Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,000 |
17,050 |
50 |
0.3% |
17,415 |
High |
17,030 |
17,340 |
310 |
1.8% |
17,595 |
Low |
16,830 |
17,045 |
215 |
1.3% |
16,830 |
Close |
16,880 |
17,335 |
455 |
2.7% |
16,880 |
Range |
200 |
295 |
95 |
47.5% |
765 |
ATR |
224 |
241 |
17 |
7.5% |
0 |
Volume |
11,534 |
11,591 |
57 |
0.5% |
52,759 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,125 |
18,025 |
17,497 |
|
R3 |
17,830 |
17,730 |
17,416 |
|
R2 |
17,535 |
17,535 |
17,389 |
|
R1 |
17,435 |
17,435 |
17,362 |
17,485 |
PP |
17,240 |
17,240 |
17,240 |
17,265 |
S1 |
17,140 |
17,140 |
17,308 |
17,190 |
S2 |
16,945 |
16,945 |
17,281 |
|
S3 |
16,650 |
16,845 |
17,254 |
|
S4 |
16,355 |
16,550 |
17,173 |
|
|
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 |
4.4% |
292 |
1.7% |
66% |
False |
False |
11,333 |
10 |
17,595 |
16,830 |
765 |
4.4% |
220 |
1.3% |
66% |
False |
False |
10,638 |
20 |
17,595 |
16,680 |
915 |
5.3% |
217 |
1.2% |
72% |
False |
False |
9,881 |
40 |
17,595 |
16,205 |
1,390 |
8.0% |
240 |
1.4% |
81% |
False |
False |
10,142 |
60 |
17,595 |
16,205 |
1,390 |
8.0% |
227 |
1.3% |
81% |
False |
False |
8,169 |
80 |
17,595 |
15,900 |
1,695 |
9.8% |
230 |
1.3% |
85% |
False |
False |
6,134 |
100 |
17,595 |
15,060 |
2,535 |
14.6% |
243 |
1.4% |
90% |
False |
False |
4,911 |
120 |
17,595 |
15,060 |
2,535 |
14.6% |
211 |
1.2% |
90% |
False |
False |
4,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,594 |
2.618 |
18,112 |
1.618 |
17,817 |
1.000 |
17,635 |
0.618 |
17,522 |
HIGH |
17,340 |
0.618 |
17,227 |
0.500 |
17,193 |
0.382 |
17,158 |
LOW |
17,045 |
0.618 |
16,863 |
1.000 |
16,750 |
1.618 |
16,568 |
2.618 |
16,273 |
4.250 |
15,791 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,288 |
17,252 |
PP |
17,240 |
17,168 |
S1 |
17,193 |
17,085 |
|