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 |
18,065 |
18,080 |
15 |
0.1% |
18,080 |
High |
18,147 |
18,126 |
-21 |
-0.1% |
18,197 |
Low |
18,032 |
17,856 |
-176 |
-1.0% |
17,975 |
Close |
18,062 |
17,939 |
-123 |
-0.7% |
18,098 |
Range |
115 |
270 |
155 |
134.8% |
222 |
ATR |
160 |
168 |
8 |
4.9% |
0 |
Volume |
133,450 |
228,082 |
94,632 |
70.9% |
884,039 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,784 |
18,631 |
18,088 |
|
R3 |
18,514 |
18,361 |
18,013 |
|
R2 |
18,244 |
18,244 |
17,989 |
|
R1 |
18,091 |
18,091 |
17,964 |
18,033 |
PP |
17,974 |
17,974 |
17,974 |
17,944 |
S1 |
17,821 |
17,821 |
17,914 |
17,763 |
S2 |
17,704 |
17,704 |
17,890 |
|
S3 |
17,434 |
17,551 |
17,865 |
|
S4 |
17,164 |
17,281 |
17,791 |
|
|
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 |
17,856 |
327 |
1.8% |
170 |
0.9% |
25% |
False |
True |
201,628 |
10 |
18,197 |
17,856 |
341 |
1.9% |
151 |
0.8% |
24% |
False |
True |
165,503 |
20 |
18,320 |
17,856 |
464 |
2.6% |
163 |
0.9% |
18% |
False |
True |
158,557 |
40 |
18,468 |
17,822 |
646 |
3.6% |
188 |
1.0% |
18% |
False |
False |
159,826 |
60 |
18,535 |
17,822 |
713 |
4.0% |
164 |
0.9% |
16% |
False |
False |
106,652 |
80 |
18,535 |
17,822 |
713 |
4.0% |
152 |
0.8% |
16% |
False |
False |
80,009 |
100 |
18,535 |
16,876 |
1,659 |
9.2% |
164 |
0.9% |
64% |
False |
False |
64,022 |
120 |
18,535 |
16,876 |
1,659 |
9.2% |
148 |
0.8% |
64% |
False |
False |
53,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,274 |
2.618 |
18,833 |
1.618 |
18,563 |
1.000 |
18,396 |
0.618 |
18,293 |
HIGH |
18,126 |
0.618 |
18,023 |
0.500 |
17,991 |
0.382 |
17,959 |
LOW |
17,856 |
0.618 |
17,689 |
1.000 |
17,586 |
1.618 |
17,419 |
2.618 |
17,149 |
4.250 |
16,709 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,991 |
18,015 |
PP |
17,974 |
17,989 |
S1 |
17,956 |
17,964 |
|