Trading Metrics calculated at close of trading on 21-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,274.2 |
1,269.4 |
-4.8 |
-0.4% |
1,255.3 |
High |
1,279.0 |
1,272.4 |
-6.6 |
-0.5% |
1,279.0 |
Low |
1,269.5 |
1,266.2 |
-3.3 |
-0.3% |
1,255.0 |
Close |
1,271.4 |
1,271.5 |
0.1 |
0.0% |
1,271.5 |
Range |
9.5 |
6.2 |
-3.3 |
-34.7% |
24.0 |
ATR |
13.7 |
13.2 |
-0.5 |
-3.9% |
0.0 |
Volume |
4,571 |
8,266 |
3,695 |
80.8% |
31,079 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.6 |
1,286.3 |
1,274.9 |
|
R3 |
1,282.4 |
1,280.1 |
1,273.2 |
|
R2 |
1,276.2 |
1,276.2 |
1,272.6 |
|
R1 |
1,273.9 |
1,273.9 |
1,272.1 |
1,275.1 |
PP |
1,270.0 |
1,270.0 |
1,270.0 |
1,270.6 |
S1 |
1,267.7 |
1,267.7 |
1,270.9 |
1,268.9 |
S2 |
1,263.8 |
1,263.8 |
1,270.4 |
|
S3 |
1,257.6 |
1,261.5 |
1,269.8 |
|
S4 |
1,251.4 |
1,255.3 |
1,268.1 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.5 |
1,330.0 |
1,284.7 |
|
R3 |
1,316.5 |
1,306.0 |
1,278.1 |
|
R2 |
1,292.5 |
1,292.5 |
1,275.9 |
|
R1 |
1,282.0 |
1,282.0 |
1,273.7 |
1,287.3 |
PP |
1,268.5 |
1,268.5 |
1,268.5 |
1,271.1 |
S1 |
1,258.0 |
1,258.0 |
1,269.3 |
1,263.3 |
S2 |
1,244.5 |
1,244.5 |
1,267.1 |
|
S3 |
1,220.5 |
1,234.0 |
1,264.9 |
|
S4 |
1,196.5 |
1,210.0 |
1,258.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,279.0 |
1,255.0 |
24.0 |
1.9% |
9.0 |
0.7% |
69% |
False |
False |
6,215 |
10 |
1,279.0 |
1,251.0 |
28.0 |
2.2% |
9.3 |
0.7% |
73% |
False |
False |
6,923 |
20 |
1,349.8 |
1,246.8 |
103.0 |
8.1% |
13.3 |
1.0% |
24% |
False |
False |
6,927 |
40 |
1,360.7 |
1,246.8 |
113.9 |
9.0% |
14.3 |
1.1% |
22% |
False |
False |
5,648 |
60 |
1,378.1 |
1,246.8 |
131.3 |
10.3% |
14.6 |
1.1% |
19% |
False |
False |
5,202 |
80 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.1 |
1.2% |
18% |
False |
False |
4,275 |
100 |
1,387.1 |
1,220.7 |
166.4 |
13.1% |
15.7 |
1.2% |
31% |
False |
False |
3,810 |
120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.1 |
1.2% |
35% |
False |
False |
3,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,298.8 |
2.618 |
1,288.6 |
1.618 |
1,282.4 |
1.000 |
1,278.6 |
0.618 |
1,276.2 |
HIGH |
1,272.4 |
0.618 |
1,270.0 |
0.500 |
1,269.3 |
0.382 |
1,268.6 |
LOW |
1,266.2 |
0.618 |
1,262.4 |
1.000 |
1,260.0 |
1.618 |
1,256.2 |
2.618 |
1,250.0 |
4.250 |
1,239.9 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,270.8 |
1,272.2 |
PP |
1,270.0 |
1,271.9 |
S1 |
1,269.3 |
1,271.7 |
|