Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,935 |
17,862 |
-73 |
-0.4% |
18,080 |
High |
17,960 |
17,935 |
-25 |
-0.1% |
18,197 |
Low |
17,825 |
17,821 |
-4 |
0.0% |
17,975 |
Close |
17,881 |
17,852 |
-29 |
-0.2% |
18,098 |
Range |
135 |
114 |
-21 |
-15.6% |
222 |
ATR |
166 |
162 |
-4 |
-2.2% |
0 |
Volume |
200,698 |
155,396 |
-45,302 |
-22.6% |
884,039 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,211 |
18,146 |
17,915 |
|
R3 |
18,097 |
18,032 |
17,883 |
|
R2 |
17,983 |
17,983 |
17,873 |
|
R1 |
17,918 |
17,918 |
17,863 |
17,894 |
PP |
17,869 |
17,869 |
17,869 |
17,857 |
S1 |
17,804 |
17,804 |
17,842 |
17,780 |
S2 |
17,755 |
17,755 |
17,831 |
|
S3 |
17,641 |
17,690 |
17,821 |
|
S4 |
17,527 |
17,576 |
17,789 |
|
|
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 |
18,173 |
17,821 |
352 |
2.0% |
160 |
0.9% |
9% |
False |
True |
199,305 |
10 |
18,197 |
17,821 |
376 |
2.1% |
149 |
0.8% |
8% |
False |
True |
174,653 |
20 |
18,320 |
17,821 |
499 |
2.8% |
159 |
0.9% |
6% |
False |
True |
162,980 |
40 |
18,383 |
17,821 |
562 |
3.1% |
190 |
1.1% |
6% |
False |
True |
167,965 |
60 |
18,535 |
17,821 |
714 |
4.0% |
165 |
0.9% |
4% |
False |
True |
112,585 |
80 |
18,535 |
17,821 |
714 |
4.0% |
152 |
0.9% |
4% |
False |
True |
84,457 |
100 |
18,535 |
16,876 |
1,659 |
9.3% |
165 |
0.9% |
59% |
False |
False |
67,582 |
120 |
18,535 |
16,876 |
1,659 |
9.3% |
150 |
0.8% |
59% |
False |
False |
56,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,420 |
2.618 |
18,234 |
1.618 |
18,120 |
1.000 |
18,049 |
0.618 |
18,006 |
HIGH |
17,935 |
0.618 |
17,892 |
0.500 |
17,878 |
0.382 |
17,865 |
LOW |
17,821 |
0.618 |
17,751 |
1.000 |
17,707 |
1.618 |
17,637 |
2.618 |
17,523 |
4.250 |
17,337 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,878 |
17,974 |
PP |
17,869 |
17,933 |
S1 |
17,861 |
17,893 |
|