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 |
1,270.2 |
1,273.0 |
2.8 |
0.2% |
1,270.5 |
High |
1,277.0 |
1,288.8 |
11.8 |
0.9% |
1,288.8 |
Low |
1,269.5 |
1,265.8 |
-3.7 |
-0.3% |
1,264.0 |
Close |
1,273.1 |
1,280.4 |
7.3 |
0.6% |
1,280.4 |
Range |
7.5 |
23.0 |
15.5 |
206.7% |
24.8 |
ATR |
12.7 |
13.5 |
0.7 |
5.8% |
0.0 |
Volume |
6,389 |
6,112 |
-277 |
-4.3% |
49,009 |
|
Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.3 |
1,336.9 |
1,293.1 |
|
R3 |
1,324.3 |
1,313.9 |
1,286.7 |
|
R2 |
1,301.3 |
1,301.3 |
1,284.6 |
|
R1 |
1,290.9 |
1,290.9 |
1,282.5 |
1,296.1 |
PP |
1,278.3 |
1,278.3 |
1,278.3 |
1,281.0 |
S1 |
1,267.9 |
1,267.9 |
1,278.3 |
1,273.1 |
S2 |
1,255.3 |
1,255.3 |
1,276.2 |
|
S3 |
1,232.3 |
1,244.9 |
1,274.1 |
|
S4 |
1,209.3 |
1,221.9 |
1,267.8 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.1 |
1,341.1 |
1,294.0 |
|
R3 |
1,327.3 |
1,316.3 |
1,287.2 |
|
R2 |
1,302.5 |
1,302.5 |
1,284.9 |
|
R1 |
1,291.5 |
1,291.5 |
1,282.7 |
1,297.0 |
PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,280.5 |
S1 |
1,266.7 |
1,266.7 |
1,278.1 |
1,272.2 |
S2 |
1,252.9 |
1,252.9 |
1,275.9 |
|
S3 |
1,228.1 |
1,241.9 |
1,273.6 |
|
S4 |
1,203.3 |
1,217.1 |
1,266.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,288.8 |
1,264.0 |
24.8 |
1.9% |
13.8 |
1.1% |
66% |
True |
False |
9,801 |
10 |
1,288.8 |
1,255.0 |
33.8 |
2.6% |
11.4 |
0.9% |
75% |
True |
False |
8,008 |
20 |
1,325.7 |
1,246.8 |
78.9 |
6.2% |
13.8 |
1.1% |
43% |
False |
False |
8,179 |
40 |
1,360.7 |
1,246.8 |
113.9 |
8.9% |
14.1 |
1.1% |
29% |
False |
False |
6,314 |
60 |
1,375.2 |
1,246.8 |
128.4 |
10.0% |
14.3 |
1.1% |
26% |
False |
False |
5,725 |
80 |
1,383.6 |
1,246.8 |
136.8 |
10.7% |
15.1 |
1.2% |
25% |
False |
False |
4,834 |
100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.9 |
1.2% |
24% |
False |
False |
4,226 |
120 |
1,387.1 |
1,210.0 |
177.1 |
13.8% |
15.1 |
1.2% |
40% |
False |
False |
3,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,386.6 |
2.618 |
1,349.0 |
1.618 |
1,326.0 |
1.000 |
1,311.8 |
0.618 |
1,303.0 |
HIGH |
1,288.8 |
0.618 |
1,280.0 |
0.500 |
1,277.3 |
0.382 |
1,274.6 |
LOW |
1,265.8 |
0.618 |
1,251.6 |
1.000 |
1,242.8 |
1.618 |
1,228.6 |
2.618 |
1,205.6 |
4.250 |
1,168.1 |
|
|
Fisher Pivots for day following 28-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,279.4 |
1,279.4 |
PP |
1,278.3 |
1,278.3 |
S1 |
1,277.3 |
1,277.3 |
|