Trading Metrics calculated at close of trading on 03-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,017.72 |
17,978.75 |
-38.97 |
-0.2% |
18,197.14 |
High |
18,044.15 |
18,006.96 |
-37.19 |
-0.2% |
18,275.04 |
Low |
17,931.89 |
17,904.07 |
-27.82 |
-0.2% |
18,062.30 |
Close |
17,959.64 |
17,930.67 |
-28.97 |
-0.2% |
18,161.19 |
Range |
112.26 |
102.89 |
-9.37 |
-8.3% |
212.74 |
ATR |
144.84 |
141.84 |
-3.00 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,255.90 |
18,196.18 |
17,987.26 |
|
R3 |
18,153.01 |
18,093.29 |
17,958.96 |
|
R2 |
18,050.12 |
18,050.12 |
17,949.53 |
|
R1 |
17,990.40 |
17,990.40 |
17,940.10 |
17,968.82 |
PP |
17,947.23 |
17,947.23 |
17,947.23 |
17,936.44 |
S1 |
17,887.51 |
17,887.51 |
17,921.24 |
17,865.93 |
S2 |
17,844.34 |
17,844.34 |
17,911.81 |
|
S3 |
17,741.45 |
17,784.62 |
17,902.38 |
|
S4 |
17,638.56 |
17,681.73 |
17,874.08 |
|
|
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 |
17,904.07 |
352.99 |
2.0% |
135.30 |
0.8% |
8% |
False |
True |
|
10 |
18,275.04 |
17,904.07 |
370.97 |
2.1% |
124.71 |
0.7% |
7% |
False |
True |
|
20 |
18,399.96 |
17,904.07 |
495.89 |
2.8% |
129.79 |
0.7% |
5% |
False |
True |
|
40 |
18,449.88 |
17,904.07 |
545.81 |
3.0% |
155.24 |
0.9% |
5% |
False |
True |
|
60 |
18,668.44 |
17,904.07 |
764.37 |
4.3% |
136.34 |
0.8% |
3% |
False |
True |
|
80 |
18,668.44 |
17,904.07 |
764.37 |
4.3% |
126.75 |
0.7% |
3% |
False |
True |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
9.0% |
139.53 |
0.8% |
54% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
9.0% |
139.08 |
0.8% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,444.24 |
2.618 |
18,276.33 |
1.618 |
18,173.44 |
1.000 |
18,109.85 |
0.618 |
18,070.55 |
HIGH |
18,006.96 |
0.618 |
17,967.66 |
0.500 |
17,955.52 |
0.382 |
17,943.37 |
LOW |
17,904.07 |
0.618 |
17,840.48 |
1.000 |
17,801.18 |
1.618 |
17,737.59 |
2.618 |
17,634.70 |
4.250 |
17,466.79 |
|
|
Fisher Pivots for day following 03-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,955.52 |
18,040.54 |
PP |
17,947.23 |
18,003.92 |
S1 |
17,938.95 |
17,967.29 |
|