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 |
17,480 |
17,415 |
-65 |
-0.4% |
17,255 |
High |
17,515 |
17,475 |
-40 |
-0.2% |
17,515 |
Low |
17,360 |
17,345 |
-15 |
-0.1% |
17,195 |
Close |
17,425 |
17,420 |
-5 |
0.0% |
17,425 |
Range |
155 |
130 |
-25 |
-16.1% |
320 |
ATR |
209 |
204 |
-6 |
-2.7% |
0 |
Volume |
11,442 |
7,681 |
-3,761 |
-32.9% |
51,595 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,803 |
17,742 |
17,492 |
|
R3 |
17,673 |
17,612 |
17,456 |
|
R2 |
17,543 |
17,543 |
17,444 |
|
R1 |
17,482 |
17,482 |
17,432 |
17,513 |
PP |
17,413 |
17,413 |
17,413 |
17,429 |
S1 |
17,352 |
17,352 |
17,408 |
17,383 |
S2 |
17,283 |
17,283 |
17,396 |
|
S3 |
17,153 |
17,222 |
17,384 |
|
S4 |
17,023 |
17,092 |
17,349 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,338 |
18,202 |
17,601 |
|
R3 |
18,018 |
17,882 |
17,513 |
|
R2 |
17,698 |
17,698 |
17,484 |
|
R1 |
17,562 |
17,562 |
17,454 |
17,630 |
PP |
17,378 |
17,378 |
17,378 |
17,413 |
S1 |
17,242 |
17,242 |
17,396 |
17,310 |
S2 |
17,058 |
17,058 |
17,366 |
|
S3 |
16,738 |
16,922 |
17,337 |
|
S4 |
16,418 |
16,602 |
17,249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,515 |
17,290 |
225 |
1.3% |
148 |
0.8% |
58% |
False |
False |
9,943 |
10 |
17,515 |
16,860 |
655 |
3.8% |
176 |
1.0% |
85% |
False |
False |
9,473 |
20 |
17,515 |
16,635 |
880 |
5.1% |
198 |
1.1% |
89% |
False |
False |
9,334 |
40 |
17,515 |
16,205 |
1,310 |
7.5% |
232 |
1.3% |
93% |
False |
False |
10,738 |
60 |
17,515 |
16,205 |
1,310 |
7.5% |
217 |
1.2% |
93% |
False |
False |
7,229 |
80 |
17,515 |
15,420 |
2,095 |
12.0% |
236 |
1.4% |
95% |
False |
False |
5,426 |
100 |
17,515 |
15,060 |
2,455 |
14.1% |
237 |
1.4% |
96% |
False |
False |
4,345 |
120 |
17,515 |
15,060 |
2,455 |
14.1% |
199 |
1.1% |
96% |
False |
False |
3,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,028 |
2.618 |
17,815 |
1.618 |
17,685 |
1.000 |
17,605 |
0.618 |
17,555 |
HIGH |
17,475 |
0.618 |
17,425 |
0.500 |
17,410 |
0.382 |
17,395 |
LOW |
17,345 |
0.618 |
17,265 |
1.000 |
17,215 |
1.618 |
17,135 |
2.618 |
17,005 |
4.250 |
16,793 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
17,417 |
17,417 |
PP |
17,413 |
17,413 |
S1 |
17,410 |
17,410 |
|