Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
1,269.2 |
1,278.3 |
9.1 |
0.7% |
1,266.9 |
High |
1,285.4 |
1,280.5 |
-4.9 |
-0.4% |
1,285.4 |
Low |
1,262.0 |
1,271.9 |
9.9 |
0.8% |
1,260.1 |
Close |
1,276.8 |
1,273.1 |
-3.7 |
-0.3% |
1,276.8 |
Range |
23.4 |
8.6 |
-14.8 |
-63.2% |
25.3 |
ATR |
14.0 |
13.6 |
-0.4 |
-2.7% |
0.0 |
Volume |
232,893 |
123,697 |
-109,196 |
-46.9% |
806,992 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.0 |
1,295.6 |
1,277.8 |
|
R3 |
1,292.4 |
1,287.0 |
1,275.5 |
|
R2 |
1,283.8 |
1,283.8 |
1,274.7 |
|
R1 |
1,278.4 |
1,278.4 |
1,273.9 |
1,276.8 |
PP |
1,275.2 |
1,275.2 |
1,275.2 |
1,274.4 |
S1 |
1,269.8 |
1,269.8 |
1,272.3 |
1,268.2 |
S2 |
1,266.6 |
1,266.6 |
1,271.5 |
|
S3 |
1,258.0 |
1,261.2 |
1,270.7 |
|
S4 |
1,249.4 |
1,252.6 |
1,268.4 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.0 |
1,338.7 |
1,290.7 |
|
R3 |
1,324.7 |
1,313.4 |
1,283.8 |
|
R2 |
1,299.4 |
1,299.4 |
1,281.4 |
|
R1 |
1,288.1 |
1,288.1 |
1,279.1 |
1,293.8 |
PP |
1,274.1 |
1,274.1 |
1,274.1 |
1,276.9 |
S1 |
1,262.8 |
1,262.8 |
1,274.5 |
1,268.5 |
S2 |
1,248.8 |
1,248.8 |
1,272.2 |
|
S3 |
1,223.5 |
1,237.5 |
1,269.8 |
|
S4 |
1,198.2 |
1,212.2 |
1,262.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.4 |
1,262.0 |
23.4 |
1.8% |
13.5 |
1.1% |
47% |
False |
False |
154,773 |
10 |
1,285.4 |
1,255.9 |
29.5 |
2.3% |
12.1 |
0.9% |
58% |
False |
False |
146,089 |
20 |
1,315.4 |
1,243.2 |
72.2 |
5.7% |
14.2 |
1.1% |
41% |
False |
False |
167,780 |
40 |
1,357.6 |
1,243.2 |
114.4 |
9.0% |
14.1 |
1.1% |
26% |
False |
False |
168,299 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.5% |
14.5 |
1.1% |
25% |
False |
False |
172,068 |
80 |
1,383.5 |
1,243.2 |
140.3 |
11.0% |
15.6 |
1.2% |
21% |
False |
False |
153,760 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
17.4 |
1.4% |
21% |
False |
False |
125,698 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.9% |
17.2 |
1.4% |
37% |
False |
False |
105,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,317.1 |
2.618 |
1,303.0 |
1.618 |
1,294.4 |
1.000 |
1,289.1 |
0.618 |
1,285.8 |
HIGH |
1,280.5 |
0.618 |
1,277.2 |
0.500 |
1,276.2 |
0.382 |
1,275.2 |
LOW |
1,271.9 |
0.618 |
1,266.6 |
1.000 |
1,263.3 |
1.618 |
1,258.0 |
2.618 |
1,249.4 |
4.250 |
1,235.4 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
1,276.2 |
1,273.7 |
PP |
1,275.2 |
1,273.5 |
S1 |
1,274.1 |
1,273.3 |
|