Trading Metrics calculated at close of trading on 27-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,103.80 |
18,234.81 |
131.01 |
0.7% |
18,135.85 |
High |
18,236.04 |
18,253.20 |
17.16 |
0.1% |
18,252.20 |
Low |
18,062.30 |
18,149.20 |
86.90 |
0.5% |
18,049.77 |
Close |
18,199.33 |
18,169.68 |
-29.65 |
-0.2% |
18,145.71 |
Range |
173.74 |
104.00 |
-69.74 |
-40.1% |
202.43 |
ATR |
148.44 |
145.27 |
-3.17 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,502.69 |
18,440.19 |
18,226.88 |
|
R3 |
18,398.69 |
18,336.19 |
18,198.28 |
|
R2 |
18,294.69 |
18,294.69 |
18,188.75 |
|
R1 |
18,232.19 |
18,232.19 |
18,179.21 |
18,211.44 |
PP |
18,190.69 |
18,190.69 |
18,190.69 |
18,180.32 |
S1 |
18,128.19 |
18,128.19 |
18,160.15 |
18,107.44 |
S2 |
18,086.69 |
18,086.69 |
18,150.61 |
|
S3 |
17,982.69 |
18,024.19 |
18,141.08 |
|
S4 |
17,878.69 |
17,920.19 |
18,112.48 |
|
|
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% |
114.12 |
0.6% |
53% |
False |
False |
|
10 |
18,275.04 |
18,049.77 |
225.27 |
1.2% |
109.19 |
0.6% |
53% |
False |
False |
|
20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
130.80 |
0.7% |
48% |
False |
False |
|
40 |
18,551.54 |
17,959.95 |
591.59 |
3.3% |
149.91 |
0.8% |
35% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.59 |
0.7% |
30% |
False |
False |
|
80 |
18,668.44 |
17,816.65 |
851.79 |
4.7% |
126.71 |
0.7% |
41% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.76 |
0.8% |
69% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
142.07 |
0.8% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,695.20 |
2.618 |
18,525.47 |
1.618 |
18,421.47 |
1.000 |
18,357.20 |
0.618 |
18,317.47 |
HIGH |
18,253.20 |
0.618 |
18,213.47 |
0.500 |
18,201.20 |
0.382 |
18,188.93 |
LOW |
18,149.20 |
0.618 |
18,084.93 |
1.000 |
18,045.20 |
1.618 |
17,980.93 |
2.618 |
17,876.93 |
4.250 |
17,707.20 |
|
|
Fisher Pivots for day following 27-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,201.20 |
18,165.70 |
PP |
18,190.69 |
18,161.73 |
S1 |
18,180.19 |
18,157.75 |
|