Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,777.50 |
4,807.25 |
29.75 |
0.6% |
4,795.25 |
High |
4,822.50 |
4,837.50 |
15.00 |
0.3% |
4,830.00 |
Low |
4,752.75 |
4,558.50 |
-194.25 |
-4.1% |
4,651.25 |
Close |
4,802.25 |
4,820.50 |
18.25 |
0.4% |
4,657.75 |
Range |
69.75 |
279.00 |
209.25 |
300.0% |
178.75 |
ATR |
60.32 |
75.94 |
15.62 |
25.9% |
0.00 |
Volume |
219,987 |
719,499 |
499,512 |
227.1% |
1,351,935 |
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,575.75 |
5,477.25 |
4,974.00 |
|
R3 |
5,296.75 |
5,198.25 |
4,897.25 |
|
R2 |
5,017.75 |
5,017.75 |
4,871.75 |
|
R1 |
4,919.25 |
4,919.25 |
4,846.00 |
4,968.50 |
PP |
4,738.75 |
4,738.75 |
4,738.75 |
4,763.50 |
S1 |
4,640.25 |
4,640.25 |
4,795.00 |
4,689.50 |
S2 |
4,459.75 |
4,459.75 |
4,769.25 |
|
S3 |
4,180.75 |
4,361.25 |
4,743.75 |
|
S4 |
3,901.75 |
4,082.25 |
4,667.00 |
|
|
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 |
4,837.50 |
4,558.50 |
279.00 |
5.8% |
105.25 |
2.2% |
94% |
True |
True |
341,581 |
10 |
4,880.25 |
4,558.50 |
321.75 |
6.7% |
86.00 |
1.8% |
81% |
False |
True |
310,168 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
66.25 |
1.4% |
73% |
False |
True |
260,459 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
59.50 |
1.2% |
73% |
False |
True |
249,231 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
56.00 |
1.2% |
73% |
False |
True |
195,602 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
50.75 |
1.1% |
73% |
False |
True |
146,746 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
53.75 |
1.1% |
87% |
False |
False |
117,408 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
49.50 |
1.0% |
87% |
False |
False |
97,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,023.25 |
2.618 |
5,568.00 |
1.618 |
5,289.00 |
1.000 |
5,116.50 |
0.618 |
5,010.00 |
HIGH |
4,837.50 |
0.618 |
4,731.00 |
0.500 |
4,698.00 |
0.382 |
4,665.00 |
LOW |
4,558.50 |
0.618 |
4,386.00 |
1.000 |
4,279.50 |
1.618 |
4,107.00 |
2.618 |
3,828.00 |
4.250 |
3,372.75 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,779.75 |
4,779.75 |
PP |
4,738.75 |
4,738.75 |
S1 |
4,698.00 |
4,698.00 |
|