| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,720.0 |
10,439.0 |
-281.0 |
-2.6% |
10,699.0 |
| High |
10,739.0 |
10,465.5 |
-273.5 |
-2.5% |
10,826.0 |
| Low |
10,451.0 |
10,323.0 |
-128.0 |
-1.2% |
10,571.5 |
| Close |
10,503.5 |
10,375.5 |
-128.0 |
-1.2% |
10,687.0 |
| Range |
288.0 |
142.5 |
-145.5 |
-50.5% |
254.5 |
| ATR |
150.9 |
153.1 |
2.1 |
1.4% |
0.0 |
| Volume |
112,762 |
97,248 |
-15,514 |
-13.8% |
460,646 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,815.5 |
10,738.0 |
10,453.9 |
|
| R3 |
10,673.0 |
10,595.5 |
10,414.7 |
|
| R2 |
10,530.5 |
10,530.5 |
10,401.6 |
|
| R1 |
10,453.0 |
10,453.0 |
10,388.6 |
10,420.5 |
| PP |
10,388.0 |
10,388.0 |
10,388.0 |
10,371.8 |
| S1 |
10,310.5 |
10,310.5 |
10,362.4 |
10,278.0 |
| S2 |
10,245.5 |
10,245.5 |
10,349.4 |
|
| S3 |
10,103.0 |
10,168.0 |
10,336.3 |
|
| S4 |
9,960.5 |
10,025.5 |
10,297.1 |
|
|
| 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 |
10,323.0 |
448.0 |
4.3% |
152.6 |
1.5% |
12% |
False |
True |
104,943 |
| 10 |
10,826.0 |
10,323.0 |
503.0 |
4.8% |
134.6 |
1.3% |
10% |
False |
True |
92,105 |
| 20 |
10,826.0 |
10,323.0 |
503.0 |
4.8% |
132.8 |
1.3% |
10% |
False |
True |
93,441 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.3% |
153.7 |
1.5% |
31% |
False |
False |
88,931 |
| 60 |
10,826.0 |
10,173.5 |
652.5 |
6.3% |
145.6 |
1.4% |
31% |
False |
False |
59,390 |
| 80 |
10,826.0 |
9,777.5 |
1,048.5 |
10.1% |
137.9 |
1.3% |
57% |
False |
False |
44,575 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
16.0% |
147.0 |
1.4% |
73% |
False |
False |
35,696 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
16.0% |
136.8 |
1.3% |
73% |
False |
False |
29,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,071.1 |
|
2.618 |
10,838.6 |
|
1.618 |
10,696.1 |
|
1.000 |
10,608.0 |
|
0.618 |
10,553.6 |
|
HIGH |
10,465.5 |
|
0.618 |
10,411.1 |
|
0.500 |
10,394.3 |
|
0.382 |
10,377.4 |
|
LOW |
10,323.0 |
|
0.618 |
10,234.9 |
|
1.000 |
10,180.5 |
|
1.618 |
10,092.4 |
|
2.618 |
9,949.9 |
|
4.250 |
9,717.4 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,394.3 |
10,531.0 |
| PP |
10,388.0 |
10,479.2 |
| S1 |
10,381.8 |
10,427.3 |
|