Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,184.0 |
1,191.1 |
7.1 |
0.6% |
1,216.9 |
High |
1,192.0 |
1,195.7 |
3.7 |
0.3% |
1,231.3 |
Low |
1,179.8 |
1,166.8 |
-13.0 |
-1.1% |
1,178.2 |
Close |
1,189.3 |
1,174.1 |
-15.2 |
-1.3% |
1,185.9 |
Range |
12.2 |
28.9 |
16.7 |
136.9% |
53.1 |
ATR |
16.5 |
17.4 |
0.9 |
5.4% |
0.0 |
Volume |
70,500 |
107,991 |
37,491 |
53.2% |
405,704 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.5 |
1,248.8 |
1,190.0 |
|
R3 |
1,236.8 |
1,219.8 |
1,182.0 |
|
R2 |
1,207.8 |
1,207.8 |
1,179.5 |
|
R1 |
1,191.0 |
1,191.0 |
1,176.8 |
1,185.0 |
PP |
1,178.8 |
1,178.8 |
1,178.8 |
1,175.8 |
S1 |
1,162.0 |
1,162.0 |
1,171.5 |
1,156.0 |
S2 |
1,150.0 |
1,150.0 |
1,168.8 |
|
S3 |
1,121.0 |
1,133.3 |
1,166.3 |
|
S4 |
1,092.3 |
1,104.3 |
1,158.3 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.8 |
1,325.0 |
1,215.0 |
|
R3 |
1,304.8 |
1,271.8 |
1,200.5 |
|
R2 |
1,251.5 |
1,251.5 |
1,195.8 |
|
R1 |
1,218.8 |
1,218.8 |
1,190.8 |
1,208.5 |
PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,193.5 |
S1 |
1,165.8 |
1,165.8 |
1,181.0 |
1,155.5 |
S2 |
1,145.3 |
1,145.3 |
1,176.3 |
|
S3 |
1,092.3 |
1,112.5 |
1,171.3 |
|
S4 |
1,039.3 |
1,059.5 |
1,156.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,214.8 |
1,166.8 |
48.0 |
4.1% |
19.5 |
1.7% |
15% |
False |
True |
91,799 |
10 |
1,231.3 |
1,166.8 |
64.5 |
5.5% |
17.3 |
1.5% |
11% |
False |
True |
81,011 |
20 |
1,253.1 |
1,166.8 |
86.3 |
7.4% |
17.0 |
1.5% |
8% |
False |
True |
80,315 |
40 |
1,261.3 |
1,166.8 |
94.5 |
8.0% |
18.3 |
1.6% |
8% |
False |
True |
90,292 |
60 |
1,261.3 |
1,166.8 |
94.5 |
8.0% |
15.3 |
1.3% |
8% |
False |
True |
60,323 |
80 |
1,261.3 |
1,166.8 |
94.5 |
8.0% |
12.8 |
1.1% |
8% |
False |
True |
45,244 |
100 |
1,261.3 |
1,074.6 |
186.7 |
15.9% |
12.0 |
1.0% |
53% |
False |
False |
36,196 |
120 |
1,261.3 |
1,074.6 |
186.7 |
15.9% |
10.5 |
0.9% |
53% |
False |
False |
30,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.5 |
2.618 |
1,271.3 |
1.618 |
1,242.5 |
1.000 |
1,224.5 |
0.618 |
1,213.5 |
HIGH |
1,195.8 |
0.618 |
1,184.8 |
0.500 |
1,181.3 |
0.382 |
1,177.8 |
LOW |
1,166.8 |
0.618 |
1,149.0 |
1.000 |
1,138.0 |
1.618 |
1,120.0 |
2.618 |
1,091.3 |
4.250 |
1,044.0 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,181.3 |
1,181.3 |
PP |
1,178.8 |
1,178.8 |
S1 |
1,176.5 |
1,176.5 |
|