| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
10,680.0 |
10,680.0 |
0.0 |
0.0% |
10,699.0 |
| High |
10,712.5 |
10,689.0 |
-23.5 |
-0.2% |
10,826.0 |
| Low |
10,571.5 |
10,627.5 |
56.0 |
0.5% |
10,571.5 |
| Close |
10,687.0 |
10,677.0 |
-10.0 |
-0.1% |
10,687.0 |
| Range |
141.0 |
61.5 |
-79.5 |
-56.4% |
254.5 |
| ATR |
146.5 |
140.4 |
-6.1 |
-4.1% |
0.0 |
| Volume |
74,430 |
121,627 |
47,197 |
63.4% |
460,646 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,849.0 |
10,824.5 |
10,710.8 |
|
| R3 |
10,787.5 |
10,763.0 |
10,693.9 |
|
| R2 |
10,726.0 |
10,726.0 |
10,688.3 |
|
| R1 |
10,701.5 |
10,701.5 |
10,682.6 |
10,683.0 |
| PP |
10,664.5 |
10,664.5 |
10,664.5 |
10,655.3 |
| S1 |
10,640.0 |
10,640.0 |
10,671.4 |
10,621.5 |
| S2 |
10,603.0 |
10,603.0 |
10,665.7 |
|
| S3 |
10,541.5 |
10,578.5 |
10,660.1 |
|
| S4 |
10,480.0 |
10,517.0 |
10,643.2 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,458.3 |
11,327.2 |
10,827.0 |
|
| R3 |
11,203.8 |
11,072.7 |
10,757.0 |
|
| R2 |
10,949.3 |
10,949.3 |
10,733.7 |
|
| R1 |
10,818.2 |
10,818.2 |
10,710.3 |
10,756.5 |
| PP |
10,694.8 |
10,694.8 |
10,694.8 |
10,664.0 |
| S1 |
10,563.7 |
10,563.7 |
10,663.7 |
10,502.0 |
| S2 |
10,440.3 |
10,440.3 |
10,640.3 |
|
| S3 |
10,185.8 |
10,309.2 |
10,617.0 |
|
| S4 |
9,931.3 |
10,054.7 |
10,547.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,826.0 |
10,571.5 |
254.5 |
2.4% |
113.6 |
1.1% |
41% |
False |
False |
102,003 |
| 10 |
10,826.0 |
10,531.5 |
294.5 |
2.8% |
112.3 |
1.1% |
49% |
False |
False |
86,509 |
| 20 |
10,826.0 |
10,337.0 |
489.0 |
4.6% |
126.4 |
1.2% |
70% |
False |
False |
91,340 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
150.2 |
1.4% |
77% |
False |
False |
83,733 |
| 60 |
10,826.0 |
10,173.5 |
652.5 |
6.1% |
142.1 |
1.3% |
77% |
False |
False |
55,896 |
| 80 |
10,826.0 |
9,352.5 |
1,473.5 |
13.8% |
137.5 |
1.3% |
90% |
False |
False |
41,952 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
144.6 |
1.4% |
91% |
False |
False |
33,600 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
134.8 |
1.3% |
91% |
False |
False |
28,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,950.4 |
|
2.618 |
10,850.0 |
|
1.618 |
10,788.5 |
|
1.000 |
10,750.5 |
|
0.618 |
10,727.0 |
|
HIGH |
10,689.0 |
|
0.618 |
10,665.5 |
|
0.500 |
10,658.3 |
|
0.382 |
10,651.0 |
|
LOW |
10,627.5 |
|
0.618 |
10,589.5 |
|
1.000 |
10,566.0 |
|
1.618 |
10,528.0 |
|
2.618 |
10,466.5 |
|
4.250 |
10,366.1 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,670.8 |
10,675.1 |
| PP |
10,664.5 |
10,673.2 |
| S1 |
10,658.3 |
10,671.3 |
|