Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,700.00 |
4,671.25 |
-28.75 |
-0.6% |
4,795.25 |
High |
4,729.50 |
4,695.50 |
-34.00 |
-0.7% |
4,830.00 |
Low |
4,668.25 |
4,651.25 |
-17.00 |
-0.4% |
4,651.25 |
Close |
4,674.50 |
4,657.75 |
-16.75 |
-0.4% |
4,657.75 |
Range |
61.25 |
44.25 |
-17.00 |
-27.8% |
178.75 |
ATR |
55.44 |
54.64 |
-0.80 |
-1.4% |
0.00 |
Volume |
280,599 |
264,048 |
-16,551 |
-5.9% |
1,351,935 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,801.00 |
4,773.50 |
4,682.00 |
|
R3 |
4,756.75 |
4,729.25 |
4,670.00 |
|
R2 |
4,712.50 |
4,712.50 |
4,665.75 |
|
R1 |
4,685.00 |
4,685.00 |
4,661.75 |
4,676.50 |
PP |
4,668.25 |
4,668.25 |
4,668.25 |
4,664.00 |
S1 |
4,640.75 |
4,640.75 |
4,653.75 |
4,632.50 |
S2 |
4,624.00 |
4,624.00 |
4,649.75 |
|
S3 |
4,579.75 |
4,596.50 |
4,645.50 |
|
S4 |
4,535.50 |
4,552.25 |
4,633.50 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,249.25 |
5,132.25 |
4,756.00 |
|
R3 |
5,070.50 |
4,953.50 |
4,707.00 |
|
R2 |
4,891.75 |
4,891.75 |
4,690.50 |
|
R1 |
4,774.75 |
4,774.75 |
4,674.25 |
4,744.00 |
PP |
4,713.00 |
4,713.00 |
4,713.00 |
4,697.50 |
S1 |
4,596.00 |
4,596.00 |
4,641.25 |
4,565.00 |
S2 |
4,534.25 |
4,534.25 |
4,625.00 |
|
S3 |
4,355.50 |
4,417.25 |
4,608.50 |
|
S4 |
4,176.75 |
4,238.50 |
4,559.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,830.00 |
4,651.25 |
178.75 |
3.8% |
61.25 |
1.3% |
4% |
False |
True |
270,387 |
10 |
4,919.50 |
4,651.25 |
268.25 |
5.8% |
59.25 |
1.3% |
2% |
False |
True |
253,978 |
20 |
4,919.50 |
4,651.25 |
268.25 |
5.8% |
54.25 |
1.2% |
2% |
False |
True |
237,799 |
40 |
4,919.50 |
4,625.25 |
294.25 |
6.3% |
55.50 |
1.2% |
11% |
False |
False |
251,982 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.3% |
50.00 |
1.1% |
11% |
False |
False |
176,219 |
80 |
4,919.50 |
4,546.25 |
373.25 |
8.0% |
47.00 |
1.0% |
30% |
False |
False |
132,206 |
100 |
4,919.50 |
4,164.00 |
755.50 |
16.2% |
51.25 |
1.1% |
65% |
False |
False |
105,777 |
120 |
4,919.50 |
4,164.00 |
755.50 |
16.2% |
46.50 |
1.0% |
65% |
False |
False |
88,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,883.50 |
2.618 |
4,811.25 |
1.618 |
4,767.00 |
1.000 |
4,739.75 |
0.618 |
4,722.75 |
HIGH |
4,695.50 |
0.618 |
4,678.50 |
0.500 |
4,673.50 |
0.382 |
4,668.25 |
LOW |
4,651.25 |
0.618 |
4,624.00 |
1.000 |
4,607.00 |
1.618 |
4,579.75 |
2.618 |
4,535.50 |
4.250 |
4,463.25 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,673.50 |
4,710.00 |
PP |
4,668.25 |
4,692.50 |
S1 |
4,663.00 |
4,675.00 |
|