| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,025.0 |
10,686.0 |
661.0 |
6.6% |
10,680.0 |
| High |
10,678.5 |
10,794.5 |
116.0 |
1.1% |
10,739.0 |
| Low |
10,013.0 |
10,570.0 |
557.0 |
5.6% |
10,196.5 |
| Close |
10,628.0 |
10,629.0 |
1.0 |
0.0% |
10,258.0 |
| Range |
665.5 |
224.5 |
-441.0 |
-66.3% |
542.5 |
| ATR |
189.1 |
191.7 |
2.5 |
1.3% |
0.0 |
| Volume |
164,724 |
111,214 |
-53,510 |
-32.5% |
538,463 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,338.0 |
11,208.0 |
10,752.5 |
|
| R3 |
11,113.5 |
10,983.5 |
10,690.7 |
|
| R2 |
10,889.0 |
10,889.0 |
10,670.2 |
|
| R1 |
10,759.0 |
10,759.0 |
10,649.6 |
10,711.8 |
| PP |
10,664.5 |
10,664.5 |
10,664.5 |
10,640.9 |
| S1 |
10,534.5 |
10,534.5 |
10,608.4 |
10,487.3 |
| S2 |
10,440.0 |
10,440.0 |
10,587.8 |
|
| S3 |
10,215.5 |
10,310.0 |
10,567.3 |
|
| S4 |
9,991.0 |
10,085.5 |
10,505.5 |
|
|
| 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 |
10,794.5 |
10,013.0 |
781.5 |
7.4% |
250.0 |
2.4% |
79% |
True |
False |
131,101 |
| 10 |
10,794.5 |
10,013.0 |
781.5 |
7.4% |
199.7 |
1.9% |
79% |
True |
False |
117,359 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
159.6 |
1.5% |
76% |
False |
False |
100,441 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
162.5 |
1.5% |
76% |
False |
False |
102,155 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
158.0 |
1.5% |
76% |
False |
False |
72,163 |
| 80 |
10,826.0 |
9,974.0 |
852.0 |
8.0% |
145.6 |
1.4% |
77% |
False |
False |
54,164 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
152.7 |
1.4% |
88% |
False |
False |
43,367 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
142.4 |
1.3% |
88% |
False |
False |
36,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,748.6 |
|
2.618 |
11,382.2 |
|
1.618 |
11,157.7 |
|
1.000 |
11,019.0 |
|
0.618 |
10,933.2 |
|
HIGH |
10,794.5 |
|
0.618 |
10,708.7 |
|
0.500 |
10,682.3 |
|
0.382 |
10,655.8 |
|
LOW |
10,570.0 |
|
0.618 |
10,431.3 |
|
1.000 |
10,345.5 |
|
1.618 |
10,206.8 |
|
2.618 |
9,982.3 |
|
4.250 |
9,615.9 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,682.3 |
10,553.9 |
| PP |
10,664.5 |
10,478.8 |
| S1 |
10,646.8 |
10,403.8 |
|