Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
10,315.0 |
10,439.0 |
124.0 |
1.2% |
10,680.0 |
High |
10,320.0 |
10,469.5 |
149.5 |
1.4% |
10,739.0 |
Low |
10,196.5 |
10,375.5 |
179.0 |
1.8% |
10,196.5 |
Close |
10,258.0 |
10,433.5 |
175.5 |
1.7% |
10,258.0 |
Range |
123.5 |
94.0 |
-29.5 |
-23.9% |
542.5 |
ATR |
148.8 |
153.3 |
4.5 |
3.0% |
0.0 |
Volume |
94,809 |
83,805 |
-11,004 |
-11.6% |
538,463 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,708.2 |
10,664.8 |
10,485.2 |
|
R3 |
10,614.2 |
10,570.8 |
10,459.4 |
|
R2 |
10,520.2 |
10,520.2 |
10,450.7 |
|
R1 |
10,476.8 |
10,476.8 |
10,442.1 |
10,451.5 |
PP |
10,426.2 |
10,426.2 |
10,426.2 |
10,413.5 |
S1 |
10,382.8 |
10,382.8 |
10,424.9 |
10,357.5 |
S2 |
10,332.2 |
10,332.2 |
10,416.3 |
|
S3 |
10,238.2 |
10,288.8 |
10,407.7 |
|
S4 |
10,144.2 |
10,194.8 |
10,381.8 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,025.3 |
11,684.2 |
10,556.4 |
|
R3 |
11,482.8 |
11,141.7 |
10,407.2 |
|
R2 |
10,940.3 |
10,940.3 |
10,357.5 |
|
R1 |
10,599.2 |
10,599.2 |
10,307.7 |
10,498.5 |
PP |
10,397.8 |
10,397.8 |
10,397.8 |
10,347.5 |
S1 |
10,056.7 |
10,056.7 |
10,208.3 |
9,956.0 |
S2 |
9,855.3 |
9,855.3 |
10,158.5 |
|
S3 |
9,312.8 |
9,514.2 |
10,108.8 |
|
S4 |
8,770.3 |
8,971.7 |
9,959.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,739.0 |
10,196.5 |
542.5 |
5.2% |
152.3 |
1.5% |
44% |
False |
False |
100,128 |
10 |
10,826.0 |
10,196.5 |
629.5 |
6.0% |
133.0 |
1.3% |
38% |
False |
False |
101,065 |
20 |
10,826.0 |
10,196.5 |
629.5 |
6.0% |
127.0 |
1.2% |
38% |
False |
False |
92,048 |
40 |
10,826.0 |
10,173.5 |
652.5 |
6.3% |
149.0 |
1.4% |
40% |
False |
False |
94,797 |
60 |
10,826.0 |
10,173.5 |
652.5 |
6.3% |
144.2 |
1.4% |
40% |
False |
False |
64,225 |
80 |
10,826.0 |
9,903.0 |
923.0 |
8.8% |
137.0 |
1.3% |
57% |
False |
False |
48,206 |
100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.9% |
146.8 |
1.4% |
76% |
False |
False |
38,600 |
120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.9% |
137.0 |
1.3% |
76% |
False |
False |
32,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,869.0 |
2.618 |
10,715.6 |
1.618 |
10,621.6 |
1.000 |
10,563.5 |
0.618 |
10,527.6 |
HIGH |
10,469.5 |
0.618 |
10,433.6 |
0.500 |
10,422.5 |
0.382 |
10,411.4 |
LOW |
10,375.5 |
0.618 |
10,317.4 |
1.000 |
10,281.5 |
1.618 |
10,223.4 |
2.618 |
10,129.4 |
4.250 |
9,976.0 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
10,429.8 |
10,400.0 |
PP |
10,426.2 |
10,366.5 |
S1 |
10,422.5 |
10,333.0 |
|