| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,680.0 |
10,720.0 |
40.0 |
0.4% |
10,699.0 |
| High |
10,689.0 |
10,739.0 |
50.0 |
0.5% |
10,826.0 |
| Low |
10,627.5 |
10,451.0 |
-176.5 |
-1.7% |
10,571.5 |
| Close |
10,677.0 |
10,503.5 |
-173.5 |
-1.6% |
10,687.0 |
| Range |
61.5 |
288.0 |
226.5 |
368.3% |
254.5 |
| ATR |
140.4 |
150.9 |
10.5 |
7.5% |
0.0 |
| Volume |
121,627 |
112,762 |
-8,865 |
-7.3% |
460,646 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,428.5 |
11,254.0 |
10,661.9 |
|
| R3 |
11,140.5 |
10,966.0 |
10,582.7 |
|
| R2 |
10,852.5 |
10,852.5 |
10,556.3 |
|
| R1 |
10,678.0 |
10,678.0 |
10,529.9 |
10,621.3 |
| PP |
10,564.5 |
10,564.5 |
10,564.5 |
10,536.1 |
| S1 |
10,390.0 |
10,390.0 |
10,477.1 |
10,333.3 |
| S2 |
10,276.5 |
10,276.5 |
10,450.7 |
|
| S3 |
9,988.5 |
10,102.0 |
10,424.3 |
|
| S4 |
9,700.5 |
9,814.0 |
10,345.1 |
|
|
| 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 |
10,771.0 |
10,451.0 |
320.0 |
3.0% |
153.1 |
1.5% |
16% |
False |
True |
105,741 |
| 10 |
10,826.0 |
10,451.0 |
375.0 |
3.6% |
129.1 |
1.2% |
14% |
False |
True |
91,215 |
| 20 |
10,826.0 |
10,337.0 |
489.0 |
4.7% |
132.8 |
1.3% |
34% |
False |
False |
92,939 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.2% |
152.1 |
1.4% |
51% |
False |
False |
86,538 |
| 60 |
10,826.0 |
10,173.5 |
652.5 |
6.2% |
144.3 |
1.4% |
51% |
False |
False |
57,773 |
| 80 |
10,826.0 |
9,677.0 |
1,149.0 |
10.9% |
137.8 |
1.3% |
72% |
False |
False |
43,361 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.8% |
146.5 |
1.4% |
81% |
False |
False |
34,728 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.8% |
135.7 |
1.3% |
81% |
False |
False |
28,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,963.0 |
|
2.618 |
11,493.0 |
|
1.618 |
11,205.0 |
|
1.000 |
11,027.0 |
|
0.618 |
10,917.0 |
|
HIGH |
10,739.0 |
|
0.618 |
10,629.0 |
|
0.500 |
10,595.0 |
|
0.382 |
10,561.0 |
|
LOW |
10,451.0 |
|
0.618 |
10,273.0 |
|
1.000 |
10,163.0 |
|
1.618 |
9,985.0 |
|
2.618 |
9,697.0 |
|
4.250 |
9,227.0 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,595.0 |
10,595.0 |
| PP |
10,564.5 |
10,564.5 |
| S1 |
10,534.0 |
10,534.0 |
|