Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,096 |
18,065 |
-31 |
-0.2% |
18,080 |
High |
18,173 |
18,147 |
-26 |
-0.1% |
18,197 |
Low |
18,010 |
18,032 |
22 |
0.1% |
17,975 |
Close |
18,098 |
18,062 |
-36 |
-0.2% |
18,098 |
Range |
163 |
115 |
-48 |
-29.4% |
222 |
ATR |
164 |
160 |
-3 |
-2.1% |
0 |
Volume |
278,900 |
133,450 |
-145,450 |
-52.2% |
884,039 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,425 |
18,359 |
18,125 |
|
R3 |
18,310 |
18,244 |
18,094 |
|
R2 |
18,195 |
18,195 |
18,083 |
|
R1 |
18,129 |
18,129 |
18,073 |
18,105 |
PP |
18,080 |
18,080 |
18,080 |
18,068 |
S1 |
18,014 |
18,014 |
18,052 |
17,990 |
S2 |
17,965 |
17,965 |
18,041 |
|
S3 |
17,850 |
17,899 |
18,031 |
|
S4 |
17,735 |
17,784 |
17,999 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,756 |
18,649 |
18,220 |
|
R3 |
18,534 |
18,427 |
18,159 |
|
R2 |
18,312 |
18,312 |
18,139 |
|
R1 |
18,205 |
18,205 |
18,118 |
18,259 |
PP |
18,090 |
18,090 |
18,090 |
18,117 |
S1 |
17,983 |
17,983 |
18,078 |
18,037 |
S2 |
17,868 |
17,868 |
18,057 |
|
S3 |
17,646 |
17,761 |
18,037 |
|
S4 |
17,424 |
17,539 |
17,976 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,183 |
17,975 |
208 |
1.2% |
137 |
0.8% |
42% |
False |
False |
181,117 |
10 |
18,197 |
17,965 |
232 |
1.3% |
141 |
0.8% |
42% |
False |
False |
154,717 |
20 |
18,320 |
17,868 |
452 |
2.5% |
160 |
0.9% |
43% |
False |
False |
157,521 |
40 |
18,468 |
17,822 |
646 |
3.6% |
184 |
1.0% |
37% |
False |
False |
154,168 |
60 |
18,535 |
17,822 |
713 |
3.9% |
160 |
0.9% |
34% |
False |
False |
102,852 |
80 |
18,535 |
17,822 |
713 |
3.9% |
151 |
0.8% |
34% |
False |
False |
77,159 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
163 |
0.9% |
71% |
False |
False |
61,741 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
146 |
0.8% |
71% |
False |
False |
51,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,636 |
2.618 |
18,448 |
1.618 |
18,333 |
1.000 |
18,262 |
0.618 |
18,218 |
HIGH |
18,147 |
0.618 |
18,103 |
0.500 |
18,090 |
0.382 |
18,076 |
LOW |
18,032 |
0.618 |
17,961 |
1.000 |
17,917 |
1.618 |
17,846 |
2.618 |
17,731 |
4.250 |
17,543 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,090 |
18,097 |
PP |
18,080 |
18,085 |
S1 |
18,071 |
18,074 |
|