Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,298.1 |
1,303.2 |
5.1 |
0.4% |
1,278.3 |
High |
1,308.0 |
1,308.3 |
0.3 |
0.0% |
1,309.3 |
Low |
1,286.2 |
1,295.7 |
9.5 |
0.7% |
1,271.9 |
Close |
1,303.3 |
1,304.5 |
1.2 |
0.1% |
1,304.5 |
Range |
21.8 |
12.6 |
-9.2 |
-42.2% |
37.4 |
ATR |
15.1 |
14.9 |
-0.2 |
-1.2% |
0.0 |
Volume |
228,551 |
217,452 |
-11,099 |
-4.9% |
1,018,660 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.6 |
1,335.2 |
1,311.4 |
|
R3 |
1,328.0 |
1,322.6 |
1,308.0 |
|
R2 |
1,315.4 |
1,315.4 |
1,306.8 |
|
R1 |
1,310.0 |
1,310.0 |
1,305.7 |
1,312.7 |
PP |
1,302.8 |
1,302.8 |
1,302.8 |
1,304.2 |
S1 |
1,297.4 |
1,297.4 |
1,303.3 |
1,300.1 |
S2 |
1,290.2 |
1,290.2 |
1,302.2 |
|
S3 |
1,277.6 |
1,284.8 |
1,301.0 |
|
S4 |
1,265.0 |
1,272.2 |
1,297.6 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.4 |
1,393.4 |
1,325.1 |
|
R3 |
1,370.0 |
1,356.0 |
1,314.8 |
|
R2 |
1,332.6 |
1,332.6 |
1,311.4 |
|
R1 |
1,318.6 |
1,318.6 |
1,307.9 |
1,325.6 |
PP |
1,295.2 |
1,295.2 |
1,295.2 |
1,298.8 |
S1 |
1,281.2 |
1,281.2 |
1,301.1 |
1,288.2 |
S2 |
1,257.8 |
1,257.8 |
1,297.6 |
|
S3 |
1,220.4 |
1,243.8 |
1,294.2 |
|
S4 |
1,183.0 |
1,206.4 |
1,283.9 |
|
|
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 |
1,271.9 |
37.4 |
2.9% |
16.1 |
1.2% |
87% |
False |
False |
203,732 |
10 |
1,309.3 |
1,260.1 |
49.2 |
3.8% |
15.2 |
1.2% |
90% |
False |
False |
182,565 |
20 |
1,309.3 |
1,246.9 |
62.4 |
4.8% |
12.5 |
1.0% |
92% |
False |
False |
161,056 |
40 |
1,347.8 |
1,243.2 |
104.6 |
8.0% |
14.2 |
1.1% |
59% |
False |
False |
171,175 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.3% |
14.7 |
1.1% |
51% |
False |
False |
176,835 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.0% |
15.3 |
1.2% |
47% |
False |
False |
163,313 |
100 |
1,384.4 |
1,243.2 |
141.2 |
10.8% |
17.5 |
1.3% |
43% |
False |
False |
134,409 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.6% |
17.3 |
1.3% |
55% |
False |
False |
113,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.9 |
2.618 |
1,341.3 |
1.618 |
1,328.7 |
1.000 |
1,320.9 |
0.618 |
1,316.1 |
HIGH |
1,308.3 |
0.618 |
1,303.5 |
0.500 |
1,302.0 |
0.382 |
1,300.5 |
LOW |
1,295.7 |
0.618 |
1,287.9 |
1.000 |
1,283.1 |
1.618 |
1,275.3 |
2.618 |
1,262.7 |
4.250 |
1,242.2 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,303.7 |
1,302.3 |
PP |
1,302.8 |
1,300.0 |
S1 |
1,302.0 |
1,297.8 |
|