Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,802.75 |
4,754.50 |
-48.25 |
-1.0% |
4,847.25 |
High |
4,817.00 |
4,768.50 |
-48.50 |
-1.0% |
4,919.50 |
Low |
4,718.75 |
4,708.25 |
-10.50 |
-0.2% |
4,786.50 |
Close |
4,757.25 |
4,716.75 |
-40.50 |
-0.9% |
4,806.00 |
Range |
98.25 |
60.25 |
-38.00 |
-38.7% |
133.00 |
ATR |
54.59 |
54.99 |
0.40 |
0.7% |
0.00 |
Volume |
307,806 |
300,313 |
-7,493 |
-2.4% |
1,187,845 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,912.00 |
4,874.50 |
4,750.00 |
|
R3 |
4,851.75 |
4,814.25 |
4,733.25 |
|
R2 |
4,791.50 |
4,791.50 |
4,727.75 |
|
R1 |
4,754.00 |
4,754.00 |
4,722.25 |
4,742.50 |
PP |
4,731.25 |
4,731.25 |
4,731.25 |
4,725.50 |
S1 |
4,693.75 |
4,693.75 |
4,711.25 |
4,682.50 |
S2 |
4,671.00 |
4,671.00 |
4,705.75 |
|
S3 |
4,610.75 |
4,633.50 |
4,700.25 |
|
S4 |
4,550.50 |
4,573.25 |
4,683.50 |
|
|
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 |
4,880.25 |
4,708.25 |
172.00 |
3.6% |
66.50 |
1.4% |
5% |
False |
True |
278,755 |
10 |
4,919.50 |
4,708.25 |
211.25 |
4.5% |
57.00 |
1.2% |
4% |
False |
True |
243,191 |
20 |
4,919.50 |
4,708.25 |
211.25 |
4.5% |
53.25 |
1.1% |
4% |
False |
True |
233,987 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.2% |
57.25 |
1.2% |
31% |
False |
False |
249,886 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.2% |
49.25 |
1.0% |
31% |
False |
False |
167,147 |
80 |
4,919.50 |
4,546.25 |
373.25 |
7.9% |
46.50 |
1.0% |
46% |
False |
False |
125,400 |
100 |
4,919.50 |
4,164.00 |
755.50 |
16.0% |
51.00 |
1.1% |
73% |
False |
False |
100,331 |
120 |
4,919.50 |
4,164.00 |
755.50 |
16.0% |
46.25 |
1.0% |
73% |
False |
False |
83,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,024.50 |
2.618 |
4,926.25 |
1.618 |
4,866.00 |
1.000 |
4,828.75 |
0.618 |
4,805.75 |
HIGH |
4,768.50 |
0.618 |
4,745.50 |
0.500 |
4,738.50 |
0.382 |
4,731.25 |
LOW |
4,708.25 |
0.618 |
4,671.00 |
1.000 |
4,648.00 |
1.618 |
4,610.75 |
2.618 |
4,550.50 |
4.250 |
4,452.25 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,738.50 |
4,769.00 |
PP |
4,731.25 |
4,751.75 |
S1 |
4,724.00 |
4,734.25 |
|