| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,440.0 |
10,025.0 |
-415.0 |
-4.0% |
10,680.0 |
| High |
10,550.0 |
10,678.5 |
128.5 |
1.2% |
10,739.0 |
| Low |
10,407.5 |
10,013.0 |
-394.5 |
-3.8% |
10,196.5 |
| Close |
10,471.0 |
10,628.0 |
157.0 |
1.5% |
10,258.0 |
| Range |
142.5 |
665.5 |
523.0 |
367.0% |
542.5 |
| ATR |
152.5 |
189.1 |
36.6 |
24.0% |
0.0 |
| Volume |
200,955 |
164,724 |
-36,231 |
-18.0% |
538,463 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,436.3 |
12,197.7 |
10,994.0 |
|
| R3 |
11,770.8 |
11,532.2 |
10,811.0 |
|
| R2 |
11,105.3 |
11,105.3 |
10,750.0 |
|
| R1 |
10,866.7 |
10,866.7 |
10,689.0 |
10,986.0 |
| PP |
10,439.8 |
10,439.8 |
10,439.8 |
10,499.5 |
| S1 |
10,201.2 |
10,201.2 |
10,567.0 |
10,320.5 |
| S2 |
9,774.3 |
9,774.3 |
10,506.0 |
|
| S3 |
9,108.8 |
9,535.7 |
10,445.0 |
|
| S4 |
8,443.3 |
8,870.2 |
10,262.0 |
|
|
| 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 |
10,678.5 |
10,013.0 |
665.5 |
6.3% |
227.8 |
2.1% |
92% |
True |
True |
131,262 |
| 10 |
10,771.0 |
10,013.0 |
758.0 |
7.1% |
190.2 |
1.8% |
81% |
False |
True |
118,102 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
154.8 |
1.5% |
76% |
False |
True |
99,951 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
159.4 |
1.5% |
76% |
False |
True |
100,826 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
155.6 |
1.5% |
76% |
False |
True |
70,312 |
| 80 |
10,826.0 |
9,903.0 |
923.0 |
8.7% |
144.1 |
1.4% |
79% |
False |
False |
52,775 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
152.3 |
1.4% |
88% |
False |
False |
42,255 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
143.0 |
1.3% |
88% |
False |
False |
35,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,506.9 |
|
2.618 |
12,420.8 |
|
1.618 |
11,755.3 |
|
1.000 |
11,344.0 |
|
0.618 |
11,089.8 |
|
HIGH |
10,678.5 |
|
0.618 |
10,424.3 |
|
0.500 |
10,345.8 |
|
0.382 |
10,267.2 |
|
LOW |
10,013.0 |
|
0.618 |
9,601.7 |
|
1.000 |
9,347.5 |
|
1.618 |
8,936.2 |
|
2.618 |
8,270.7 |
|
4.250 |
7,184.6 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,533.9 |
10,533.9 |
| PP |
10,439.8 |
10,439.8 |
| S1 |
10,345.8 |
10,345.8 |
|