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 |
18,161.87 |
18,152.63 |
-9.24 |
-0.1% |
18,135.85 |
High |
18,249.05 |
18,168.76 |
-80.29 |
-0.4% |
18,252.20 |
Low |
18,129.07 |
18,049.77 |
-79.30 |
-0.4% |
18,049.77 |
Close |
18,162.35 |
18,145.71 |
-16.64 |
-0.1% |
18,145.71 |
Range |
119.98 |
118.99 |
-0.99 |
-0.8% |
202.43 |
ATR |
155.07 |
152.50 |
-2.58 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,478.38 |
18,431.04 |
18,211.15 |
|
R3 |
18,359.39 |
18,312.05 |
18,178.43 |
|
R2 |
18,240.40 |
18,240.40 |
18,167.52 |
|
R1 |
18,193.06 |
18,193.06 |
18,156.62 |
18,157.24 |
PP |
18,121.41 |
18,121.41 |
18,121.41 |
18,103.50 |
S1 |
18,074.07 |
18,074.07 |
18,134.80 |
18,038.25 |
S2 |
18,002.42 |
18,002.42 |
18,123.90 |
|
S3 |
17,883.43 |
17,955.08 |
18,112.99 |
|
S4 |
17,764.44 |
17,836.09 |
18,080.27 |
|
|
Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,756.52 |
18,653.54 |
18,257.05 |
|
R3 |
18,554.09 |
18,451.11 |
18,201.38 |
|
R2 |
18,351.66 |
18,351.66 |
18,182.82 |
|
R1 |
18,248.68 |
18,248.68 |
18,164.27 |
18,300.17 |
PP |
18,149.23 |
18,149.23 |
18,149.23 |
18,174.97 |
S1 |
18,046.25 |
18,046.25 |
18,127.15 |
18,097.74 |
S2 |
17,946.80 |
17,946.80 |
18,108.60 |
|
S3 |
17,744.37 |
17,843.82 |
18,090.04 |
|
S4 |
17,541.94 |
17,641.39 |
18,034.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,252.20 |
18,049.77 |
202.43 |
1.1% |
103.51 |
0.6% |
47% |
False |
True |
|
10 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
129.73 |
0.7% |
42% |
False |
False |
|
20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
146.50 |
0.8% |
42% |
False |
False |
|
40 |
18,572.09 |
17,959.95 |
612.14 |
3.4% |
152.41 |
0.8% |
30% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.30 |
0.7% |
26% |
False |
False |
|
80 |
18,668.44 |
17,711.80 |
956.64 |
5.3% |
129.03 |
0.7% |
45% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.97 |
0.8% |
67% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.71 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,674.47 |
2.618 |
18,480.28 |
1.618 |
18,361.29 |
1.000 |
18,287.75 |
0.618 |
18,242.30 |
HIGH |
18,168.76 |
0.618 |
18,123.31 |
0.500 |
18,109.27 |
0.382 |
18,095.22 |
LOW |
18,049.77 |
0.618 |
17,976.23 |
1.000 |
17,930.78 |
1.618 |
17,857.24 |
2.618 |
17,738.25 |
4.250 |
17,544.06 |
|
|
Fisher Pivots for day following 21-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,133.56 |
18,150.99 |
PP |
18,121.41 |
18,149.23 |
S1 |
18,109.27 |
18,147.47 |
|