Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,175.8 |
1,189.7 |
13.9 |
1.2% |
1,184.0 |
High |
1,192.5 |
1,198.9 |
6.4 |
0.5% |
1,195.7 |
Low |
1,175.8 |
1,181.0 |
5.2 |
0.4% |
1,151.9 |
Close |
1,191.3 |
1,192.1 |
0.8 |
0.1% |
1,161.3 |
Range |
16.7 |
17.9 |
1.2 |
7.2% |
43.8 |
ATR |
18.5 |
18.4 |
0.0 |
-0.2% |
0.0 |
Volume |
97,020 |
89,919 |
-7,101 |
-7.3% |
483,788 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,244.3 |
1,236.3 |
1,202.0 |
|
R3 |
1,226.5 |
1,218.3 |
1,197.0 |
|
R2 |
1,208.5 |
1,208.5 |
1,195.5 |
|
R1 |
1,200.3 |
1,200.3 |
1,193.8 |
1,204.5 |
PP |
1,190.8 |
1,190.8 |
1,190.8 |
1,192.8 |
S1 |
1,182.5 |
1,182.5 |
1,190.5 |
1,186.5 |
S2 |
1,172.8 |
1,172.8 |
1,188.8 |
|
S3 |
1,154.8 |
1,164.5 |
1,187.3 |
|
S4 |
1,137.0 |
1,146.8 |
1,182.3 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.0 |
1,275.0 |
1,185.5 |
|
R3 |
1,257.3 |
1,231.3 |
1,173.3 |
|
R2 |
1,213.5 |
1,213.5 |
1,169.3 |
|
R1 |
1,187.3 |
1,187.3 |
1,165.3 |
1,178.5 |
PP |
1,169.8 |
1,169.8 |
1,169.8 |
1,165.3 |
S1 |
1,143.5 |
1,143.5 |
1,157.3 |
1,134.8 |
S2 |
1,125.8 |
1,125.8 |
1,153.3 |
|
S3 |
1,082.0 |
1,099.8 |
1,149.3 |
|
S4 |
1,038.3 |
1,056.0 |
1,137.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,198.9 |
1,151.9 |
47.0 |
3.9% |
17.8 |
1.5% |
86% |
True |
False |
98,447 |
10 |
1,214.8 |
1,151.9 |
62.9 |
5.3% |
18.8 |
1.6% |
64% |
False |
False |
95,123 |
20 |
1,231.4 |
1,151.9 |
79.5 |
6.7% |
16.3 |
1.4% |
51% |
False |
False |
84,290 |
40 |
1,261.3 |
1,151.9 |
109.4 |
9.2% |
17.3 |
1.4% |
37% |
False |
False |
86,135 |
60 |
1,261.3 |
1,151.9 |
109.4 |
9.2% |
16.3 |
1.4% |
37% |
False |
False |
68,526 |
80 |
1,261.3 |
1,151.9 |
109.4 |
9.2% |
13.8 |
1.1% |
37% |
False |
False |
51,396 |
100 |
1,261.3 |
1,074.6 |
186.7 |
15.7% |
12.8 |
1.1% |
63% |
False |
False |
41,118 |
120 |
1,261.3 |
1,074.6 |
186.7 |
15.7% |
11.3 |
0.9% |
63% |
False |
False |
34,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,275.0 |
2.618 |
1,245.8 |
1.618 |
1,227.8 |
1.000 |
1,216.8 |
0.618 |
1,210.0 |
HIGH |
1,199.0 |
0.618 |
1,192.0 |
0.500 |
1,190.0 |
0.382 |
1,187.8 |
LOW |
1,181.0 |
0.618 |
1,170.0 |
1.000 |
1,163.0 |
1.618 |
1,152.0 |
2.618 |
1,134.3 |
4.250 |
1,105.0 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,191.5 |
1,186.5 |
PP |
1,190.8 |
1,181.0 |
S1 |
1,190.0 |
1,175.5 |
|