| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,379.5 |
10,315.0 |
-64.5 |
-0.6% |
10,680.0 |
| High |
10,404.0 |
10,320.0 |
-84.0 |
-0.8% |
10,739.0 |
| Low |
10,290.5 |
10,196.5 |
-94.0 |
-0.9% |
10,196.5 |
| Close |
10,326.5 |
10,258.0 |
-68.5 |
-0.7% |
10,258.0 |
| Range |
113.5 |
123.5 |
10.0 |
8.8% |
542.5 |
| ATR |
150.2 |
148.8 |
-1.4 |
-1.0% |
0.0 |
| Volume |
112,017 |
94,809 |
-17,208 |
-15.4% |
538,463 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,628.7 |
10,566.8 |
10,325.9 |
|
| R3 |
10,505.2 |
10,443.3 |
10,292.0 |
|
| R2 |
10,381.7 |
10,381.7 |
10,280.6 |
|
| R1 |
10,319.8 |
10,319.8 |
10,269.3 |
10,289.0 |
| PP |
10,258.2 |
10,258.2 |
10,258.2 |
10,242.8 |
| S1 |
10,196.3 |
10,196.3 |
10,246.7 |
10,165.5 |
| S2 |
10,134.7 |
10,134.7 |
10,235.4 |
|
| S3 |
10,011.2 |
10,072.8 |
10,224.0 |
|
| S4 |
9,887.7 |
9,949.3 |
10,190.1 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,025.3 |
11,684.2 |
10,556.4 |
|
| R3 |
11,482.8 |
11,141.7 |
10,407.2 |
|
| R2 |
10,940.3 |
10,940.3 |
10,357.5 |
|
| R1 |
10,599.2 |
10,599.2 |
10,307.7 |
10,498.5 |
| PP |
10,397.8 |
10,397.8 |
10,397.8 |
10,347.5 |
| S1 |
10,056.7 |
10,056.7 |
10,208.3 |
9,956.0 |
| S2 |
9,855.3 |
9,855.3 |
10,158.5 |
|
| S3 |
9,312.8 |
9,514.2 |
10,108.8 |
|
| S4 |
8,770.3 |
8,971.7 |
9,959.6 |
|
|
| 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 |
10,196.5 |
542.5 |
5.3% |
145.8 |
1.4% |
11% |
False |
True |
107,692 |
| 10 |
10,826.0 |
10,196.5 |
629.5 |
6.1% |
135.5 |
1.3% |
10% |
False |
True |
99,910 |
| 20 |
10,826.0 |
10,196.5 |
629.5 |
6.1% |
132.4 |
1.3% |
10% |
False |
True |
92,820 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.4% |
151.5 |
1.5% |
13% |
False |
False |
93,717 |
| 60 |
10,826.0 |
10,173.5 |
652.5 |
6.4% |
144.5 |
1.4% |
13% |
False |
False |
62,833 |
| 80 |
10,826.0 |
9,903.0 |
923.0 |
9.0% |
137.4 |
1.3% |
38% |
False |
False |
47,159 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
16.2% |
147.7 |
1.4% |
66% |
False |
False |
37,763 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
16.2% |
136.8 |
1.3% |
66% |
False |
False |
31,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,844.9 |
|
2.618 |
10,643.3 |
|
1.618 |
10,519.8 |
|
1.000 |
10,443.5 |
|
0.618 |
10,396.3 |
|
HIGH |
10,320.0 |
|
0.618 |
10,272.8 |
|
0.500 |
10,258.3 |
|
0.382 |
10,243.7 |
|
LOW |
10,196.5 |
|
0.618 |
10,120.2 |
|
1.000 |
10,073.0 |
|
1.618 |
9,996.7 |
|
2.618 |
9,873.2 |
|
4.250 |
9,671.6 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,258.3 |
10,331.0 |
| PP |
10,258.2 |
10,306.7 |
| S1 |
10,258.1 |
10,282.3 |
|