Trading Metrics calculated at close of trading on 07-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,928.35 |
17,994.64 |
66.29 |
0.4% |
18,176.60 |
High |
17,986.76 |
18,263.30 |
276.54 |
1.5% |
18,193.68 |
Low |
17,883.56 |
17,994.64 |
111.08 |
0.6% |
17,883.56 |
Close |
17,888.28 |
18,259.60 |
371.32 |
2.1% |
17,888.28 |
Range |
103.20 |
268.66 |
165.46 |
160.3% |
310.12 |
ATR |
139.08 |
155.94 |
16.85 |
12.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,978.49 |
18,887.71 |
18,407.36 |
|
R3 |
18,709.83 |
18,619.05 |
18,333.48 |
|
R2 |
18,441.17 |
18,441.17 |
18,308.85 |
|
R1 |
18,350.39 |
18,350.39 |
18,284.23 |
18,395.78 |
PP |
18,172.51 |
18,172.51 |
18,172.51 |
18,195.21 |
S1 |
18,081.73 |
18,081.73 |
18,234.97 |
18,127.12 |
S2 |
17,903.85 |
17,903.85 |
18,210.35 |
|
S3 |
17,635.19 |
17,813.07 |
18,185.72 |
|
S4 |
17,366.53 |
17,544.41 |
18,111.84 |
|
|
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 |
18,263.30 |
17,883.56 |
379.74 |
2.1% |
164.64 |
0.9% |
99% |
True |
False |
|
10 |
18,263.30 |
17,883.56 |
379.74 |
2.1% |
141.61 |
0.8% |
99% |
True |
False |
|
20 |
18,312.33 |
17,883.56 |
428.77 |
2.3% |
134.01 |
0.7% |
88% |
False |
False |
|
40 |
18,449.88 |
17,883.56 |
566.32 |
3.1% |
147.47 |
0.8% |
66% |
False |
False |
|
60 |
18,668.44 |
17,883.56 |
784.88 |
4.3% |
139.38 |
0.8% |
48% |
False |
False |
|
80 |
18,668.44 |
17,883.56 |
784.88 |
4.3% |
128.78 |
0.7% |
48% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
139.07 |
0.8% |
75% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.8% |
138.43 |
0.8% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,405.11 |
2.618 |
18,966.65 |
1.618 |
18,697.99 |
1.000 |
18,531.96 |
0.618 |
18,429.33 |
HIGH |
18,263.30 |
0.618 |
18,160.67 |
0.500 |
18,128.97 |
0.382 |
18,097.27 |
LOW |
17,994.64 |
0.618 |
17,828.61 |
1.000 |
17,725.98 |
1.618 |
17,559.95 |
2.618 |
17,291.29 |
4.250 |
16,852.84 |
|
|
Fisher Pivots for day following 07-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,216.06 |
18,197.54 |
PP |
18,172.51 |
18,135.49 |
S1 |
18,128.97 |
18,073.43 |
|