Trading Metrics calculated at close of trading on 08-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
211.45 |
212.69 |
1.24 |
0.6% |
212.93 |
High |
213.19 |
214.77 |
1.58 |
0.7% |
213.19 |
Low |
211.30 |
212.38 |
1.08 |
0.5% |
208.38 |
Close |
213.15 |
214.11 |
0.96 |
0.5% |
208.55 |
Range |
1.89 |
2.39 |
0.50 |
26.5% |
4.81 |
ATR |
1.98 |
2.01 |
0.03 |
1.5% |
0.00 |
Volume |
109,794,800 |
106,772,096 |
-3,022,704 |
-2.8% |
485,446,396 |
|
Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
220.92 |
219.91 |
215.42 |
|
R3 |
218.53 |
217.52 |
214.77 |
|
R2 |
216.14 |
216.14 |
214.55 |
|
R1 |
215.13 |
215.13 |
214.33 |
215.64 |
PP |
213.75 |
213.75 |
213.75 |
214.01 |
S1 |
212.74 |
212.74 |
213.89 |
213.25 |
S2 |
211.36 |
211.36 |
213.67 |
|
S3 |
208.97 |
210.35 |
213.45 |
|
S4 |
206.58 |
207.96 |
212.80 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
224.47 |
221.32 |
211.20 |
|
R3 |
219.66 |
216.51 |
209.87 |
|
R2 |
214.85 |
214.85 |
209.43 |
|
R1 |
211.70 |
211.70 |
208.99 |
210.87 |
PP |
210.04 |
210.04 |
210.04 |
209.63 |
S1 |
206.89 |
206.89 |
208.11 |
206.06 |
S2 |
205.23 |
205.23 |
207.67 |
|
S3 |
200.42 |
202.08 |
207.23 |
|
S4 |
195.61 |
197.27 |
205.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
214.77 |
208.38 |
6.39 |
3.0% |
1.89 |
0.9% |
90% |
True |
False |
103,591,798 |
10 |
214.77 |
208.38 |
6.39 |
3.0% |
1.89 |
0.9% |
90% |
True |
False |
99,556,199 |
20 |
215.32 |
208.38 |
6.94 |
3.2% |
1.61 |
0.8% |
83% |
False |
False |
87,760,659 |
40 |
217.53 |
208.38 |
9.15 |
4.3% |
1.68 |
0.8% |
63% |
False |
False |
92,815,692 |
60 |
219.60 |
208.38 |
11.22 |
5.2% |
1.65 |
0.8% |
51% |
False |
False |
91,974,266 |
80 |
219.60 |
208.38 |
11.22 |
5.2% |
1.54 |
0.7% |
51% |
False |
False |
84,836,563 |
100 |
219.60 |
198.65 |
20.95 |
9.8% |
1.65 |
0.8% |
74% |
False |
False |
92,354,234 |
120 |
219.60 |
198.65 |
20.95 |
9.8% |
1.63 |
0.8% |
74% |
False |
False |
91,951,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
224.93 |
2.618 |
221.03 |
1.618 |
218.64 |
1.000 |
217.16 |
0.618 |
216.25 |
HIGH |
214.77 |
0.618 |
213.86 |
0.500 |
213.58 |
0.382 |
213.29 |
LOW |
212.38 |
0.618 |
210.90 |
1.000 |
209.99 |
1.618 |
208.51 |
2.618 |
206.12 |
4.250 |
202.22 |
|
|
Fisher Pivots for day following 08-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
213.93 |
213.27 |
PP |
213.75 |
212.42 |
S1 |
213.58 |
211.58 |
|