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 |
18,206.52 |
18,103.80 |
-102.72 |
-0.6% |
18,135.85 |
High |
18,241.69 |
18,236.04 |
-5.65 |
0.0% |
18,252.20 |
Low |
18,151.70 |
18,062.30 |
-89.40 |
-0.5% |
18,049.77 |
Close |
18,169.27 |
18,199.33 |
30.06 |
0.2% |
18,145.71 |
Range |
89.99 |
173.74 |
83.75 |
93.1% |
202.43 |
ATR |
146.49 |
148.44 |
1.95 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,687.11 |
18,616.96 |
18,294.89 |
|
R3 |
18,513.37 |
18,443.22 |
18,247.11 |
|
R2 |
18,339.63 |
18,339.63 |
18,231.18 |
|
R1 |
18,269.48 |
18,269.48 |
18,215.26 |
18,304.56 |
PP |
18,165.89 |
18,165.89 |
18,165.89 |
18,183.43 |
S1 |
18,095.74 |
18,095.74 |
18,183.40 |
18,130.82 |
S2 |
17,992.15 |
17,992.15 |
18,167.48 |
|
S3 |
17,818.41 |
17,922.00 |
18,151.55 |
|
S4 |
17,644.67 |
17,748.26 |
18,103.77 |
|
|
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% |
117.31 |
0.6% |
66% |
False |
False |
|
10 |
18,275.04 |
17,959.95 |
315.09 |
1.7% |
116.56 |
0.6% |
76% |
False |
False |
|
20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
139.33 |
0.8% |
54% |
False |
False |
|
40 |
18,551.54 |
17,959.95 |
591.59 |
3.3% |
149.96 |
0.8% |
40% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.05 |
0.7% |
34% |
False |
False |
|
80 |
18,668.44 |
17,713.45 |
954.99 |
5.2% |
128.08 |
0.7% |
51% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.39 |
0.8% |
71% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.16 |
0.8% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,974.44 |
2.618 |
18,690.89 |
1.618 |
18,517.15 |
1.000 |
18,409.78 |
0.618 |
18,343.41 |
HIGH |
18,236.04 |
0.618 |
18,169.67 |
0.500 |
18,149.17 |
0.382 |
18,128.67 |
LOW |
18,062.30 |
0.618 |
17,954.93 |
1.000 |
17,888.56 |
1.618 |
17,781.19 |
2.618 |
17,607.45 |
4.250 |
17,323.91 |
|
|
Fisher Pivots for day following 26-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,182.61 |
18,189.11 |
PP |
18,165.89 |
18,178.89 |
S1 |
18,149.17 |
18,168.67 |
|