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 |
213.87 |
212.96 |
-0.91 |
-0.4% |
213.09 |
High |
214.53 |
214.08 |
-0.45 |
-0.2% |
214.64 |
Low |
213.11 |
212.76 |
-0.35 |
-0.2% |
212.17 |
Close |
213.88 |
213.98 |
0.10 |
0.0% |
213.98 |
Range |
1.42 |
1.32 |
-0.10 |
-7.0% |
2.47 |
ATR |
1.86 |
1.82 |
-0.04 |
-2.1% |
0.00 |
Volume |
73,639,800 |
89,089,000 |
15,449,200 |
21.0% |
364,393,200 |
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
217.57 |
217.09 |
214.71 |
|
R3 |
216.25 |
215.77 |
214.34 |
|
R2 |
214.93 |
214.93 |
214.22 |
|
R1 |
214.45 |
214.45 |
214.10 |
214.69 |
PP |
213.61 |
213.61 |
213.61 |
213.73 |
S1 |
213.13 |
213.13 |
213.86 |
213.37 |
S2 |
212.29 |
212.29 |
213.74 |
|
S3 |
210.97 |
211.81 |
213.62 |
|
S4 |
209.65 |
210.49 |
213.25 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
221.01 |
219.96 |
215.34 |
|
R3 |
218.54 |
217.49 |
214.66 |
|
R2 |
216.07 |
216.07 |
214.43 |
|
R1 |
215.02 |
215.02 |
214.21 |
215.55 |
PP |
213.60 |
213.60 |
213.60 |
213.86 |
S1 |
212.55 |
212.55 |
213.75 |
213.08 |
S2 |
211.13 |
211.13 |
213.53 |
|
S3 |
208.66 |
210.08 |
213.30 |
|
S4 |
206.19 |
207.61 |
212.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
214.64 |
212.17 |
2.47 |
1.2% |
1.21 |
0.6% |
73% |
False |
False |
72,878,640 |
10 |
216.70 |
211.21 |
5.49 |
2.6% |
1.53 |
0.7% |
50% |
False |
False |
81,518,468 |
20 |
217.12 |
211.21 |
5.91 |
2.8% |
1.63 |
0.8% |
47% |
False |
False |
87,248,959 |
40 |
219.22 |
211.21 |
8.01 |
3.7% |
1.75 |
0.8% |
35% |
False |
False |
97,092,597 |
60 |
219.60 |
211.21 |
8.39 |
3.9% |
1.55 |
0.7% |
33% |
False |
False |
85,775,528 |
80 |
219.60 |
206.56 |
13.04 |
6.1% |
1.54 |
0.7% |
57% |
False |
False |
86,006,082 |
100 |
219.60 |
198.65 |
20.95 |
9.8% |
1.64 |
0.8% |
73% |
False |
False |
92,761,458 |
120 |
219.60 |
198.65 |
20.95 |
9.8% |
1.65 |
0.8% |
73% |
False |
False |
91,766,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
219.69 |
2.618 |
217.54 |
1.618 |
216.22 |
1.000 |
215.40 |
0.618 |
214.90 |
HIGH |
214.08 |
0.618 |
213.58 |
0.500 |
213.42 |
0.382 |
213.26 |
LOW |
212.76 |
0.618 |
211.94 |
1.000 |
211.44 |
1.618 |
210.62 |
2.618 |
209.30 |
4.250 |
207.15 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
213.79 |
213.89 |
PP |
213.61 |
213.79 |
S1 |
213.42 |
213.70 |
|