Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
5,280.0 |
5,244.0 |
-36.0 |
-0.7% |
5,414.0 |
High |
5,295.0 |
5,305.0 |
10.0 |
0.2% |
5,436.0 |
Low |
5,234.0 |
5,243.0 |
9.0 |
0.2% |
5,234.0 |
Close |
5,253.0 |
5,290.0 |
37.0 |
0.7% |
5,253.0 |
Range |
61.0 |
62.0 |
1.0 |
1.6% |
202.0 |
ATR |
54.1 |
54.7 |
0.6 |
1.0% |
0.0 |
Volume |
32,131 |
26,321 |
-5,810 |
-18.1% |
158,946 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,465.3 |
5,439.7 |
5,324.1 |
|
R3 |
5,403.3 |
5,377.7 |
5,307.1 |
|
R2 |
5,341.3 |
5,341.3 |
5,301.4 |
|
R1 |
5,315.7 |
5,315.7 |
5,295.7 |
5,328.5 |
PP |
5,279.3 |
5,279.3 |
5,279.3 |
5,285.8 |
S1 |
5,253.7 |
5,253.7 |
5,284.3 |
5,266.5 |
S2 |
5,217.3 |
5,217.3 |
5,278.6 |
|
S3 |
5,155.3 |
5,191.7 |
5,273.0 |
|
S4 |
5,093.3 |
5,129.7 |
5,255.9 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,913.7 |
5,785.3 |
5,364.1 |
|
R3 |
5,711.7 |
5,583.3 |
5,308.6 |
|
R2 |
5,509.7 |
5,509.7 |
5,290.0 |
|
R1 |
5,381.3 |
5,381.3 |
5,271.5 |
5,344.5 |
PP |
5,307.7 |
5,307.7 |
5,307.7 |
5,289.3 |
S1 |
5,179.3 |
5,179.3 |
5,234.5 |
5,142.5 |
S2 |
5,105.7 |
5,105.7 |
5,216.0 |
|
S3 |
4,903.7 |
4,977.3 |
5,197.5 |
|
S4 |
4,701.7 |
4,775.3 |
5,141.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,436.0 |
5,234.0 |
202.0 |
3.8% |
70.6 |
1.3% |
28% |
False |
False |
31,816 |
10 |
5,437.0 |
5,234.0 |
203.0 |
3.8% |
55.0 |
1.0% |
28% |
False |
False |
26,970 |
20 |
5,490.0 |
5,234.0 |
256.0 |
4.8% |
46.8 |
0.9% |
22% |
False |
False |
24,176 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.2% |
44.7 |
0.8% |
39% |
False |
False |
29,415 |
60 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
34.8 |
0.7% |
35% |
False |
False |
19,653 |
80 |
5,532.0 |
5,163.0 |
369.0 |
7.0% |
27.9 |
0.5% |
34% |
False |
False |
14,751 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
24.7 |
0.5% |
52% |
False |
False |
11,806 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
20.6 |
0.4% |
52% |
False |
False |
9,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,568.5 |
2.618 |
5,467.3 |
1.618 |
5,405.3 |
1.000 |
5,367.0 |
0.618 |
5,343.3 |
HIGH |
5,305.0 |
0.618 |
5,281.3 |
0.500 |
5,274.0 |
0.382 |
5,266.7 |
LOW |
5,243.0 |
0.618 |
5,204.7 |
1.000 |
5,181.0 |
1.618 |
5,142.7 |
2.618 |
5,080.7 |
4.250 |
4,979.5 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
5,284.7 |
5,289.8 |
PP |
5,279.3 |
5,289.7 |
S1 |
5,274.0 |
5,289.5 |
|