Trading Metrics calculated at close of trading on 01-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,176.60 |
18,158.24 |
-18.36 |
-0.1% |
18,197.14 |
High |
18,193.68 |
18,177.01 |
-16.67 |
-0.1% |
18,275.04 |
Low |
18,130.58 |
17,940.84 |
-189.74 |
-1.0% |
18,062.30 |
Close |
18,142.42 |
18,037.10 |
-105.32 |
-0.6% |
18,161.19 |
Range |
63.10 |
236.17 |
173.07 |
274.3% |
212.74 |
ATR |
140.51 |
147.35 |
6.83 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,760.16 |
18,634.80 |
18,166.99 |
|
R3 |
18,523.99 |
18,398.63 |
18,102.05 |
|
R2 |
18,287.82 |
18,287.82 |
18,080.40 |
|
R1 |
18,162.46 |
18,162.46 |
18,058.75 |
18,107.06 |
PP |
18,051.65 |
18,051.65 |
18,051.65 |
18,023.95 |
S1 |
17,926.29 |
17,926.29 |
18,015.45 |
17,870.89 |
S2 |
17,815.48 |
17,815.48 |
17,993.80 |
|
S3 |
17,579.31 |
17,690.12 |
17,972.15 |
|
S4 |
17,343.14 |
17,453.95 |
17,907.21 |
|
|
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 |
17,940.84 |
316.22 |
1.8% |
147.82 |
0.8% |
30% |
False |
True |
|
10 |
18,275.04 |
17,940.84 |
334.20 |
1.9% |
123.49 |
0.7% |
29% |
False |
True |
|
20 |
18,399.96 |
17,940.84 |
459.12 |
2.5% |
130.80 |
0.7% |
21% |
False |
True |
|
40 |
18,536.89 |
17,940.84 |
596.05 |
3.3% |
152.90 |
0.8% |
16% |
False |
True |
|
60 |
18,668.44 |
17,940.84 |
727.60 |
4.0% |
135.60 |
0.8% |
13% |
False |
True |
|
80 |
18,668.44 |
17,940.84 |
727.60 |
4.0% |
126.40 |
0.7% |
13% |
False |
True |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
140.38 |
0.8% |
61% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
141.01 |
0.8% |
61% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,180.73 |
2.618 |
18,795.30 |
1.618 |
18,559.13 |
1.000 |
18,413.18 |
0.618 |
18,322.96 |
HIGH |
18,177.01 |
0.618 |
18,086.79 |
0.500 |
18,058.93 |
0.382 |
18,031.06 |
LOW |
17,940.84 |
0.618 |
17,794.89 |
1.000 |
17,704.67 |
1.618 |
17,558.72 |
2.618 |
17,322.55 |
4.250 |
16,937.12 |
|
|
Fisher Pivots for day following 01-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,058.93 |
18,098.95 |
PP |
18,051.65 |
18,078.33 |
S1 |
18,044.38 |
18,057.72 |
|