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 |
17,415 |
17,470 |
55 |
0.3% |
17,255 |
High |
17,475 |
17,595 |
120 |
0.7% |
17,515 |
Low |
17,345 |
17,170 |
-175 |
-1.0% |
17,195 |
Close |
17,420 |
17,270 |
-150 |
-0.9% |
17,425 |
Range |
130 |
425 |
295 |
226.9% |
320 |
ATR |
204 |
219 |
16 |
7.8% |
0 |
Volume |
7,681 |
12,723 |
5,042 |
65.6% |
51,595 |
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,620 |
18,370 |
17,504 |
|
R3 |
18,195 |
17,945 |
17,387 |
|
R2 |
17,770 |
17,770 |
17,348 |
|
R1 |
17,520 |
17,520 |
17,309 |
17,433 |
PP |
17,345 |
17,345 |
17,345 |
17,301 |
S1 |
17,095 |
17,095 |
17,231 |
17,008 |
S2 |
16,920 |
16,920 |
17,192 |
|
S3 |
16,495 |
16,670 |
17,153 |
|
S4 |
16,070 |
16,245 |
17,036 |
|
|
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 |
17,595 |
17,170 |
425 |
2.5% |
208 |
1.2% |
24% |
True |
True |
10,728 |
10 |
17,595 |
16,955 |
640 |
3.7% |
200 |
1.2% |
49% |
True |
False |
10,133 |
20 |
17,595 |
16,680 |
915 |
5.3% |
207 |
1.2% |
64% |
True |
False |
9,319 |
40 |
17,595 |
16,205 |
1,390 |
8.0% |
235 |
1.4% |
77% |
True |
False |
10,435 |
60 |
17,595 |
16,205 |
1,390 |
8.0% |
222 |
1.3% |
77% |
True |
False |
7,439 |
80 |
17,595 |
15,900 |
1,695 |
9.8% |
232 |
1.3% |
81% |
True |
False |
5,585 |
100 |
17,595 |
15,060 |
2,535 |
14.7% |
241 |
1.4% |
87% |
True |
False |
4,472 |
120 |
17,595 |
15,060 |
2,535 |
14.7% |
202 |
1.2% |
87% |
True |
False |
3,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,401 |
2.618 |
18,708 |
1.618 |
18,283 |
1.000 |
18,020 |
0.618 |
17,858 |
HIGH |
17,595 |
0.618 |
17,433 |
0.500 |
17,383 |
0.382 |
17,332 |
LOW |
17,170 |
0.618 |
16,907 |
1.000 |
16,745 |
1.618 |
16,482 |
2.618 |
16,057 |
4.250 |
15,364 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,383 |
17,383 |
PP |
17,345 |
17,345 |
S1 |
17,308 |
17,308 |
|