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 |
17,470 |
17,260 |
-210 |
-1.2% |
17,255 |
High |
17,595 |
17,305 |
-290 |
-1.6% |
17,515 |
Low |
17,170 |
16,975 |
-195 |
-1.1% |
17,195 |
Close |
17,270 |
17,040 |
-230 |
-1.3% |
17,425 |
Range |
425 |
330 |
-95 |
-22.4% |
320 |
ATR |
219 |
227 |
8 |
3.6% |
0 |
Volume |
12,723 |
13,782 |
1,059 |
8.3% |
51,595 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,097 |
17,898 |
17,222 |
|
R3 |
17,767 |
17,568 |
17,131 |
|
R2 |
17,437 |
17,437 |
17,101 |
|
R1 |
17,238 |
17,238 |
17,070 |
17,173 |
PP |
17,107 |
17,107 |
17,107 |
17,074 |
S1 |
16,908 |
16,908 |
17,010 |
16,843 |
S2 |
16,777 |
16,777 |
16,980 |
|
S3 |
16,447 |
16,578 |
16,949 |
|
S4 |
16,117 |
16,248 |
16,859 |
|
|
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 |
16,975 |
620 |
3.6% |
250 |
1.5% |
10% |
False |
True |
11,507 |
10 |
17,595 |
16,975 |
620 |
3.6% |
224 |
1.3% |
10% |
False |
True |
10,897 |
20 |
17,595 |
16,680 |
915 |
5.4% |
210 |
1.2% |
39% |
False |
False |
9,570 |
40 |
17,595 |
16,205 |
1,390 |
8.2% |
240 |
1.4% |
60% |
False |
False |
10,360 |
60 |
17,595 |
16,205 |
1,390 |
8.2% |
225 |
1.3% |
60% |
False |
False |
7,668 |
80 |
17,595 |
15,900 |
1,695 |
9.9% |
231 |
1.4% |
67% |
False |
False |
5,757 |
100 |
17,595 |
15,060 |
2,535 |
14.9% |
243 |
1.4% |
78% |
False |
False |
4,610 |
120 |
17,595 |
15,060 |
2,535 |
14.9% |
205 |
1.2% |
78% |
False |
False |
3,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,708 |
2.618 |
18,169 |
1.618 |
17,839 |
1.000 |
17,635 |
0.618 |
17,509 |
HIGH |
17,305 |
0.618 |
17,179 |
0.500 |
17,140 |
0.382 |
17,101 |
LOW |
16,975 |
0.618 |
16,771 |
1.000 |
16,645 |
1.618 |
16,441 |
2.618 |
16,111 |
4.250 |
15,573 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,140 |
17,285 |
PP |
17,107 |
17,203 |
S1 |
17,073 |
17,122 |
|