Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
3,069.0 |
3,062.0 |
-7.0 |
-0.2% |
3,073.0 |
High |
3,076.0 |
3,066.0 |
-10.0 |
-0.3% |
3,102.0 |
Low |
3,043.0 |
3,042.0 |
-1.0 |
0.0% |
3,043.0 |
Close |
3,070.0 |
3,053.0 |
-17.0 |
-0.6% |
3,070.0 |
Range |
33.0 |
24.0 |
-9.0 |
-27.3% |
59.0 |
ATR |
40.4 |
39.5 |
-0.9 |
-2.2% |
0.0 |
Volume |
837,220 |
1,174,198 |
336,978 |
40.2% |
4,539,157 |
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,125.7 |
3,113.3 |
3,066.2 |
|
R3 |
3,101.7 |
3,089.3 |
3,059.6 |
|
R2 |
3,077.7 |
3,077.7 |
3,057.4 |
|
R1 |
3,065.3 |
3,065.3 |
3,055.2 |
3,059.5 |
PP |
3,053.7 |
3,053.7 |
3,053.7 |
3,050.8 |
S1 |
3,041.3 |
3,041.3 |
3,050.8 |
3,035.5 |
S2 |
3,029.7 |
3,029.7 |
3,048.6 |
|
S3 |
3,005.7 |
3,017.3 |
3,046.4 |
|
S4 |
2,981.7 |
2,993.3 |
3,039.8 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,248.7 |
3,218.3 |
3,102.5 |
|
R3 |
3,189.7 |
3,159.3 |
3,086.2 |
|
R2 |
3,130.7 |
3,130.7 |
3,080.8 |
|
R1 |
3,100.3 |
3,100.3 |
3,075.4 |
3,086.0 |
PP |
3,071.7 |
3,071.7 |
3,071.7 |
3,064.5 |
S1 |
3,041.3 |
3,041.3 |
3,064.6 |
3,027.0 |
S2 |
3,012.7 |
3,012.7 |
3,059.2 |
|
S3 |
2,953.7 |
2,982.3 |
3,053.8 |
|
S4 |
2,894.7 |
2,923.3 |
3,037.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,100.0 |
3,042.0 |
58.0 |
1.9% |
29.4 |
1.0% |
19% |
False |
True |
995,444 |
10 |
3,102.0 |
3,013.0 |
89.0 |
2.9% |
30.6 |
1.0% |
45% |
False |
False |
904,793 |
20 |
3,102.0 |
2,944.0 |
158.0 |
5.2% |
35.8 |
1.2% |
69% |
False |
False |
932,325 |
40 |
3,102.0 |
2,908.0 |
194.0 |
6.4% |
42.6 |
1.4% |
75% |
False |
False |
995,898 |
60 |
3,102.0 |
2,908.0 |
194.0 |
6.4% |
40.1 |
1.3% |
75% |
False |
False |
669,701 |
80 |
3,102.0 |
2,822.0 |
280.0 |
9.2% |
39.7 |
1.3% |
83% |
False |
False |
503,393 |
100 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
43.5 |
1.4% |
89% |
False |
False |
405,199 |
120 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
39.5 |
1.3% |
89% |
False |
False |
338,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,168.0 |
2.618 |
3,128.8 |
1.618 |
3,104.8 |
1.000 |
3,090.0 |
0.618 |
3,080.8 |
HIGH |
3,066.0 |
0.618 |
3,056.8 |
0.500 |
3,054.0 |
0.382 |
3,051.2 |
LOW |
3,042.0 |
0.618 |
3,027.2 |
1.000 |
3,018.0 |
1.618 |
3,003.2 |
2.618 |
2,979.2 |
4.250 |
2,940.0 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
3,054.0 |
3,066.0 |
PP |
3,053.7 |
3,061.7 |
S1 |
3,053.3 |
3,057.3 |
|