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 |
5,256.0 |
5,280.0 |
24.0 |
0.5% |
5,244.0 |
High |
5,299.0 |
5,355.0 |
56.0 |
1.1% |
5,305.0 |
Low |
5,029.0 |
5,270.0 |
241.0 |
4.8% |
5,145.0 |
Close |
5,152.0 |
5,340.0 |
188.0 |
3.6% |
5,153.0 |
Range |
270.0 |
85.0 |
-185.0 |
-68.5% |
160.0 |
ATR |
72.3 |
81.6 |
9.3 |
12.9% |
0.0 |
Volume |
77,695 |
51,625 |
-26,070 |
-33.6% |
149,478 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,576.7 |
5,543.3 |
5,386.8 |
|
R3 |
5,491.7 |
5,458.3 |
5,363.4 |
|
R2 |
5,406.7 |
5,406.7 |
5,355.6 |
|
R1 |
5,373.3 |
5,373.3 |
5,347.8 |
5,390.0 |
PP |
5,321.7 |
5,321.7 |
5,321.7 |
5,330.0 |
S1 |
5,288.3 |
5,288.3 |
5,332.2 |
5,305.0 |
S2 |
5,236.7 |
5,236.7 |
5,324.4 |
|
S3 |
5,151.7 |
5,203.3 |
5,316.6 |
|
S4 |
5,066.7 |
5,118.3 |
5,293.3 |
|
|
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 |
5,355.0 |
5,029.0 |
326.0 |
6.1% |
101.4 |
1.9% |
95% |
True |
False |
44,459 |
10 |
5,355.0 |
5,029.0 |
326.0 |
6.1% |
77.9 |
1.5% |
95% |
True |
False |
37,659 |
20 |
5,437.0 |
5,029.0 |
408.0 |
7.6% |
64.4 |
1.2% |
76% |
False |
False |
31,829 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
52.1 |
1.0% |
67% |
False |
False |
27,402 |
60 |
5,531.0 |
5,029.0 |
502.0 |
9.4% |
44.3 |
0.8% |
62% |
False |
False |
24,930 |
80 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
36.0 |
0.7% |
62% |
False |
False |
18,718 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
29.8 |
0.6% |
62% |
False |
False |
14,987 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
26.1 |
0.5% |
62% |
False |
False |
12,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,716.3 |
2.618 |
5,577.5 |
1.618 |
5,492.5 |
1.000 |
5,440.0 |
0.618 |
5,407.5 |
HIGH |
5,355.0 |
0.618 |
5,322.5 |
0.500 |
5,312.5 |
0.382 |
5,302.5 |
LOW |
5,270.0 |
0.618 |
5,217.5 |
1.000 |
5,185.0 |
1.618 |
5,132.5 |
2.618 |
5,047.5 |
4.250 |
4,908.8 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,330.8 |
5,290.7 |
PP |
5,321.7 |
5,241.3 |
S1 |
5,312.5 |
5,192.0 |
|