Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,276.8 |
1,278.4 |
1.6 |
0.1% |
1,278.3 |
High |
1,338.3 |
1,292.5 |
-45.8 |
-3.4% |
1,309.3 |
Low |
1,268.1 |
1,251.9 |
-16.2 |
-1.3% |
1,271.9 |
Close |
1,273.5 |
1,266.4 |
-7.1 |
-0.6% |
1,304.5 |
Range |
70.2 |
40.6 |
-29.6 |
-42.2% |
37.4 |
ATR |
19.7 |
21.2 |
1.5 |
7.5% |
0.0 |
Volume |
816,531 |
413,555 |
-402,976 |
-49.4% |
1,018,660 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.1 |
1,369.8 |
1,288.7 |
|
R3 |
1,351.5 |
1,329.2 |
1,277.6 |
|
R2 |
1,310.9 |
1,310.9 |
1,273.8 |
|
R1 |
1,288.6 |
1,288.6 |
1,270.1 |
1,279.5 |
PP |
1,270.3 |
1,270.3 |
1,270.3 |
1,265.7 |
S1 |
1,248.0 |
1,248.0 |
1,262.7 |
1,238.9 |
S2 |
1,229.7 |
1,229.7 |
1,259.0 |
|
S3 |
1,189.1 |
1,207.4 |
1,255.2 |
|
S4 |
1,148.5 |
1,166.8 |
1,244.1 |
|
|
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 |
1,338.3 |
1,251.9 |
86.4 |
6.8% |
31.9 |
2.5% |
17% |
False |
True |
374,344 |
10 |
1,338.3 |
1,251.9 |
86.4 |
6.8% |
25.1 |
2.0% |
17% |
False |
True |
290,582 |
20 |
1,338.3 |
1,246.9 |
91.4 |
7.2% |
18.0 |
1.4% |
21% |
False |
False |
215,095 |
40 |
1,347.8 |
1,243.2 |
104.6 |
8.3% |
16.3 |
1.3% |
22% |
False |
False |
194,380 |
60 |
1,361.5 |
1,243.2 |
118.3 |
9.3% |
16.0 |
1.3% |
20% |
False |
False |
191,897 |
80 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
16.3 |
1.3% |
18% |
False |
False |
182,718 |
100 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
17.9 |
1.4% |
16% |
False |
False |
150,470 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.0% |
18.0 |
1.4% |
33% |
False |
False |
126,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.1 |
2.618 |
1,398.8 |
1.618 |
1,358.2 |
1.000 |
1,333.1 |
0.618 |
1,317.6 |
HIGH |
1,292.5 |
0.618 |
1,277.0 |
0.500 |
1,272.2 |
0.382 |
1,267.4 |
LOW |
1,251.9 |
0.618 |
1,226.8 |
1.000 |
1,211.3 |
1.618 |
1,186.2 |
2.618 |
1,145.6 |
4.250 |
1,079.4 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,272.2 |
1,295.1 |
PP |
1,270.3 |
1,285.5 |
S1 |
1,268.3 |
1,276.0 |
|