Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,050 |
17,320 |
270 |
1.6% |
17,415 |
High |
17,340 |
17,400 |
60 |
0.3% |
17,595 |
Low |
17,045 |
17,135 |
90 |
0.5% |
16,830 |
Close |
17,335 |
17,340 |
5 |
0.0% |
16,880 |
Range |
295 |
265 |
-30 |
-10.2% |
765 |
ATR |
241 |
243 |
2 |
0.7% |
0 |
Volume |
11,591 |
10,228 |
-1,363 |
-11.8% |
52,759 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,087 |
17,978 |
17,486 |
|
R3 |
17,822 |
17,713 |
17,413 |
|
R2 |
17,557 |
17,557 |
17,389 |
|
R1 |
17,448 |
17,448 |
17,364 |
17,503 |
PP |
17,292 |
17,292 |
17,292 |
17,319 |
S1 |
17,183 |
17,183 |
17,316 |
17,238 |
S2 |
17,027 |
17,027 |
17,292 |
|
S3 |
16,762 |
16,918 |
17,267 |
|
S4 |
16,497 |
16,653 |
17,194 |
|
|
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 |
17,400 |
16,830 |
570 |
3.3% |
260 |
1.5% |
89% |
True |
False |
10,834 |
10 |
17,595 |
16,830 |
765 |
4.4% |
234 |
1.3% |
67% |
False |
False |
10,781 |
20 |
17,595 |
16,680 |
915 |
5.3% |
218 |
1.3% |
72% |
False |
False |
9,897 |
40 |
17,595 |
16,205 |
1,390 |
8.0% |
238 |
1.4% |
82% |
False |
False |
10,087 |
60 |
17,595 |
16,205 |
1,390 |
8.0% |
230 |
1.3% |
82% |
False |
False |
8,339 |
80 |
17,595 |
15,900 |
1,695 |
9.8% |
232 |
1.3% |
85% |
False |
False |
6,261 |
100 |
17,595 |
15,060 |
2,535 |
14.6% |
244 |
1.4% |
90% |
False |
False |
5,013 |
120 |
17,595 |
15,060 |
2,535 |
14.6% |
213 |
1.2% |
90% |
False |
False |
4,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,526 |
2.618 |
18,094 |
1.618 |
17,829 |
1.000 |
17,665 |
0.618 |
17,564 |
HIGH |
17,400 |
0.618 |
17,299 |
0.500 |
17,268 |
0.382 |
17,236 |
LOW |
17,135 |
0.618 |
16,971 |
1.000 |
16,870 |
1.618 |
16,706 |
2.618 |
16,441 |
4.250 |
16,009 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,316 |
17,265 |
PP |
17,292 |
17,190 |
S1 |
17,268 |
17,115 |
|