Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,278.3 |
1,277.8 |
-0.5 |
0.0% |
1,266.9 |
High |
1,280.5 |
1,292.9 |
12.4 |
1.0% |
1,285.4 |
Low |
1,271.9 |
1,276.3 |
4.4 |
0.3% |
1,260.1 |
Close |
1,273.1 |
1,288.0 |
14.9 |
1.2% |
1,276.8 |
Range |
8.6 |
16.6 |
8.0 |
93.0% |
25.3 |
ATR |
13.6 |
14.0 |
0.4 |
3.3% |
0.0 |
Volume |
123,697 |
207,256 |
83,559 |
67.6% |
806,992 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,335.5 |
1,328.4 |
1,297.1 |
|
R3 |
1,318.9 |
1,311.8 |
1,292.6 |
|
R2 |
1,302.3 |
1,302.3 |
1,291.0 |
|
R1 |
1,295.2 |
1,295.2 |
1,289.5 |
1,298.8 |
PP |
1,285.7 |
1,285.7 |
1,285.7 |
1,287.5 |
S1 |
1,278.6 |
1,278.6 |
1,286.5 |
1,282.2 |
S2 |
1,269.1 |
1,269.1 |
1,285.0 |
|
S3 |
1,252.5 |
1,262.0 |
1,283.4 |
|
S4 |
1,235.9 |
1,245.4 |
1,278.9 |
|
|
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 |
1,292.9 |
1,262.0 |
30.9 |
2.4% |
13.8 |
1.1% |
84% |
True |
False |
168,219 |
10 |
1,292.9 |
1,260.1 |
32.8 |
2.5% |
12.8 |
1.0% |
85% |
True |
False |
151,998 |
20 |
1,292.9 |
1,243.2 |
49.7 |
3.9% |
12.7 |
1.0% |
90% |
True |
False |
160,580 |
40 |
1,357.6 |
1,243.2 |
114.4 |
8.9% |
13.8 |
1.1% |
39% |
False |
False |
166,449 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.4% |
14.6 |
1.1% |
37% |
False |
False |
173,230 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.2% |
15.5 |
1.2% |
34% |
False |
False |
155,834 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.0% |
17.4 |
1.4% |
32% |
False |
False |
127,685 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.8% |
17.2 |
1.3% |
46% |
False |
False |
107,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.5 |
2.618 |
1,336.4 |
1.618 |
1,319.8 |
1.000 |
1,309.5 |
0.618 |
1,303.2 |
HIGH |
1,292.9 |
0.618 |
1,286.6 |
0.500 |
1,284.6 |
0.382 |
1,282.6 |
LOW |
1,276.3 |
0.618 |
1,266.0 |
1.000 |
1,259.7 |
1.618 |
1,249.4 |
2.618 |
1,232.8 |
4.250 |
1,205.8 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,286.9 |
1,284.5 |
PP |
1,285.7 |
1,281.0 |
S1 |
1,284.6 |
1,277.5 |
|