Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,080 |
17,935 |
-145 |
-0.8% |
18,080 |
High |
18,126 |
17,960 |
-166 |
-0.9% |
18,197 |
Low |
17,856 |
17,825 |
-31 |
-0.2% |
17,975 |
Close |
17,939 |
17,881 |
-58 |
-0.3% |
18,098 |
Range |
270 |
135 |
-135 |
-50.0% |
222 |
ATR |
168 |
166 |
-2 |
-1.4% |
0 |
Volume |
228,082 |
200,698 |
-27,384 |
-12.0% |
884,039 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,294 |
18,222 |
17,955 |
|
R3 |
18,159 |
18,087 |
17,918 |
|
R2 |
18,024 |
18,024 |
17,906 |
|
R1 |
17,952 |
17,952 |
17,894 |
17,921 |
PP |
17,889 |
17,889 |
17,889 |
17,873 |
S1 |
17,817 |
17,817 |
17,869 |
17,786 |
S2 |
17,754 |
17,754 |
17,856 |
|
S3 |
17,619 |
17,682 |
17,844 |
|
S4 |
17,484 |
17,547 |
17,807 |
|
|
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 |
17,825 |
358 |
2.0% |
160 |
0.9% |
16% |
False |
True |
204,552 |
10 |
18,197 |
17,825 |
372 |
2.1% |
151 |
0.8% |
15% |
False |
True |
174,742 |
20 |
18,320 |
17,825 |
495 |
2.8% |
161 |
0.9% |
11% |
False |
True |
161,721 |
40 |
18,468 |
17,822 |
646 |
3.6% |
190 |
1.1% |
9% |
False |
False |
164,700 |
60 |
18,535 |
17,822 |
713 |
4.0% |
164 |
0.9% |
8% |
False |
False |
109,996 |
80 |
18,535 |
17,822 |
713 |
4.0% |
152 |
0.8% |
8% |
False |
False |
82,515 |
100 |
18,535 |
16,876 |
1,659 |
9.3% |
165 |
0.9% |
61% |
False |
False |
66,028 |
120 |
18,535 |
16,876 |
1,659 |
9.3% |
149 |
0.8% |
61% |
False |
False |
55,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,534 |
2.618 |
18,314 |
1.618 |
18,179 |
1.000 |
18,095 |
0.618 |
18,044 |
HIGH |
17,960 |
0.618 |
17,909 |
0.500 |
17,893 |
0.382 |
17,877 |
LOW |
17,825 |
0.618 |
17,742 |
1.000 |
17,690 |
1.618 |
17,607 |
2.618 |
17,472 |
4.250 |
17,251 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,893 |
17,986 |
PP |
17,889 |
17,951 |
S1 |
17,885 |
17,916 |
|