| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,439.0 |
10,379.5 |
-59.5 |
-0.6% |
10,699.0 |
| High |
10,465.5 |
10,404.0 |
-61.5 |
-0.6% |
10,826.0 |
| Low |
10,323.0 |
10,290.5 |
-32.5 |
-0.3% |
10,571.5 |
| Close |
10,375.5 |
10,326.5 |
-49.0 |
-0.5% |
10,687.0 |
| Range |
142.5 |
113.5 |
-29.0 |
-20.4% |
254.5 |
| ATR |
153.1 |
150.2 |
-2.8 |
-1.8% |
0.0 |
| Volume |
97,248 |
112,017 |
14,769 |
15.2% |
460,646 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,680.8 |
10,617.2 |
10,388.9 |
|
| R3 |
10,567.3 |
10,503.7 |
10,357.7 |
|
| R2 |
10,453.8 |
10,453.8 |
10,347.3 |
|
| R1 |
10,390.2 |
10,390.2 |
10,336.9 |
10,365.3 |
| PP |
10,340.3 |
10,340.3 |
10,340.3 |
10,327.9 |
| S1 |
10,276.7 |
10,276.7 |
10,316.1 |
10,251.8 |
| S2 |
10,226.8 |
10,226.8 |
10,305.7 |
|
| S3 |
10,113.3 |
10,163.2 |
10,295.3 |
|
| S4 |
9,999.8 |
10,049.7 |
10,264.1 |
|
|
| 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 |
10,739.0 |
10,290.5 |
448.5 |
4.3% |
149.3 |
1.4% |
8% |
False |
True |
103,616 |
| 10 |
10,826.0 |
10,290.5 |
535.5 |
5.2% |
130.0 |
1.3% |
7% |
False |
True |
96,868 |
| 20 |
10,826.0 |
10,290.5 |
535.5 |
5.2% |
132.8 |
1.3% |
7% |
False |
True |
92,695 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.3% |
153.7 |
1.5% |
23% |
False |
False |
91,556 |
| 60 |
10,826.0 |
10,173.5 |
652.5 |
6.3% |
143.4 |
1.4% |
23% |
False |
False |
61,255 |
| 80 |
10,826.0 |
9,891.0 |
935.0 |
9.1% |
136.8 |
1.3% |
47% |
False |
False |
45,974 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
16.1% |
147.2 |
1.4% |
70% |
False |
False |
36,816 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
16.1% |
136.0 |
1.3% |
70% |
False |
False |
30,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,886.4 |
|
2.618 |
10,701.1 |
|
1.618 |
10,587.6 |
|
1.000 |
10,517.5 |
|
0.618 |
10,474.1 |
|
HIGH |
10,404.0 |
|
0.618 |
10,360.6 |
|
0.500 |
10,347.3 |
|
0.382 |
10,333.9 |
|
LOW |
10,290.5 |
|
0.618 |
10,220.4 |
|
1.000 |
10,177.0 |
|
1.618 |
10,106.9 |
|
2.618 |
9,993.4 |
|
4.250 |
9,808.1 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,347.3 |
10,514.8 |
| PP |
10,340.3 |
10,452.0 |
| S1 |
10,333.4 |
10,389.3 |
|