Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,671.25 |
4,709.75 |
38.50 |
0.8% |
4,795.25 |
High |
4,695.50 |
4,781.75 |
86.25 |
1.8% |
4,830.00 |
Low |
4,651.25 |
4,709.75 |
58.50 |
1.3% |
4,651.25 |
Close |
4,657.75 |
4,775.75 |
118.00 |
2.5% |
4,657.75 |
Range |
44.25 |
72.00 |
27.75 |
62.7% |
178.75 |
ATR |
54.64 |
59.59 |
4.95 |
9.1% |
0.00 |
Volume |
264,048 |
223,773 |
-40,275 |
-15.3% |
1,351,935 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,971.75 |
4,945.75 |
4,815.25 |
|
R3 |
4,899.75 |
4,873.75 |
4,795.50 |
|
R2 |
4,827.75 |
4,827.75 |
4,789.00 |
|
R1 |
4,801.75 |
4,801.75 |
4,782.25 |
4,814.75 |
PP |
4,755.75 |
4,755.75 |
4,755.75 |
4,762.25 |
S1 |
4,729.75 |
4,729.75 |
4,769.25 |
4,742.75 |
S2 |
4,683.75 |
4,683.75 |
4,762.50 |
|
S3 |
4,611.75 |
4,657.75 |
4,756.00 |
|
S4 |
4,539.75 |
4,585.75 |
4,736.25 |
|
|
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 |
4,817.00 |
4,651.25 |
165.75 |
3.5% |
67.25 |
1.4% |
75% |
False |
False |
275,307 |
10 |
4,919.50 |
4,651.25 |
268.25 |
5.6% |
60.00 |
1.3% |
46% |
False |
False |
258,129 |
20 |
4,919.50 |
4,651.25 |
268.25 |
5.6% |
56.00 |
1.2% |
46% |
False |
False |
241,026 |
40 |
4,919.50 |
4,651.25 |
268.25 |
5.6% |
53.75 |
1.1% |
46% |
False |
False |
246,205 |
60 |
4,919.50 |
4,625.25 |
294.25 |
6.2% |
51.00 |
1.1% |
51% |
False |
False |
179,947 |
80 |
4,919.50 |
4,570.25 |
349.25 |
7.3% |
47.25 |
1.0% |
59% |
False |
False |
135,003 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
51.50 |
1.1% |
81% |
False |
False |
108,014 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
47.00 |
1.0% |
81% |
False |
False |
90,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,087.75 |
2.618 |
4,970.25 |
1.618 |
4,898.25 |
1.000 |
4,853.75 |
0.618 |
4,826.25 |
HIGH |
4,781.75 |
0.618 |
4,754.25 |
0.500 |
4,745.75 |
0.382 |
4,737.25 |
LOW |
4,709.75 |
0.618 |
4,665.25 |
1.000 |
4,637.75 |
1.618 |
4,593.25 |
2.618 |
4,521.25 |
4.250 |
4,403.75 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,765.75 |
4,756.00 |
PP |
4,755.75 |
4,736.25 |
S1 |
4,745.75 |
4,716.50 |
|