Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,271.0 |
5,218.0 |
-53.0 |
-1.0% |
5,414.0 |
High |
5,273.0 |
5,226.0 |
-47.0 |
-0.9% |
5,436.0 |
Low |
5,243.0 |
5,176.0 |
-67.0 |
-1.3% |
5,234.0 |
Close |
5,262.0 |
5,184.0 |
-78.0 |
-1.5% |
5,253.0 |
Range |
30.0 |
50.0 |
20.0 |
66.7% |
202.0 |
ATR |
54.1 |
56.4 |
2.3 |
4.2% |
0.0 |
Volume |
28,298 |
36,674 |
8,376 |
29.6% |
158,946 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,345.3 |
5,314.7 |
5,211.5 |
|
R3 |
5,295.3 |
5,264.7 |
5,197.8 |
|
R2 |
5,245.3 |
5,245.3 |
5,193.2 |
|
R1 |
5,214.7 |
5,214.7 |
5,188.6 |
5,205.0 |
PP |
5,195.3 |
5,195.3 |
5,195.3 |
5,190.5 |
S1 |
5,164.7 |
5,164.7 |
5,179.4 |
5,155.0 |
S2 |
5,145.3 |
5,145.3 |
5,174.8 |
|
S3 |
5,095.3 |
5,114.7 |
5,170.3 |
|
S4 |
5,045.3 |
5,064.7 |
5,156.5 |
|
|
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 |
5,345.0 |
5,176.0 |
169.0 |
3.3% |
59.6 |
1.1% |
5% |
False |
True |
31,923 |
10 |
5,437.0 |
5,176.0 |
261.0 |
5.0% |
56.4 |
1.1% |
3% |
False |
True |
29,018 |
20 |
5,490.0 |
5,176.0 |
314.0 |
6.1% |
47.2 |
0.9% |
3% |
False |
True |
25,172 |
40 |
5,490.0 |
5,163.0 |
327.0 |
6.3% |
45.5 |
0.9% |
6% |
False |
False |
31,022 |
60 |
5,531.0 |
5,163.0 |
368.0 |
7.1% |
36.1 |
0.7% |
6% |
False |
False |
20,728 |
80 |
5,532.0 |
5,163.0 |
369.0 |
7.1% |
28.9 |
0.6% |
6% |
False |
False |
15,563 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
25.0 |
0.5% |
31% |
False |
False |
12,456 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
21.3 |
0.4% |
31% |
False |
False |
10,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,438.5 |
2.618 |
5,356.9 |
1.618 |
5,306.9 |
1.000 |
5,276.0 |
0.618 |
5,256.9 |
HIGH |
5,226.0 |
0.618 |
5,206.9 |
0.500 |
5,201.0 |
0.382 |
5,195.1 |
LOW |
5,176.0 |
0.618 |
5,145.1 |
1.000 |
5,126.0 |
1.618 |
5,095.1 |
2.618 |
5,045.1 |
4.250 |
4,963.5 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,201.0 |
5,240.5 |
PP |
5,195.3 |
5,221.7 |
S1 |
5,189.7 |
5,202.8 |
|