Trading Metrics calculated at close of trading on 02-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,281.9 |
1,293.9 |
12.0 |
0.9% |
1,270.5 |
High |
1,296.9 |
1,313.1 |
16.2 |
1.2% |
1,288.8 |
Low |
1,280.4 |
1,293.0 |
12.6 |
1.0% |
1,264.0 |
Close |
1,291.9 |
1,312.2 |
20.3 |
1.6% |
1,280.4 |
Range |
16.5 |
20.1 |
3.6 |
21.8% |
24.8 |
ATR |
13.6 |
14.1 |
0.5 |
4.0% |
0.0 |
Volume |
13,413 |
13,042 |
-371 |
-2.8% |
49,009 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.4 |
1,359.4 |
1,323.3 |
|
R3 |
1,346.3 |
1,339.3 |
1,317.7 |
|
R2 |
1,326.2 |
1,326.2 |
1,315.9 |
|
R1 |
1,319.2 |
1,319.2 |
1,314.0 |
1,322.7 |
PP |
1,306.1 |
1,306.1 |
1,306.1 |
1,307.9 |
S1 |
1,299.1 |
1,299.1 |
1,310.4 |
1,302.6 |
S2 |
1,286.0 |
1,286.0 |
1,308.5 |
|
S3 |
1,265.9 |
1,279.0 |
1,306.7 |
|
S4 |
1,245.8 |
1,258.9 |
1,301.1 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.1 |
1,341.1 |
1,294.0 |
|
R3 |
1,327.3 |
1,316.3 |
1,287.2 |
|
R2 |
1,302.5 |
1,302.5 |
1,284.9 |
|
R1 |
1,291.5 |
1,291.5 |
1,282.7 |
1,297.0 |
PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,280.5 |
S1 |
1,266.7 |
1,266.7 |
1,278.1 |
1,272.2 |
S2 |
1,252.9 |
1,252.9 |
1,275.9 |
|
S3 |
1,228.1 |
1,241.9 |
1,273.6 |
|
S4 |
1,203.3 |
1,217.1 |
1,266.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,313.1 |
1,265.8 |
47.3 |
3.6% |
15.1 |
1.1% |
98% |
True |
False |
9,002 |
10 |
1,313.1 |
1,264.0 |
49.1 |
3.7% |
13.0 |
1.0% |
98% |
True |
False |
9,435 |
20 |
1,313.1 |
1,246.8 |
66.3 |
5.1% |
12.5 |
1.0% |
99% |
True |
False |
8,284 |
40 |
1,357.0 |
1,246.8 |
110.2 |
8.4% |
13.5 |
1.0% |
59% |
False |
False |
6,708 |
60 |
1,368.0 |
1,246.8 |
121.2 |
9.2% |
14.2 |
1.1% |
54% |
False |
False |
6,011 |
80 |
1,378.1 |
1,246.8 |
131.3 |
10.0% |
14.7 |
1.1% |
50% |
False |
False |
5,208 |
100 |
1,387.1 |
1,246.8 |
140.3 |
10.7% |
16.0 |
1.2% |
47% |
False |
False |
4,482 |
120 |
1,387.1 |
1,210.0 |
177.1 |
13.5% |
15.2 |
1.2% |
58% |
False |
False |
3,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.5 |
2.618 |
1,365.7 |
1.618 |
1,345.6 |
1.000 |
1,333.2 |
0.618 |
1,325.5 |
HIGH |
1,313.1 |
0.618 |
1,305.4 |
0.500 |
1,303.1 |
0.382 |
1,300.7 |
LOW |
1,293.0 |
0.618 |
1,280.6 |
1.000 |
1,272.9 |
1.618 |
1,260.5 |
2.618 |
1,240.4 |
4.250 |
1,207.6 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,309.2 |
1,306.3 |
PP |
1,306.1 |
1,300.3 |
S1 |
1,303.1 |
1,294.4 |
|