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 |
212.93 |
210.65 |
-2.28 |
-1.1% |
215.00 |
High |
212.99 |
211.10 |
-1.89 |
-0.9% |
215.32 |
Low |
209.60 |
209.23 |
-0.37 |
-0.2% |
211.71 |
Close |
211.01 |
209.74 |
-1.27 |
-0.6% |
212.54 |
Range |
3.39 |
1.87 |
-1.52 |
-44.8% |
3.61 |
ATR |
1.79 |
1.80 |
0.01 |
0.3% |
0.00 |
Volume |
122,781,800 |
103,330,800 |
-19,451,000 |
-15.8% |
420,237,504 |
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
215.63 |
214.56 |
210.77 |
|
R3 |
213.76 |
212.69 |
210.25 |
|
R2 |
211.89 |
211.89 |
210.08 |
|
R1 |
210.82 |
210.82 |
209.91 |
210.42 |
PP |
210.02 |
210.02 |
210.02 |
209.83 |
S1 |
208.95 |
208.95 |
209.57 |
208.55 |
S2 |
208.15 |
208.15 |
209.40 |
|
S3 |
206.28 |
207.08 |
209.23 |
|
S4 |
204.41 |
205.21 |
208.71 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
224.02 |
221.89 |
214.53 |
|
R3 |
220.41 |
218.28 |
213.53 |
|
R2 |
216.80 |
216.80 |
213.20 |
|
R1 |
214.67 |
214.67 |
212.87 |
213.93 |
PP |
213.19 |
213.19 |
213.19 |
212.82 |
S1 |
211.06 |
211.06 |
212.21 |
210.32 |
S2 |
209.58 |
209.58 |
211.88 |
|
S3 |
205.97 |
207.45 |
211.55 |
|
S4 |
202.36 |
203.84 |
210.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
214.62 |
209.23 |
5.39 |
2.6% |
1.97 |
0.9% |
9% |
False |
True |
101,045,680 |
10 |
215.32 |
209.23 |
6.09 |
2.9% |
1.59 |
0.8% |
8% |
False |
True |
87,035,140 |
20 |
216.70 |
209.23 |
7.47 |
3.6% |
1.59 |
0.8% |
7% |
False |
True |
83,776,139 |
40 |
218.94 |
209.23 |
9.71 |
4.6% |
1.78 |
0.8% |
5% |
False |
True |
98,613,485 |
60 |
219.60 |
209.23 |
10.37 |
4.9% |
1.58 |
0.8% |
5% |
False |
True |
89,089,979 |
80 |
219.60 |
209.23 |
10.37 |
4.9% |
1.51 |
0.7% |
5% |
False |
True |
83,959,158 |
100 |
219.60 |
198.65 |
20.95 |
10.0% |
1.66 |
0.8% |
53% |
False |
False |
93,215,672 |
120 |
219.60 |
198.65 |
20.95 |
10.0% |
1.64 |
0.8% |
53% |
False |
False |
92,090,363 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
219.05 |
2.618 |
216.00 |
1.618 |
214.13 |
1.000 |
212.97 |
0.618 |
212.26 |
HIGH |
211.10 |
0.618 |
210.39 |
0.500 |
210.17 |
0.382 |
209.94 |
LOW |
209.23 |
0.618 |
208.07 |
1.000 |
207.36 |
1.618 |
206.20 |
2.618 |
204.33 |
4.250 |
201.28 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
210.17 |
211.21 |
PP |
210.02 |
210.72 |
S1 |
209.88 |
210.23 |
|