Trading Metrics calculated at close of trading on 04-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,978.75 |
17,928.35 |
-50.40 |
-0.3% |
18,176.60 |
High |
18,006.96 |
17,986.76 |
-20.20 |
-0.1% |
18,193.68 |
Low |
17,904.07 |
17,883.56 |
-20.51 |
-0.1% |
17,883.56 |
Close |
17,930.67 |
17,888.28 |
-42.39 |
-0.2% |
17,888.28 |
Range |
102.89 |
103.20 |
0.31 |
0.3% |
310.12 |
ATR |
141.84 |
139.08 |
-2.76 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,229.13 |
18,161.91 |
17,945.04 |
|
R3 |
18,125.93 |
18,058.71 |
17,916.66 |
|
R2 |
18,022.73 |
18,022.73 |
17,907.20 |
|
R1 |
17,955.51 |
17,955.51 |
17,897.74 |
17,937.52 |
PP |
17,919.53 |
17,919.53 |
17,919.53 |
17,910.54 |
S1 |
17,852.31 |
17,852.31 |
17,878.82 |
17,834.32 |
S2 |
17,816.33 |
17,816.33 |
17,869.36 |
|
S3 |
17,713.13 |
17,749.11 |
17,859.90 |
|
S4 |
17,609.93 |
17,645.91 |
17,831.52 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,918.87 |
18,713.69 |
18,058.85 |
|
R3 |
18,608.75 |
18,403.57 |
17,973.56 |
|
R2 |
18,298.63 |
18,298.63 |
17,945.14 |
|
R1 |
18,093.45 |
18,093.45 |
17,916.71 |
18,040.98 |
PP |
17,988.51 |
17,988.51 |
17,988.51 |
17,962.27 |
S1 |
17,783.33 |
17,783.33 |
17,859.85 |
17,730.86 |
S2 |
17,678.39 |
17,678.39 |
17,831.42 |
|
S3 |
17,368.27 |
17,473.21 |
17,803.00 |
|
S4 |
17,058.15 |
17,163.09 |
17,717.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,193.68 |
17,883.56 |
310.12 |
1.7% |
123.52 |
0.7% |
2% |
False |
True |
|
10 |
18,275.04 |
17,883.56 |
391.48 |
2.2% |
123.13 |
0.7% |
1% |
False |
True |
|
20 |
18,399.96 |
17,883.56 |
516.40 |
2.9% |
126.43 |
0.7% |
1% |
False |
True |
|
40 |
18,449.88 |
17,883.56 |
566.32 |
3.2% |
149.85 |
0.8% |
1% |
False |
True |
|
60 |
18,668.44 |
17,883.56 |
784.88 |
4.4% |
136.07 |
0.8% |
1% |
False |
True |
|
80 |
18,668.44 |
17,883.56 |
784.88 |
4.4% |
126.50 |
0.7% |
1% |
False |
True |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
9.0% |
139.22 |
0.8% |
51% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
9.0% |
138.01 |
0.8% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,425.36 |
2.618 |
18,256.94 |
1.618 |
18,153.74 |
1.000 |
18,089.96 |
0.618 |
18,050.54 |
HIGH |
17,986.76 |
0.618 |
17,947.34 |
0.500 |
17,935.16 |
0.382 |
17,922.98 |
LOW |
17,883.56 |
0.618 |
17,819.78 |
1.000 |
17,780.36 |
1.618 |
17,716.58 |
2.618 |
17,613.38 |
4.250 |
17,444.96 |
|
|
Fisher Pivots for day following 04-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,935.16 |
17,963.86 |
PP |
17,919.53 |
17,938.66 |
S1 |
17,903.91 |
17,913.47 |
|