Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,862 |
17,844 |
-18 |
-0.1% |
18,065 |
High |
17,935 |
17,901 |
-34 |
-0.2% |
18,147 |
Low |
17,821 |
17,799 |
-22 |
-0.1% |
17,799 |
Close |
17,852 |
17,805 |
-47 |
-0.3% |
17,805 |
Range |
114 |
102 |
-12 |
-10.5% |
348 |
ATR |
162 |
158 |
-4 |
-2.6% |
0 |
Volume |
155,396 |
196,117 |
40,721 |
26.2% |
913,743 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,141 |
18,075 |
17,861 |
|
R3 |
18,039 |
17,973 |
17,833 |
|
R2 |
17,937 |
17,937 |
17,824 |
|
R1 |
17,871 |
17,871 |
17,814 |
17,853 |
PP |
17,835 |
17,835 |
17,835 |
17,826 |
S1 |
17,769 |
17,769 |
17,796 |
17,751 |
S2 |
17,733 |
17,733 |
17,786 |
|
S3 |
17,631 |
17,667 |
17,777 |
|
S4 |
17,529 |
17,565 |
17,749 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,961 |
18,731 |
17,997 |
|
R3 |
18,613 |
18,383 |
17,901 |
|
R2 |
18,265 |
18,265 |
17,869 |
|
R1 |
18,035 |
18,035 |
17,837 |
17,976 |
PP |
17,917 |
17,917 |
17,917 |
17,888 |
S1 |
17,687 |
17,687 |
17,773 |
17,628 |
S2 |
17,569 |
17,569 |
17,741 |
|
S3 |
17,221 |
17,339 |
17,709 |
|
S4 |
16,873 |
16,991 |
17,614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,147 |
17,799 |
348 |
2.0% |
147 |
0.8% |
2% |
False |
True |
182,748 |
10 |
18,197 |
17,799 |
398 |
2.2% |
144 |
0.8% |
2% |
False |
True |
179,778 |
20 |
18,320 |
17,799 |
521 |
2.9% |
155 |
0.9% |
1% |
False |
True |
163,235 |
40 |
18,366 |
17,799 |
567 |
3.2% |
182 |
1.0% |
1% |
False |
True |
167,068 |
60 |
18,535 |
17,799 |
736 |
4.1% |
164 |
0.9% |
1% |
False |
True |
115,851 |
80 |
18,535 |
17,799 |
736 |
4.1% |
151 |
0.8% |
1% |
False |
True |
86,907 |
100 |
18,535 |
16,876 |
1,659 |
9.3% |
165 |
0.9% |
56% |
False |
False |
69,543 |
120 |
18,535 |
16,876 |
1,659 |
9.3% |
151 |
0.8% |
56% |
False |
False |
57,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,335 |
2.618 |
18,168 |
1.618 |
18,066 |
1.000 |
18,003 |
0.618 |
17,964 |
HIGH |
17,901 |
0.618 |
17,862 |
0.500 |
17,850 |
0.382 |
17,838 |
LOW |
17,799 |
0.618 |
17,736 |
1.000 |
17,697 |
1.618 |
17,634 |
2.618 |
17,532 |
4.250 |
17,366 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,850 |
17,880 |
PP |
17,835 |
17,855 |
S1 |
17,820 |
17,830 |
|