Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,244.0 |
5,271.0 |
27.0 |
0.5% |
5,414.0 |
High |
5,305.0 |
5,273.0 |
-32.0 |
-0.6% |
5,436.0 |
Low |
5,243.0 |
5,243.0 |
0.0 |
0.0% |
5,234.0 |
Close |
5,290.0 |
5,262.0 |
-28.0 |
-0.5% |
5,253.0 |
Range |
62.0 |
30.0 |
-32.0 |
-51.6% |
202.0 |
ATR |
54.7 |
54.1 |
-0.5 |
-1.0% |
0.0 |
Volume |
26,321 |
28,298 |
1,977 |
7.5% |
158,946 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.3 |
5,335.7 |
5,278.5 |
|
R3 |
5,319.3 |
5,305.7 |
5,270.3 |
|
R2 |
5,289.3 |
5,289.3 |
5,267.5 |
|
R1 |
5,275.7 |
5,275.7 |
5,264.8 |
5,267.5 |
PP |
5,259.3 |
5,259.3 |
5,259.3 |
5,255.3 |
S1 |
5,245.7 |
5,245.7 |
5,259.3 |
5,237.5 |
S2 |
5,229.3 |
5,229.3 |
5,256.5 |
|
S3 |
5,199.3 |
5,215.7 |
5,253.8 |
|
S4 |
5,169.3 |
5,185.7 |
5,245.5 |
|
|
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 |
5,402.0 |
5,234.0 |
168.0 |
3.2% |
67.0 |
1.3% |
17% |
False |
False |
33,168 |
10 |
5,437.0 |
5,234.0 |
203.0 |
3.9% |
54.6 |
1.0% |
14% |
False |
False |
27,576 |
20 |
5,490.0 |
5,234.0 |
256.0 |
4.9% |
46.2 |
0.9% |
11% |
False |
False |
24,395 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.2% |
45.2 |
0.9% |
30% |
False |
False |
30,121 |
60 |
5,531.0 |
5,163.0 |
368.0 |
7.0% |
35.2 |
0.7% |
27% |
False |
False |
20,121 |
80 |
5,532.0 |
5,163.0 |
369.0 |
7.0% |
28.2 |
0.5% |
27% |
False |
False |
15,104 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
24.9 |
0.5% |
46% |
False |
False |
12,089 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.5% |
20.9 |
0.4% |
46% |
False |
False |
10,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,400.5 |
2.618 |
5,351.5 |
1.618 |
5,321.5 |
1.000 |
5,303.0 |
0.618 |
5,291.5 |
HIGH |
5,273.0 |
0.618 |
5,261.5 |
0.500 |
5,258.0 |
0.382 |
5,254.5 |
LOW |
5,243.0 |
0.618 |
5,224.5 |
1.000 |
5,213.0 |
1.618 |
5,194.5 |
2.618 |
5,164.5 |
4.250 |
5,115.5 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,260.7 |
5,269.5 |
PP |
5,259.3 |
5,267.0 |
S1 |
5,258.0 |
5,264.5 |
|