Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,818.25 |
4,795.25 |
-23.00 |
-0.5% |
4,847.25 |
High |
4,843.25 |
4,830.00 |
-13.25 |
-0.3% |
4,919.50 |
Low |
4,786.50 |
4,788.25 |
1.75 |
0.0% |
4,786.50 |
Close |
4,806.00 |
4,796.75 |
-9.25 |
-0.2% |
4,806.00 |
Range |
56.75 |
41.75 |
-15.00 |
-26.4% |
133.00 |
ATR |
51.96 |
51.23 |
-0.73 |
-1.4% |
0.00 |
Volume |
325,145 |
199,169 |
-125,976 |
-38.7% |
1,187,845 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,930.25 |
4,905.25 |
4,819.75 |
|
R3 |
4,888.50 |
4,863.50 |
4,808.25 |
|
R2 |
4,846.75 |
4,846.75 |
4,804.50 |
|
R1 |
4,821.75 |
4,821.75 |
4,800.50 |
4,834.25 |
PP |
4,805.00 |
4,805.00 |
4,805.00 |
4,811.25 |
S1 |
4,780.00 |
4,780.00 |
4,793.00 |
4,792.50 |
S2 |
4,763.25 |
4,763.25 |
4,789.00 |
|
S3 |
4,721.50 |
4,738.25 |
4,785.25 |
|
S4 |
4,679.75 |
4,696.50 |
4,773.75 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.25 |
5,154.25 |
4,879.25 |
|
R3 |
5,103.25 |
5,021.25 |
4,842.50 |
|
R2 |
4,970.25 |
4,970.25 |
4,830.50 |
|
R1 |
4,888.25 |
4,888.25 |
4,818.25 |
4,862.75 |
PP |
4,837.25 |
4,837.25 |
4,837.25 |
4,824.50 |
S1 |
4,755.25 |
4,755.25 |
4,793.75 |
4,729.75 |
S2 |
4,704.25 |
4,704.25 |
4,781.50 |
|
S3 |
4,571.25 |
4,622.25 |
4,769.50 |
|
S4 |
4,438.25 |
4,489.25 |
4,732.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,919.50 |
4,786.50 |
133.00 |
2.8% |
52.50 |
1.1% |
8% |
False |
False |
240,951 |
10 |
4,919.50 |
4,786.50 |
133.00 |
2.8% |
49.75 |
1.0% |
8% |
False |
False |
217,768 |
20 |
4,919.50 |
4,754.50 |
165.00 |
3.4% |
49.75 |
1.0% |
26% |
False |
False |
226,578 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
55.25 |
1.2% |
58% |
False |
False |
235,229 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
47.75 |
1.0% |
58% |
False |
False |
157,023 |
80 |
4,919.50 |
4,515.00 |
404.50 |
8.4% |
45.25 |
0.9% |
70% |
False |
False |
117,799 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
50.25 |
1.0% |
84% |
False |
False |
94,250 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
45.50 |
0.9% |
84% |
False |
False |
78,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,007.50 |
2.618 |
4,939.25 |
1.618 |
4,897.50 |
1.000 |
4,871.75 |
0.618 |
4,855.75 |
HIGH |
4,830.00 |
0.618 |
4,814.00 |
0.500 |
4,809.00 |
0.382 |
4,804.25 |
LOW |
4,788.25 |
0.618 |
4,762.50 |
1.000 |
4,746.50 |
1.618 |
4,720.75 |
2.618 |
4,679.00 |
4.250 |
4,610.75 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
4,809.00 |
4,833.50 |
PP |
4,805.00 |
4,821.25 |
S1 |
4,801.00 |
4,809.00 |
|