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 |
1,307.3 |
1,295.0 |
-12.3 |
-0.9% |
1,282.2 |
High |
1,312.2 |
1,300.0 |
-12.2 |
-0.9% |
1,313.1 |
Low |
1,299.8 |
1,282.6 |
-17.2 |
-1.3% |
1,275.7 |
Close |
1,308.6 |
1,283.4 |
-25.2 |
-1.9% |
1,308.6 |
Range |
12.4 |
17.4 |
5.0 |
40.3% |
37.4 |
ATR |
14.5 |
15.3 |
0.8 |
5.7% |
0.0 |
Volume |
17,730 |
32,368 |
14,638 |
82.6% |
64,060 |
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.9 |
1,329.5 |
1,293.0 |
|
R3 |
1,323.5 |
1,312.1 |
1,288.2 |
|
R2 |
1,306.1 |
1,306.1 |
1,286.6 |
|
R1 |
1,294.7 |
1,294.7 |
1,285.0 |
1,291.7 |
PP |
1,288.7 |
1,288.7 |
1,288.7 |
1,287.2 |
S1 |
1,277.3 |
1,277.3 |
1,281.8 |
1,274.3 |
S2 |
1,271.3 |
1,271.3 |
1,280.2 |
|
S3 |
1,253.9 |
1,259.9 |
1,278.6 |
|
S4 |
1,236.5 |
1,242.5 |
1,273.8 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.3 |
1,397.4 |
1,329.2 |
|
R3 |
1,373.9 |
1,360.0 |
1,318.9 |
|
R2 |
1,336.5 |
1,336.5 |
1,315.5 |
|
R1 |
1,322.6 |
1,322.6 |
1,312.0 |
1,329.6 |
PP |
1,299.1 |
1,299.1 |
1,299.1 |
1,302.6 |
S1 |
1,285.2 |
1,285.2 |
1,305.2 |
1,292.2 |
S2 |
1,261.7 |
1,261.7 |
1,301.7 |
|
S3 |
1,224.3 |
1,247.8 |
1,298.3 |
|
S4 |
1,186.9 |
1,210.4 |
1,288.0 |
|
|
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 |
1,280.4 |
32.7 |
2.5% |
17.6 |
1.4% |
9% |
False |
False |
18,074 |
10 |
1,313.1 |
1,265.8 |
47.3 |
3.7% |
15.3 |
1.2% |
37% |
False |
False |
12,664 |
20 |
1,313.1 |
1,251.0 |
62.1 |
4.8% |
12.5 |
1.0% |
52% |
False |
False |
10,257 |
40 |
1,351.2 |
1,246.8 |
104.4 |
8.1% |
13.9 |
1.1% |
35% |
False |
False |
8,091 |
60 |
1,368.0 |
1,246.8 |
121.2 |
9.4% |
14.1 |
1.1% |
30% |
False |
False |
6,792 |
80 |
1,378.1 |
1,246.8 |
131.3 |
10.2% |
14.6 |
1.1% |
28% |
False |
False |
5,963 |
100 |
1,387.1 |
1,246.8 |
140.3 |
10.9% |
15.9 |
1.2% |
26% |
False |
False |
5,071 |
120 |
1,387.1 |
1,210.0 |
177.1 |
13.8% |
15.3 |
1.2% |
41% |
False |
False |
4,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.0 |
2.618 |
1,345.6 |
1.618 |
1,328.2 |
1.000 |
1,317.4 |
0.618 |
1,310.8 |
HIGH |
1,300.0 |
0.618 |
1,293.4 |
0.500 |
1,291.3 |
0.382 |
1,289.2 |
LOW |
1,282.6 |
0.618 |
1,271.8 |
1.000 |
1,265.2 |
1.618 |
1,254.4 |
2.618 |
1,237.0 |
4.250 |
1,208.7 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,291.3 |
1,297.4 |
PP |
1,288.7 |
1,292.7 |
S1 |
1,286.0 |
1,288.1 |
|