Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,807.25 |
4,817.50 |
10.25 |
0.2% |
4,795.25 |
High |
4,837.50 |
4,879.75 |
42.25 |
0.9% |
4,830.00 |
Low |
4,558.50 |
4,679.25 |
120.75 |
2.6% |
4,651.25 |
Close |
4,820.50 |
4,743.75 |
-76.75 |
-1.6% |
4,657.75 |
Range |
279.00 |
200.50 |
-78.50 |
-28.1% |
178.75 |
ATR |
75.94 |
84.84 |
8.90 |
11.7% |
0.00 |
Volume |
719,499 |
555,100 |
-164,399 |
-22.8% |
1,351,935 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,369.00 |
5,257.00 |
4,854.00 |
|
R3 |
5,168.50 |
5,056.50 |
4,799.00 |
|
R2 |
4,968.00 |
4,968.00 |
4,780.50 |
|
R1 |
4,856.00 |
4,856.00 |
4,762.25 |
4,811.75 |
PP |
4,767.50 |
4,767.50 |
4,767.50 |
4,745.50 |
S1 |
4,655.50 |
4,655.50 |
4,725.25 |
4,611.25 |
S2 |
4,567.00 |
4,567.00 |
4,707.00 |
|
S3 |
4,366.50 |
4,455.00 |
4,688.50 |
|
S4 |
4,166.00 |
4,254.50 |
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 |
4,879.75 |
4,558.50 |
321.25 |
6.8% |
133.00 |
2.8% |
58% |
True |
False |
396,481 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.8% |
98.50 |
2.1% |
58% |
True |
False |
339,543 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
73.25 |
1.5% |
51% |
False |
False |
273,317 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
62.00 |
1.3% |
51% |
False |
False |
254,518 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
58.50 |
1.2% |
51% |
False |
False |
204,851 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
52.50 |
1.1% |
51% |
False |
False |
153,683 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
55.50 |
1.2% |
77% |
False |
False |
122,958 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
51.00 |
1.1% |
77% |
False |
False |
102,468 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,732.00 |
2.618 |
5,404.75 |
1.618 |
5,204.25 |
1.000 |
5,080.25 |
0.618 |
5,003.75 |
HIGH |
4,879.75 |
0.618 |
4,803.25 |
0.500 |
4,779.50 |
0.382 |
4,755.75 |
LOW |
4,679.25 |
0.618 |
4,555.25 |
1.000 |
4,478.75 |
1.618 |
4,354.75 |
2.618 |
4,154.25 |
4.250 |
3,827.00 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,779.50 |
4,735.50 |
PP |
4,767.50 |
4,727.25 |
S1 |
4,755.75 |
4,719.00 |
|