Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,795.25 |
4,802.75 |
7.50 |
0.2% |
4,847.25 |
High |
4,830.00 |
4,817.00 |
-13.00 |
-0.3% |
4,919.50 |
Low |
4,788.25 |
4,718.75 |
-69.50 |
-1.5% |
4,786.50 |
Close |
4,796.75 |
4,757.25 |
-39.50 |
-0.8% |
4,806.00 |
Range |
41.75 |
98.25 |
56.50 |
135.3% |
133.00 |
ATR |
51.23 |
54.59 |
3.36 |
6.6% |
0.00 |
Volume |
199,169 |
307,806 |
108,637 |
54.5% |
1,187,845 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,059.00 |
5,006.50 |
4,811.25 |
|
R3 |
4,960.75 |
4,908.25 |
4,784.25 |
|
R2 |
4,862.50 |
4,862.50 |
4,775.25 |
|
R1 |
4,810.00 |
4,810.00 |
4,766.25 |
4,787.00 |
PP |
4,764.25 |
4,764.25 |
4,764.25 |
4,753.00 |
S1 |
4,711.75 |
4,711.75 |
4,748.25 |
4,689.00 |
S2 |
4,666.00 |
4,666.00 |
4,739.25 |
|
S3 |
4,567.75 |
4,613.50 |
4,730.25 |
|
S4 |
4,469.50 |
4,515.25 |
4,703.25 |
|
|
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 |
4,881.75 |
4,718.75 |
163.00 |
3.4% |
63.00 |
1.3% |
24% |
False |
True |
265,515 |
10 |
4,919.50 |
4,718.75 |
200.75 |
4.2% |
54.00 |
1.1% |
19% |
False |
True |
227,993 |
20 |
4,919.50 |
4,718.75 |
200.75 |
4.2% |
52.25 |
1.1% |
19% |
False |
True |
228,119 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.2% |
56.50 |
1.2% |
45% |
False |
False |
242,824 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.2% |
48.75 |
1.0% |
45% |
False |
False |
162,150 |
80 |
4,919.50 |
4,546.25 |
373.25 |
7.8% |
46.00 |
1.0% |
57% |
False |
False |
121,646 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
50.75 |
1.1% |
79% |
False |
False |
97,328 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
45.75 |
1.0% |
79% |
False |
False |
81,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,234.50 |
2.618 |
5,074.25 |
1.618 |
4,976.00 |
1.000 |
4,915.25 |
0.618 |
4,877.75 |
HIGH |
4,817.00 |
0.618 |
4,779.50 |
0.500 |
4,768.00 |
0.382 |
4,756.25 |
LOW |
4,718.75 |
0.618 |
4,658.00 |
1.000 |
4,620.50 |
1.618 |
4,559.75 |
2.618 |
4,461.50 |
4.250 |
4,301.25 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,768.00 |
4,781.00 |
PP |
4,764.25 |
4,773.00 |
S1 |
4,760.75 |
4,765.25 |
|