Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,160.0 |
5,169.0 |
9.0 |
0.2% |
5,244.0 |
High |
5,214.0 |
5,186.0 |
-28.0 |
-0.5% |
5,305.0 |
Low |
5,145.0 |
5,150.0 |
5.0 |
0.1% |
5,145.0 |
Close |
5,192.0 |
5,153.0 |
-39.0 |
-0.8% |
5,153.0 |
Range |
69.0 |
36.0 |
-33.0 |
-47.8% |
160.0 |
ATR |
57.3 |
56.2 |
-1.1 |
-1.9% |
0.0 |
Volume |
30,877 |
27,308 |
-3,569 |
-11.6% |
149,478 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,271.0 |
5,248.0 |
5,172.8 |
|
R3 |
5,235.0 |
5,212.0 |
5,162.9 |
|
R2 |
5,199.0 |
5,199.0 |
5,159.6 |
|
R1 |
5,176.0 |
5,176.0 |
5,156.3 |
5,169.5 |
PP |
5,163.0 |
5,163.0 |
5,163.0 |
5,159.8 |
S1 |
5,140.0 |
5,140.0 |
5,149.7 |
5,133.5 |
S2 |
5,127.0 |
5,127.0 |
5,146.4 |
|
S3 |
5,091.0 |
5,104.0 |
5,143.1 |
|
S4 |
5,055.0 |
5,068.0 |
5,133.2 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,681.0 |
5,577.0 |
5,241.0 |
|
R3 |
5,521.0 |
5,417.0 |
5,197.0 |
|
R2 |
5,361.0 |
5,361.0 |
5,182.3 |
|
R1 |
5,257.0 |
5,257.0 |
5,167.7 |
5,229.0 |
PP |
5,201.0 |
5,201.0 |
5,201.0 |
5,187.0 |
S1 |
5,097.0 |
5,097.0 |
5,138.3 |
5,069.0 |
S2 |
5,041.0 |
5,041.0 |
5,123.7 |
|
S3 |
4,881.0 |
4,937.0 |
5,109.0 |
|
S4 |
4,721.0 |
4,777.0 |
5,065.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,305.0 |
5,145.0 |
160.0 |
3.1% |
49.4 |
1.0% |
5% |
False |
False |
29,895 |
10 |
5,436.0 |
5,145.0 |
291.0 |
5.6% |
60.3 |
1.2% |
3% |
False |
False |
30,842 |
20 |
5,490.0 |
5,145.0 |
345.0 |
6.7% |
48.7 |
0.9% |
2% |
False |
False |
26,139 |
40 |
5,490.0 |
5,145.0 |
345.0 |
6.7% |
46.6 |
0.9% |
2% |
False |
False |
32,177 |
60 |
5,531.0 |
5,145.0 |
386.0 |
7.5% |
37.3 |
0.7% |
2% |
False |
False |
21,693 |
80 |
5,532.0 |
5,145.0 |
387.0 |
7.5% |
30.1 |
0.6% |
2% |
False |
False |
16,290 |
100 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
26.1 |
0.5% |
25% |
False |
False |
13,038 |
120 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
22.2 |
0.4% |
25% |
False |
False |
10,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,339.0 |
2.618 |
5,280.2 |
1.618 |
5,244.2 |
1.000 |
5,222.0 |
0.618 |
5,208.2 |
HIGH |
5,186.0 |
0.618 |
5,172.2 |
0.500 |
5,168.0 |
0.382 |
5,163.8 |
LOW |
5,150.0 |
0.618 |
5,127.8 |
1.000 |
5,114.0 |
1.618 |
5,091.8 |
2.618 |
5,055.8 |
4.250 |
4,997.0 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,168.0 |
5,185.5 |
PP |
5,163.0 |
5,174.7 |
S1 |
5,158.0 |
5,163.8 |
|