.0 |
3,084.0 |
3,075.5 |
3,076.0 |
PP |
3,068.0 |
3,068.0 |
3,068.0 |
3,064.0 |
S1 |
3,057.0 |
3,057.0 |
3,070.5 |
3,049.0 |
S2 |
3,041.0 |
3,041.0 |
3,068.1 |
|
S3 |
3,014.0 |
3,030.0 |
3,065.6 |
|
S4 |
2,987.0 |
3,003.0 |
3,058.2 |
|
|
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 |
3,036.0 |
66.0 |
2.1% |
30.6 |
1.0% |
56% |
False |
False |
831,057 |
10 |
3,102.0 |
2,944.0 |
158.0 |
5.1% |
33.5 |
1.1% |
82% |
False |
False |
857,874 |
20 |
3,102.0 |
2,909.0 |
193.0 |
6.3% |
41.7 |
1.4% |
85% |
False |
False |
956,345 |
40 |
3,102.0 |
2,908.0 |
194.0 |
6.3% |
44.1 |
1.4% |
85% |
False |
False |
921,514 |
60 |
3,102.0 |
2,874.0 |
228.0 |
7.4% |
40.3 |
1.3% |
87% |
False |
False |
618,178 |
80 |
3,102.0 |
2,721.0 |
381.0 |
12.4% |
40.8 |
1.3% |
92% |
False |
False |
465,571 |
100 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
43.4 |
1.4% |
94% |
False |
False |
374,297 |
120 |
3,102.0 |
2,649.0 |
453.0 |
14.7% |
38.9 |
1.3% |
94% |
False |
False |
312,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,193.8 |
2.618 |
3,149.7 |
1.618 |
3,122.7 |
1.000 |
3,106.0 |
0.618 |
3,095.7 |
HIGH |
3,079.0 |
0.618 |
3,068.7 |
0.500 |
3,065.5 |
0.382 |
3,062.3 |
LOW |
3,052.0 |
0.618 |
3,035.3 |
1.000 |
3,025.0 |
1.618 |
3,008.3 |
2.618 |
2,981.3 |
4.250 |
2,937.3 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
3,070.5 |
3,077.0 |
PP |
3,068.0 |
3,075.7 |
S1 |
3,065.5 |
3,074.3 |
|