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 |
17,035 |
17,000 |
-35 |
-0.2% |
17,415 |
High |
17,145 |
17,030 |
-115 |
-0.7% |
17,595 |
Low |
16,935 |
16,830 |
-105 |
-0.6% |
16,830 |
Close |
16,995 |
16,880 |
-115 |
-0.7% |
16,880 |
Range |
210 |
200 |
-10 |
-4.8% |
765 |
ATR |
226 |
224 |
-2 |
-0.8% |
0 |
Volume |
7,039 |
11,534 |
4,495 |
63.9% |
52,759 |
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,513 |
17,397 |
16,990 |
|
R3 |
17,313 |
17,197 |
16,935 |
|
R2 |
17,113 |
17,113 |
16,917 |
|
R1 |
16,997 |
16,997 |
16,898 |
16,955 |
PP |
16,913 |
16,913 |
16,913 |
16,893 |
S1 |
16,797 |
16,797 |
16,862 |
16,755 |
S2 |
16,713 |
16,713 |
16,843 |
|
S3 |
16,513 |
16,597 |
16,825 |
|
S4 |
16,313 |
16,397 |
16,770 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,397 |
18,903 |
17,301 |
|
R3 |
18,632 |
18,138 |
17,091 |
|
R2 |
17,867 |
17,867 |
17,020 |
|
R1 |
17,373 |
17,373 |
16,950 |
17,238 |
PP |
17,102 |
17,102 |
17,102 |
17,034 |
S1 |
16,608 |
16,608 |
16,810 |
16,473 |
S2 |
16,337 |
16,337 |
16,740 |
|
S3 |
15,572 |
15,843 |
16,670 |
|
S4 |
14,807 |
15,078 |
16,459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,595 |
16,830 |
765 |
4.5% |
259 |
1.5% |
7% |
False |
True |
10,551 |
10 |
17,595 |
16,830 |
765 |
4.5% |
211 |
1.2% |
7% |
False |
True |
10,435 |
20 |
17,595 |
16,680 |
915 |
5.4% |
214 |
1.3% |
22% |
False |
False |
9,521 |
40 |
17,595 |
16,205 |
1,390 |
8.2% |
240 |
1.4% |
49% |
False |
False |
10,185 |
60 |
17,595 |
16,205 |
1,390 |
8.2% |
225 |
1.3% |
49% |
False |
False |
7,976 |
80 |
17,595 |
15,900 |
1,695 |
10.0% |
229 |
1.4% |
58% |
False |
False |
5,989 |
100 |
17,595 |
15,060 |
2,535 |
15.0% |
246 |
1.5% |
72% |
False |
False |
4,796 |
120 |
17,595 |
15,060 |
2,535 |
15.0% |
208 |
1.2% |
72% |
False |
False |
3,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,880 |
2.618 |
17,554 |
1.618 |
17,354 |
1.000 |
17,230 |
0.618 |
17,154 |
HIGH |
17,030 |
0.618 |
16,954 |
0.500 |
16,930 |
0.382 |
16,907 |
LOW |
16,830 |
0.618 |
16,707 |
1.000 |
16,630 |
1.618 |
16,507 |
2.618 |
16,307 |
4.250 |
15,980 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
16,930 |
17,068 |
PP |
16,913 |
17,005 |
S1 |
16,897 |
16,943 |
|