Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,277.8 |
1,289.0 |
11.2 |
0.9% |
1,266.9 |
High |
1,292.9 |
1,309.3 |
16.4 |
1.3% |
1,285.4 |
Low |
1,276.3 |
1,288.4 |
12.1 |
0.9% |
1,260.1 |
Close |
1,288.0 |
1,308.2 |
20.2 |
1.6% |
1,276.8 |
Range |
16.6 |
20.9 |
4.3 |
25.9% |
25.3 |
ATR |
14.0 |
14.5 |
0.5 |
3.7% |
0.0 |
Volume |
207,256 |
241,704 |
34,448 |
16.6% |
806,992 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.7 |
1,357.3 |
1,319.7 |
|
R3 |
1,343.8 |
1,336.4 |
1,313.9 |
|
R2 |
1,322.9 |
1,322.9 |
1,312.0 |
|
R1 |
1,315.5 |
1,315.5 |
1,310.1 |
1,319.2 |
PP |
1,302.0 |
1,302.0 |
1,302.0 |
1,303.8 |
S1 |
1,294.6 |
1,294.6 |
1,306.3 |
1,298.3 |
S2 |
1,281.1 |
1,281.1 |
1,304.4 |
|
S3 |
1,260.2 |
1,273.7 |
1,302.5 |
|
S4 |
1,239.3 |
1,252.8 |
1,296.7 |
|
|
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 |
1,309.3 |
1,262.0 |
47.3 |
3.6% |
15.6 |
1.2% |
98% |
True |
False |
188,137 |
10 |
1,309.3 |
1,260.1 |
49.2 |
3.8% |
13.5 |
1.0% |
98% |
True |
False |
161,807 |
20 |
1,309.3 |
1,243.2 |
66.1 |
5.1% |
13.0 |
1.0% |
98% |
True |
False |
161,972 |
40 |
1,353.9 |
1,243.2 |
110.7 |
8.5% |
14.0 |
1.1% |
59% |
False |
False |
168,696 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.3% |
14.7 |
1.1% |
54% |
False |
False |
175,184 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.0% |
15.4 |
1.2% |
50% |
False |
False |
158,518 |
100 |
1,384.4 |
1,243.2 |
141.2 |
10.8% |
17.5 |
1.3% |
46% |
False |
False |
130,048 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.6% |
17.3 |
1.3% |
57% |
False |
False |
109,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.1 |
2.618 |
1,364.0 |
1.618 |
1,343.1 |
1.000 |
1,330.2 |
0.618 |
1,322.2 |
HIGH |
1,309.3 |
0.618 |
1,301.3 |
0.500 |
1,298.9 |
0.382 |
1,296.4 |
LOW |
1,288.4 |
0.618 |
1,275.5 |
1.000 |
1,267.5 |
1.618 |
1,254.6 |
2.618 |
1,233.7 |
4.250 |
1,199.6 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,305.1 |
1,302.3 |
PP |
1,302.0 |
1,296.5 |
S1 |
1,298.9 |
1,290.6 |
|