Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,754.50 |
4,700.00 |
-54.50 |
-1.1% |
4,847.25 |
High |
4,768.50 |
4,729.50 |
-39.00 |
-0.8% |
4,919.50 |
Low |
4,708.25 |
4,668.25 |
-40.00 |
-0.8% |
4,786.50 |
Close |
4,716.75 |
4,674.50 |
-42.25 |
-0.9% |
4,806.00 |
Range |
60.25 |
61.25 |
1.00 |
1.7% |
133.00 |
ATR |
54.99 |
55.44 |
0.45 |
0.8% |
0.00 |
Volume |
300,313 |
280,599 |
-19,714 |
-6.6% |
1,187,845 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,874.50 |
4,835.75 |
4,708.25 |
|
R3 |
4,813.25 |
4,774.50 |
4,691.25 |
|
R2 |
4,752.00 |
4,752.00 |
4,685.75 |
|
R1 |
4,713.25 |
4,713.25 |
4,680.00 |
4,702.00 |
PP |
4,690.75 |
4,690.75 |
4,690.75 |
4,685.00 |
S1 |
4,652.00 |
4,652.00 |
4,669.00 |
4,640.75 |
S2 |
4,629.50 |
4,629.50 |
4,663.25 |
|
S3 |
4,568.25 |
4,590.75 |
4,657.75 |
|
S4 |
4,507.00 |
4,529.50 |
4,640.75 |
|
|
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 |
4,843.25 |
4,668.25 |
175.00 |
3.7% |
63.75 |
1.4% |
4% |
False |
True |
282,606 |
10 |
4,919.50 |
4,668.25 |
251.25 |
5.4% |
58.25 |
1.2% |
2% |
False |
True |
246,439 |
20 |
4,919.50 |
4,668.25 |
251.25 |
5.4% |
54.50 |
1.2% |
2% |
False |
True |
238,657 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.3% |
57.75 |
1.2% |
17% |
False |
False |
254,955 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.3% |
49.75 |
1.1% |
17% |
False |
False |
171,822 |
80 |
4,919.50 |
4,546.25 |
373.25 |
8.0% |
47.00 |
1.0% |
34% |
False |
False |
128,907 |
100 |
4,919.50 |
4,164.00 |
755.50 |
16.2% |
51.25 |
1.1% |
68% |
False |
False |
103,137 |
120 |
4,919.50 |
4,164.00 |
755.50 |
16.2% |
46.25 |
1.0% |
68% |
False |
False |
85,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,989.75 |
2.618 |
4,889.75 |
1.618 |
4,828.50 |
1.000 |
4,790.75 |
0.618 |
4,767.25 |
HIGH |
4,729.50 |
0.618 |
4,706.00 |
0.500 |
4,699.00 |
0.382 |
4,691.75 |
LOW |
4,668.25 |
0.618 |
4,630.50 |
1.000 |
4,607.00 |
1.618 |
4,569.25 |
2.618 |
4,508.00 |
4.250 |
4,408.00 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,699.00 |
4,742.50 |
PP |
4,690.75 |
4,720.00 |
S1 |
4,682.50 |
4,697.25 |
|