Trading Metrics calculated at close of trading on 31-Oct-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
18,193.79 |
18,176.60 |
-17.19 |
-0.1% |
18,197.14 |
High |
18,257.06 |
18,193.68 |
-63.38 |
-0.3% |
18,275.04 |
Low |
18,094.97 |
18,130.58 |
35.61 |
0.2% |
18,062.30 |
Close |
18,161.19 |
18,142.42 |
-18.77 |
-0.1% |
18,161.19 |
Range |
162.09 |
63.10 |
-98.99 |
-61.1% |
212.74 |
ATR |
146.47 |
140.51 |
-5.95 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,344.86 |
18,306.74 |
18,177.13 |
|
R3 |
18,281.76 |
18,243.64 |
18,159.77 |
|
R2 |
18,218.66 |
18,218.66 |
18,153.99 |
|
R1 |
18,180.54 |
18,180.54 |
18,148.20 |
18,168.05 |
PP |
18,155.56 |
18,155.56 |
18,155.56 |
18,149.32 |
S1 |
18,117.44 |
18,117.44 |
18,136.64 |
18,104.95 |
S2 |
18,092.46 |
18,092.46 |
18,130.85 |
|
S3 |
18,029.36 |
18,054.34 |
18,125.07 |
|
S4 |
17,966.26 |
17,991.24 |
18,107.72 |
|
|
Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,804.40 |
18,695.53 |
18,278.20 |
|
R3 |
18,591.66 |
18,482.79 |
18,219.69 |
|
R2 |
18,378.92 |
18,378.92 |
18,200.19 |
|
R1 |
18,270.05 |
18,270.05 |
18,180.69 |
18,218.12 |
PP |
18,166.18 |
18,166.18 |
18,166.18 |
18,140.21 |
S1 |
18,057.31 |
18,057.31 |
18,141.69 |
18,005.38 |
S2 |
17,953.44 |
17,953.44 |
18,122.19 |
|
S3 |
17,740.70 |
17,844.57 |
18,102.69 |
|
S4 |
17,527.96 |
17,631.83 |
18,044.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,257.06 |
18,062.30 |
194.76 |
1.1% |
118.58 |
0.7% |
41% |
False |
False |
|
10 |
18,275.04 |
18,049.77 |
225.27 |
1.2% |
109.51 |
0.6% |
41% |
False |
False |
|
20 |
18,399.96 |
17,959.95 |
440.01 |
2.4% |
128.87 |
0.7% |
41% |
False |
False |
|
40 |
18,551.54 |
17,959.95 |
591.59 |
3.3% |
149.53 |
0.8% |
31% |
False |
False |
|
60 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
132.78 |
0.7% |
26% |
False |
False |
|
80 |
18,668.44 |
17,959.95 |
708.49 |
3.9% |
124.98 |
0.7% |
26% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.28 |
0.8% |
67% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
140.48 |
0.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,461.86 |
2.618 |
18,358.88 |
1.618 |
18,295.78 |
1.000 |
18,256.78 |
0.618 |
18,232.68 |
HIGH |
18,193.68 |
0.618 |
18,169.58 |
0.500 |
18,162.13 |
0.382 |
18,154.68 |
LOW |
18,130.58 |
0.618 |
18,091.58 |
1.000 |
18,067.48 |
1.618 |
18,028.48 |
2.618 |
17,965.38 |
4.250 |
17,862.41 |
|
|
Fisher Pivots for day following 31-Oct-2016 |
Pivot |
1 day |
3 day |
R1 |
18,162.13 |
18,176.02 |
PP |
18,155.56 |
18,164.82 |
S1 |
18,148.99 |
18,153.62 |
|