| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,686.0 |
10,672.0 |
-14.0 |
-0.1% |
10,439.0 |
| High |
10,794.5 |
10,709.5 |
-85.0 |
-0.8% |
10,794.5 |
| Low |
10,570.0 |
10,581.5 |
11.5 |
0.1% |
10,013.0 |
| Close |
10,629.0 |
10,657.0 |
28.0 |
0.3% |
10,657.0 |
| Range |
224.5 |
128.0 |
-96.5 |
-43.0% |
781.5 |
| ATR |
191.7 |
187.1 |
-4.5 |
-2.4% |
0.0 |
| Volume |
111,214 |
112,630 |
1,416 |
1.3% |
673,328 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,033.3 |
10,973.2 |
10,727.4 |
|
| R3 |
10,905.3 |
10,845.2 |
10,692.2 |
|
| R2 |
10,777.3 |
10,777.3 |
10,680.5 |
|
| R1 |
10,717.2 |
10,717.2 |
10,668.7 |
10,683.3 |
| PP |
10,649.3 |
10,649.3 |
10,649.3 |
10,632.4 |
| S1 |
10,589.2 |
10,589.2 |
10,645.3 |
10,555.3 |
| S2 |
10,521.3 |
10,521.3 |
10,633.5 |
|
| S3 |
10,393.3 |
10,461.2 |
10,621.8 |
|
| S4 |
10,265.3 |
10,333.2 |
10,586.6 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,832.7 |
12,526.3 |
11,086.8 |
|
| R3 |
12,051.2 |
11,744.8 |
10,871.9 |
|
| R2 |
11,269.7 |
11,269.7 |
10,800.3 |
|
| R1 |
10,963.3 |
10,963.3 |
10,728.6 |
11,116.5 |
| PP |
10,488.2 |
10,488.2 |
10,488.2 |
10,564.8 |
| S1 |
10,181.8 |
10,181.8 |
10,585.4 |
10,335.0 |
| S2 |
9,706.7 |
9,706.7 |
10,513.7 |
|
| S3 |
8,925.2 |
9,400.3 |
10,442.1 |
|
| S4 |
8,143.7 |
8,618.8 |
10,227.2 |
|
|
| 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 |
7.3% |
250.9 |
2.4% |
82% |
False |
False |
134,665 |
| 10 |
10,794.5 |
10,013.0 |
781.5 |
7.3% |
198.4 |
1.9% |
82% |
False |
False |
121,179 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
157.1 |
1.5% |
79% |
False |
False |
101,789 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
162.2 |
1.5% |
79% |
False |
False |
101,770 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
157.3 |
1.5% |
79% |
False |
False |
74,039 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
145.4 |
1.4% |
79% |
False |
False |
55,570 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
152.9 |
1.4% |
90% |
False |
False |
44,490 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
143.3 |
1.3% |
90% |
False |
False |
37,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,253.5 |
|
2.618 |
11,044.6 |
|
1.618 |
10,916.6 |
|
1.000 |
10,837.5 |
|
0.618 |
10,788.6 |
|
HIGH |
10,709.5 |
|
0.618 |
10,660.6 |
|
0.500 |
10,645.5 |
|
0.382 |
10,630.4 |
|
LOW |
10,581.5 |
|
0.618 |
10,502.4 |
|
1.000 |
10,453.5 |
|
1.618 |
10,374.4 |
|
2.618 |
10,246.4 |
|
4.250 |
10,037.5 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,653.2 |
10,572.6 |
| PP |
10,649.3 |
10,488.2 |
| S1 |
10,645.5 |
10,403.8 |
|