Trading Metrics calculated at close of trading on 25-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,197.14 |
18,206.52 |
9.38 |
0.1% |
18,135.85 |
High |
18,275.04 |
18,241.69 |
-33.35 |
-0.2% |
18,252.20 |
Low |
18,191.18 |
18,151.70 |
-39.48 |
-0.2% |
18,049.77 |
Close |
18,223.03 |
18,169.27 |
-53.76 |
-0.3% |
18,145.71 |
Range |
83.86 |
89.99 |
6.13 |
7.3% |
202.43 |
ATR |
150.84 |
146.49 |
-4.35 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,457.52 |
18,403.39 |
18,218.76 |
|
R3 |
18,367.53 |
18,313.40 |
18,194.02 |
|
R2 |
18,277.54 |
18,277.54 |
18,185.77 |
|
R1 |
18,223.41 |
18,223.41 |
18,177.52 |
18,205.48 |
PP |
18,187.55 |
18,187.55 |
18,187.55 |
18,178.59 |
S1 |
18,133.42 |
18,133.42 |
18,161.02 |
18,115.49 |
S2 |
18,097.56 |
18,097.56 |
18,152.77 |
|
S3 |
18,007.57 |
18,043.43 |
18,144.52 |
|
S4 |
17,917.58 |
17,953.44 |
18,119.78 |
|
|
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 |
18,275.04 |
18,049.77 |
225.27 |
1.2% |
99.15 |
0.5% |
53% |
False |
False |
|
10 |
18,275.04 |
17,959.95 |
315.09 |
1.7% |
110.37 |
0.6% |
66% |
False |
False |
|
20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
139.17 |
0.8% |
48% |
False |
False |
|
40 |
18,551.54 |
17,959.95 |
591.59 |
3.3% |
148.26 |
0.8% |
35% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
131.75 |
0.7% |
30% |
False |
False |
|
80 |
18,668.44 |
17,713.45 |
954.99 |
5.3% |
127.40 |
0.7% |
48% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
137.92 |
0.8% |
69% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.08 |
0.8% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,624.15 |
2.618 |
18,477.28 |
1.618 |
18,387.29 |
1.000 |
18,331.68 |
0.618 |
18,297.30 |
HIGH |
18,241.69 |
0.618 |
18,207.31 |
0.500 |
18,196.70 |
0.382 |
18,186.08 |
LOW |
18,151.70 |
0.618 |
18,096.09 |
1.000 |
18,061.71 |
1.618 |
18,006.10 |
2.618 |
17,916.11 |
4.250 |
17,769.24 |
|
|
Fisher Pivots for day following 25-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,196.70 |
18,166.98 |
PP |
18,187.55 |
18,164.69 |
S1 |
18,178.41 |
18,162.41 |
|