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 |
214.68 |
213.21 |
-1.47 |
-0.7% |
213.09 |
High |
214.98 |
214.42 |
-0.56 |
-0.3% |
214.64 |
Low |
213.98 |
212.93 |
-1.05 |
-0.5% |
212.17 |
Close |
214.17 |
213.74 |
-0.43 |
-0.2% |
213.98 |
Range |
1.00 |
1.49 |
0.49 |
49.0% |
2.47 |
ATR |
1.73 |
1.71 |
-0.02 |
-1.0% |
0.00 |
Volume |
66,542,300 |
75,705,400 |
9,163,100 |
13.8% |
364,393,200 |
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
218.17 |
217.44 |
214.56 |
|
R3 |
216.68 |
215.95 |
214.15 |
|
R2 |
215.19 |
215.19 |
214.01 |
|
R1 |
214.46 |
214.46 |
213.88 |
214.83 |
PP |
213.70 |
213.70 |
213.70 |
213.88 |
S1 |
212.97 |
212.97 |
213.60 |
213.34 |
S2 |
212.21 |
212.21 |
213.47 |
|
S3 |
210.72 |
211.48 |
213.33 |
|
S4 |
209.23 |
209.99 |
212.92 |
|
|
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 |
215.32 |
212.76 |
2.56 |
1.2% |
1.21 |
0.6% |
38% |
False |
False |
73,024,600 |
10 |
215.32 |
211.21 |
4.11 |
1.9% |
1.34 |
0.6% |
62% |
False |
False |
76,149,049 |
20 |
217.12 |
211.21 |
5.91 |
2.8% |
1.53 |
0.7% |
43% |
False |
False |
84,587,649 |
40 |
219.22 |
211.21 |
8.01 |
3.7% |
1.69 |
0.8% |
32% |
False |
False |
95,874,379 |
60 |
219.60 |
211.21 |
8.39 |
3.9% |
1.52 |
0.7% |
30% |
False |
False |
85,063,328 |
80 |
219.60 |
207.06 |
12.54 |
5.9% |
1.51 |
0.7% |
53% |
False |
False |
83,774,998 |
100 |
219.60 |
198.65 |
20.95 |
9.8% |
1.62 |
0.8% |
72% |
False |
False |
92,488,512 |
120 |
219.60 |
198.65 |
20.95 |
9.8% |
1.64 |
0.8% |
72% |
False |
False |
91,377,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
220.75 |
2.618 |
218.32 |
1.618 |
216.83 |
1.000 |
215.91 |
0.618 |
215.34 |
HIGH |
214.42 |
0.618 |
213.85 |
0.500 |
213.68 |
0.382 |
213.50 |
LOW |
212.93 |
0.618 |
212.01 |
1.000 |
211.44 |
1.618 |
210.52 |
2.618 |
209.03 |
4.250 |
206.60 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
213.72 |
214.13 |
PP |
213.70 |
214.00 |
S1 |
213.68 |
213.87 |
|