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 |
17,260 |
17,035 |
-225 |
-1.3% |
17,255 |
High |
17,305 |
17,145 |
-160 |
-0.9% |
17,515 |
Low |
16,975 |
16,935 |
-40 |
-0.2% |
17,195 |
Close |
17,040 |
16,995 |
-45 |
-0.3% |
17,425 |
Range |
330 |
210 |
-120 |
-36.4% |
320 |
ATR |
227 |
226 |
-1 |
-0.5% |
0 |
Volume |
13,782 |
7,039 |
-6,743 |
-48.9% |
51,595 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,655 |
17,535 |
17,111 |
|
R3 |
17,445 |
17,325 |
17,053 |
|
R2 |
17,235 |
17,235 |
17,034 |
|
R1 |
17,115 |
17,115 |
17,014 |
17,070 |
PP |
17,025 |
17,025 |
17,025 |
17,003 |
S1 |
16,905 |
16,905 |
16,976 |
16,860 |
S2 |
16,815 |
16,815 |
16,957 |
|
S3 |
16,605 |
16,695 |
16,937 |
|
S4 |
16,395 |
16,485 |
16,880 |
|
|
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 |
16,935 |
660 |
3.9% |
250 |
1.5% |
9% |
False |
True |
10,533 |
10 |
17,595 |
16,935 |
660 |
3.9% |
212 |
1.2% |
9% |
False |
True |
10,141 |
20 |
17,595 |
16,680 |
915 |
5.4% |
214 |
1.3% |
34% |
False |
False |
9,501 |
40 |
17,595 |
16,205 |
1,390 |
8.2% |
241 |
1.4% |
57% |
False |
False |
10,206 |
60 |
17,595 |
16,205 |
1,390 |
8.2% |
226 |
1.3% |
57% |
False |
False |
7,783 |
80 |
17,595 |
15,900 |
1,695 |
10.0% |
231 |
1.4% |
65% |
False |
False |
5,845 |
100 |
17,595 |
15,060 |
2,535 |
14.9% |
244 |
1.4% |
76% |
False |
False |
4,680 |
120 |
17,595 |
15,060 |
2,535 |
14.9% |
207 |
1.2% |
76% |
False |
False |
3,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,038 |
2.618 |
17,695 |
1.618 |
17,485 |
1.000 |
17,355 |
0.618 |
17,275 |
HIGH |
17,145 |
0.618 |
17,065 |
0.500 |
17,040 |
0.382 |
17,015 |
LOW |
16,935 |
0.618 |
16,805 |
1.000 |
16,725 |
1.618 |
16,595 |
2.618 |
16,385 |
4.250 |
16,043 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,040 |
17,265 |
PP |
17,025 |
17,175 |
S1 |
17,010 |
17,085 |
|