Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,289.0 |
1,298.1 |
9.1 |
0.7% |
1,266.9 |
High |
1,309.3 |
1,308.0 |
-1.3 |
-0.1% |
1,285.4 |
Low |
1,288.4 |
1,286.2 |
-2.2 |
-0.2% |
1,260.1 |
Close |
1,308.2 |
1,303.3 |
-4.9 |
-0.4% |
1,276.8 |
Range |
20.9 |
21.8 |
0.9 |
4.3% |
25.3 |
ATR |
14.5 |
15.1 |
0.5 |
3.7% |
0.0 |
Volume |
241,704 |
228,551 |
-13,153 |
-5.4% |
806,992 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.6 |
1,355.7 |
1,315.3 |
|
R3 |
1,342.8 |
1,333.9 |
1,309.3 |
|
R2 |
1,321.0 |
1,321.0 |
1,307.3 |
|
R1 |
1,312.1 |
1,312.1 |
1,305.3 |
1,316.6 |
PP |
1,299.2 |
1,299.2 |
1,299.2 |
1,301.4 |
S1 |
1,290.3 |
1,290.3 |
1,301.3 |
1,294.8 |
S2 |
1,277.4 |
1,277.4 |
1,299.3 |
|
S3 |
1,255.6 |
1,268.5 |
1,297.3 |
|
S4 |
1,233.8 |
1,246.7 |
1,291.3 |
|
|
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% |
18.3 |
1.4% |
87% |
False |
False |
206,820 |
10 |
1,309.3 |
1,260.1 |
49.2 |
3.8% |
14.7 |
1.1% |
88% |
False |
False |
170,958 |
20 |
1,309.3 |
1,243.2 |
66.1 |
5.1% |
13.1 |
1.0% |
91% |
False |
False |
163,890 |
40 |
1,347.8 |
1,243.2 |
104.6 |
8.0% |
14.2 |
1.1% |
57% |
False |
False |
169,837 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.3% |
14.8 |
1.1% |
50% |
False |
False |
175,804 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.1% |
15.5 |
1.2% |
46% |
False |
False |
160,972 |
100 |
1,384.4 |
1,243.2 |
141.2 |
10.8% |
17.6 |
1.3% |
43% |
False |
False |
132,302 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.6% |
17.3 |
1.3% |
54% |
False |
False |
111,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,400.7 |
2.618 |
1,365.1 |
1.618 |
1,343.3 |
1.000 |
1,329.8 |
0.618 |
1,321.5 |
HIGH |
1,308.0 |
0.618 |
1,299.7 |
0.500 |
1,297.1 |
0.382 |
1,294.5 |
LOW |
1,286.2 |
0.618 |
1,272.7 |
1.000 |
1,264.4 |
1.618 |
1,250.9 |
2.618 |
1,229.1 |
4.250 |
1,193.6 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,301.2 |
1,299.8 |
PP |
1,299.2 |
1,296.3 |
S1 |
1,297.1 |
1,292.8 |
|