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 |
18,158.24 |
18,017.72 |
-140.52 |
-0.8% |
18,197.14 |
High |
18,177.01 |
18,044.15 |
-132.86 |
-0.7% |
18,275.04 |
Low |
17,940.84 |
17,931.89 |
-8.95 |
0.0% |
18,062.30 |
Close |
18,037.10 |
17,959.64 |
-77.46 |
-0.4% |
18,161.19 |
Range |
236.17 |
112.26 |
-123.91 |
-52.5% |
212.74 |
ATR |
147.35 |
144.84 |
-2.51 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,315.34 |
18,249.75 |
18,021.38 |
|
R3 |
18,203.08 |
18,137.49 |
17,990.51 |
|
R2 |
18,090.82 |
18,090.82 |
17,980.22 |
|
R1 |
18,025.23 |
18,025.23 |
17,969.93 |
18,001.90 |
PP |
17,978.56 |
17,978.56 |
17,978.56 |
17,966.89 |
S1 |
17,912.97 |
17,912.97 |
17,949.35 |
17,889.64 |
S2 |
17,866.30 |
17,866.30 |
17,939.06 |
|
S3 |
17,754.04 |
17,800.71 |
17,928.77 |
|
S4 |
17,641.78 |
17,688.45 |
17,897.90 |
|
|
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 |
17,931.89 |
325.17 |
1.8% |
135.52 |
0.8% |
9% |
False |
True |
|
10 |
18,275.04 |
17,931.89 |
343.15 |
1.9% |
126.42 |
0.7% |
8% |
False |
True |
|
20 |
18,399.96 |
17,931.89 |
468.07 |
2.6% |
130.90 |
0.7% |
6% |
False |
True |
|
40 |
18,506.24 |
17,931.89 |
574.35 |
3.2% |
154.16 |
0.9% |
5% |
False |
True |
|
60 |
18,668.44 |
17,931.89 |
736.55 |
4.1% |
136.18 |
0.8% |
4% |
False |
True |
|
80 |
18,668.44 |
17,931.89 |
736.55 |
4.1% |
126.39 |
0.7% |
4% |
False |
True |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
139.88 |
0.8% |
56% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.9% |
140.09 |
0.8% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,521.26 |
2.618 |
18,338.05 |
1.618 |
18,225.79 |
1.000 |
18,156.41 |
0.618 |
18,113.53 |
HIGH |
18,044.15 |
0.618 |
18,001.27 |
0.500 |
17,988.02 |
0.382 |
17,974.77 |
LOW |
17,931.89 |
0.618 |
17,862.51 |
1.000 |
17,819.63 |
1.618 |
17,750.25 |
2.618 |
17,637.99 |
4.250 |
17,454.79 |
|
|
Fisher Pivots for day following 02-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,988.02 |
18,062.79 |
PP |
17,978.56 |
18,028.40 |
S1 |
17,969.10 |
17,994.02 |
|