Trading Metrics calculated at close of trading on 20-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
214.02 |
213.87 |
-0.15 |
-0.1% |
216.16 |
High |
214.64 |
214.53 |
-0.11 |
-0.1% |
216.70 |
Low |
213.60 |
213.11 |
-0.49 |
-0.2% |
211.21 |
Close |
214.28 |
213.88 |
-0.40 |
-0.2% |
213.12 |
Range |
1.04 |
1.42 |
0.38 |
36.5% |
5.49 |
ATR |
1.89 |
1.86 |
-0.03 |
-1.8% |
0.00 |
Volume |
66,519,200 |
73,639,800 |
7,120,600 |
10.7% |
450,791,488 |
|
Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
218.10 |
217.41 |
214.66 |
|
R3 |
216.68 |
215.99 |
214.27 |
|
R2 |
215.26 |
215.26 |
214.14 |
|
R1 |
214.57 |
214.57 |
214.01 |
214.92 |
PP |
213.84 |
213.84 |
213.84 |
214.01 |
S1 |
213.15 |
213.15 |
213.75 |
213.50 |
S2 |
212.42 |
212.42 |
213.62 |
|
S3 |
211.00 |
211.73 |
213.49 |
|
S4 |
209.58 |
210.31 |
213.10 |
|
|
Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
230.15 |
227.12 |
216.14 |
|
R3 |
224.66 |
221.63 |
214.63 |
|
R2 |
219.17 |
219.17 |
214.13 |
|
R1 |
216.14 |
216.14 |
213.62 |
214.91 |
PP |
213.68 |
213.68 |
213.68 |
213.06 |
S1 |
210.65 |
210.65 |
212.62 |
209.42 |
S2 |
208.19 |
208.19 |
212.11 |
|
S3 |
202.70 |
205.16 |
211.61 |
|
S4 |
197.21 |
199.67 |
210.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
214.69 |
212.17 |
2.52 |
1.2% |
1.28 |
0.6% |
68% |
False |
False |
73,730,080 |
10 |
216.70 |
211.21 |
5.49 |
2.6% |
1.61 |
0.8% |
49% |
False |
False |
81,588,388 |
20 |
217.12 |
211.21 |
5.91 |
2.8% |
1.62 |
0.8% |
45% |
False |
False |
86,474,865 |
40 |
219.22 |
211.21 |
8.01 |
3.7% |
1.74 |
0.8% |
33% |
False |
False |
96,595,990 |
60 |
219.60 |
211.21 |
8.39 |
3.9% |
1.55 |
0.7% |
32% |
False |
False |
85,374,638 |
80 |
219.60 |
204.72 |
14.88 |
7.0% |
1.55 |
0.7% |
62% |
False |
False |
86,609,077 |
100 |
219.60 |
198.65 |
20.95 |
9.8% |
1.64 |
0.8% |
73% |
False |
False |
92,569,930 |
120 |
219.60 |
198.65 |
20.95 |
9.8% |
1.65 |
0.8% |
73% |
False |
False |
91,911,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
220.57 |
2.618 |
218.25 |
1.618 |
216.83 |
1.000 |
215.95 |
0.618 |
215.41 |
HIGH |
214.53 |
0.618 |
213.99 |
0.500 |
213.82 |
0.382 |
213.65 |
LOW |
213.11 |
0.618 |
212.23 |
1.000 |
211.69 |
1.618 |
210.81 |
2.618 |
209.39 |
4.250 |
207.08 |
|
|
Fisher Pivots for day following 20-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
213.86 |
213.88 |
PP |
213.84 |
213.88 |
S1 |
213.82 |
213.88 |
|