| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,439.0 |
10,440.0 |
1.0 |
0.0% |
10,680.0 |
| High |
10,469.5 |
10,550.0 |
80.5 |
0.8% |
10,739.0 |
| Low |
10,375.5 |
10,407.5 |
32.0 |
0.3% |
10,196.5 |
| Close |
10,433.5 |
10,471.0 |
37.5 |
0.4% |
10,258.0 |
| Range |
94.0 |
142.5 |
48.5 |
51.6% |
542.5 |
| ATR |
153.3 |
152.5 |
-0.8 |
-0.5% |
0.0 |
| Volume |
83,805 |
200,955 |
117,150 |
139.8% |
538,463 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,903.7 |
10,829.8 |
10,549.4 |
|
| R3 |
10,761.2 |
10,687.3 |
10,510.2 |
|
| R2 |
10,618.7 |
10,618.7 |
10,497.1 |
|
| R1 |
10,544.8 |
10,544.8 |
10,484.1 |
10,581.8 |
| PP |
10,476.2 |
10,476.2 |
10,476.2 |
10,494.6 |
| S1 |
10,402.3 |
10,402.3 |
10,457.9 |
10,439.3 |
| S2 |
10,333.7 |
10,333.7 |
10,444.9 |
|
| S3 |
10,191.2 |
10,259.8 |
10,431.8 |
|
| S4 |
10,048.7 |
10,117.3 |
10,392.6 |
|
|
| 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 |
10,550.0 |
10,196.5 |
353.5 |
3.4% |
123.2 |
1.2% |
78% |
True |
False |
117,766 |
| 10 |
10,771.0 |
10,196.5 |
574.5 |
5.5% |
138.2 |
1.3% |
48% |
False |
False |
111,754 |
| 20 |
10,826.0 |
10,196.5 |
629.5 |
6.0% |
126.7 |
1.2% |
44% |
False |
False |
97,595 |
| 40 |
10,826.0 |
10,173.5 |
652.5 |
6.2% |
146.9 |
1.4% |
46% |
False |
False |
98,367 |
| 60 |
10,826.0 |
10,173.5 |
652.5 |
6.2% |
145.9 |
1.4% |
46% |
False |
False |
67,573 |
| 80 |
10,826.0 |
9,903.0 |
923.0 |
8.8% |
137.5 |
1.3% |
62% |
False |
False |
50,716 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.9% |
146.9 |
1.4% |
79% |
False |
False |
40,609 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.9% |
138.0 |
1.3% |
79% |
False |
False |
33,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,155.6 |
|
2.618 |
10,923.1 |
|
1.618 |
10,780.6 |
|
1.000 |
10,692.5 |
|
0.618 |
10,638.1 |
|
HIGH |
10,550.0 |
|
0.618 |
10,495.6 |
|
0.500 |
10,478.8 |
|
0.382 |
10,461.9 |
|
LOW |
10,407.5 |
|
0.618 |
10,319.4 |
|
1.000 |
10,265.0 |
|
1.618 |
10,176.9 |
|
2.618 |
10,034.4 |
|
4.250 |
9,801.9 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,478.8 |
10,438.4 |
| PP |
10,476.2 |
10,405.8 |
| S1 |
10,473.6 |
10,373.3 |
|