Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,294.5 |
1,282.2 |
-12.3 |
-1.0% |
1,278.3 |
High |
1,296.5 |
1,291.5 |
-5.0 |
-0.4% |
1,309.3 |
Low |
1,278.6 |
1,273.3 |
-5.3 |
-0.4% |
1,271.9 |
Close |
1,279.4 |
1,274.5 |
-4.9 |
-0.4% |
1,304.5 |
Range |
17.9 |
18.2 |
0.3 |
1.7% |
37.4 |
ATR |
15.7 |
15.9 |
0.2 |
1.1% |
0.0 |
Volume |
221,681 |
202,504 |
-19,177 |
-8.7% |
1,018,660 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.4 |
1,322.6 |
1,284.5 |
|
R3 |
1,316.2 |
1,304.4 |
1,279.5 |
|
R2 |
1,298.0 |
1,298.0 |
1,277.8 |
|
R1 |
1,286.2 |
1,286.2 |
1,276.2 |
1,283.0 |
PP |
1,279.8 |
1,279.8 |
1,279.8 |
1,278.2 |
S1 |
1,268.0 |
1,268.0 |
1,272.8 |
1,264.8 |
S2 |
1,261.6 |
1,261.6 |
1,271.2 |
|
S3 |
1,243.4 |
1,249.8 |
1,269.5 |
|
S4 |
1,225.2 |
1,231.6 |
1,264.5 |
|
|
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 |
1,273.3 |
36.0 |
2.8% |
18.3 |
1.4% |
3% |
False |
True |
222,378 |
10 |
1,309.3 |
1,262.0 |
47.3 |
3.7% |
16.1 |
1.3% |
26% |
False |
False |
195,298 |
20 |
1,309.3 |
1,246.9 |
62.4 |
4.9% |
13.4 |
1.1% |
44% |
False |
False |
168,174 |
40 |
1,347.8 |
1,243.2 |
104.6 |
8.2% |
14.4 |
1.1% |
30% |
False |
False |
172,394 |
60 |
1,364.3 |
1,243.2 |
121.1 |
9.5% |
14.8 |
1.2% |
26% |
False |
False |
177,910 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
15.4 |
1.2% |
24% |
False |
False |
168,026 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
17.2 |
1.4% |
22% |
False |
False |
138,329 |
120 |
1,384.4 |
1,207.0 |
177.4 |
13.9% |
17.3 |
1.4% |
38% |
False |
False |
116,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.9 |
2.618 |
1,339.1 |
1.618 |
1,320.9 |
1.000 |
1,309.7 |
0.618 |
1,302.7 |
HIGH |
1,291.5 |
0.618 |
1,284.5 |
0.500 |
1,282.4 |
0.382 |
1,280.3 |
LOW |
1,273.3 |
0.618 |
1,262.1 |
1.000 |
1,255.1 |
1.618 |
1,243.9 |
2.618 |
1,225.7 |
4.250 |
1,196.0 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,282.4 |
1,290.8 |
PP |
1,279.8 |
1,285.4 |
S1 |
1,277.1 |
1,279.9 |
|