Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,293.9 |
1,301.9 |
8.0 |
0.6% |
1,270.5 |
High |
1,313.1 |
1,311.8 |
-1.3 |
-0.1% |
1,288.8 |
Low |
1,293.0 |
1,290.3 |
-2.7 |
-0.2% |
1,264.0 |
Close |
1,312.2 |
1,307.3 |
-4.9 |
-0.4% |
1,280.4 |
Range |
20.1 |
21.5 |
1.4 |
7.0% |
24.8 |
ATR |
14.1 |
14.7 |
0.6 |
3.9% |
0.0 |
Volume |
13,042 |
13,821 |
779 |
6.0% |
49,009 |
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.6 |
1,359.0 |
1,319.1 |
|
R3 |
1,346.1 |
1,337.5 |
1,313.2 |
|
R2 |
1,324.6 |
1,324.6 |
1,311.2 |
|
R1 |
1,316.0 |
1,316.0 |
1,309.3 |
1,320.3 |
PP |
1,303.1 |
1,303.1 |
1,303.1 |
1,305.3 |
S1 |
1,294.5 |
1,294.5 |
1,305.3 |
1,298.8 |
S2 |
1,281.6 |
1,281.6 |
1,303.4 |
|
S3 |
1,260.1 |
1,273.0 |
1,301.4 |
|
S4 |
1,238.6 |
1,251.5 |
1,295.5 |
|
|
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% |
17.9 |
1.4% |
88% |
False |
False |
10,488 |
10 |
1,313.1 |
1,264.0 |
49.1 |
3.8% |
14.2 |
1.1% |
88% |
False |
False |
10,360 |
20 |
1,313.1 |
1,246.8 |
66.3 |
5.1% |
12.6 |
1.0% |
91% |
False |
False |
8,612 |
40 |
1,351.2 |
1,246.8 |
104.4 |
8.0% |
13.7 |
1.0% |
58% |
False |
False |
7,007 |
60 |
1,368.0 |
1,246.8 |
121.2 |
9.3% |
14.3 |
1.1% |
50% |
False |
False |
6,169 |
80 |
1,378.1 |
1,246.8 |
131.3 |
10.0% |
14.8 |
1.1% |
46% |
False |
False |
5,365 |
100 |
1,387.1 |
1,246.8 |
140.3 |
10.7% |
16.1 |
1.2% |
43% |
False |
False |
4,600 |
120 |
1,387.1 |
1,210.0 |
177.1 |
13.5% |
15.3 |
1.2% |
55% |
False |
False |
4,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.2 |
2.618 |
1,368.1 |
1.618 |
1,346.6 |
1.000 |
1,333.3 |
0.618 |
1,325.1 |
HIGH |
1,311.8 |
0.618 |
1,303.6 |
0.500 |
1,301.1 |
0.382 |
1,298.5 |
LOW |
1,290.3 |
0.618 |
1,277.0 |
1.000 |
1,268.8 |
1.618 |
1,255.5 |
2.618 |
1,234.0 |
4.250 |
1,198.9 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,305.2 |
1,303.8 |
PP |
1,303.1 |
1,300.3 |
S1 |
1,301.1 |
1,296.8 |
|