| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,127.25 |
2,120.00 |
-7.25 |
-0.3% |
2,137.00 |
| High |
2,135.25 |
2,130.50 |
-4.75 |
-0.2% |
2,149.75 |
| Low |
2,112.50 |
2,114.75 |
2.25 |
0.1% |
2,112.50 |
| Close |
2,123.75 |
2,120.00 |
-3.75 |
-0.2% |
2,123.75 |
| Range |
22.75 |
15.75 |
-7.00 |
-30.8% |
37.25 |
| ATR |
19.67 |
19.39 |
-0.28 |
-1.4% |
0.00 |
| Volume |
2,391,182 |
1,371,713 |
-1,019,469 |
-42.6% |
7,943,980 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.00 |
2,160.25 |
2,128.75 |
|
| R3 |
2,153.25 |
2,144.50 |
2,124.25 |
|
| R2 |
2,137.50 |
2,137.50 |
2,123.00 |
|
| R1 |
2,128.75 |
2,128.75 |
2,121.50 |
2,128.00 |
| PP |
2,121.75 |
2,121.75 |
2,121.75 |
2,121.25 |
| S1 |
2,113.00 |
2,113.00 |
2,118.50 |
2,112.00 |
| S2 |
2,106.00 |
2,106.00 |
2,117.00 |
|
| S3 |
2,090.25 |
2,097.25 |
2,115.75 |
|
| S4 |
2,074.50 |
2,081.50 |
2,111.25 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.50 |
2,219.25 |
2,144.25 |
|
| R3 |
2,203.25 |
2,182.00 |
2,134.00 |
|
| R2 |
2,166.00 |
2,166.00 |
2,130.50 |
|
| R1 |
2,144.75 |
2,144.75 |
2,127.25 |
2,136.75 |
| PP |
2,128.75 |
2,128.75 |
2,128.75 |
2,124.50 |
| S1 |
2,107.50 |
2,107.50 |
2,120.25 |
2,099.50 |
| S2 |
2,091.50 |
2,091.50 |
2,117.00 |
|
| S3 |
2,054.25 |
2,070.25 |
2,113.50 |
|
| S4 |
2,017.00 |
2,033.00 |
2,103.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,149.75 |
2,112.50 |
37.25 |
1.8% |
18.00 |
0.8% |
20% |
False |
False |
1,660,980 |
| 10 |
2,149.75 |
2,112.50 |
37.25 |
1.8% |
17.25 |
0.8% |
20% |
False |
False |
1,442,442 |
| 20 |
2,163.50 |
2,107.75 |
55.75 |
2.6% |
19.00 |
0.9% |
22% |
False |
False |
1,553,628 |
| 40 |
2,182.75 |
2,100.25 |
82.50 |
3.9% |
22.00 |
1.0% |
24% |
False |
False |
1,685,965 |
| 60 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
19.25 |
0.9% |
24% |
False |
False |
1,127,668 |
| 80 |
2,184.25 |
2,100.25 |
84.00 |
4.0% |
18.50 |
0.9% |
24% |
False |
False |
846,694 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
70% |
False |
False |
677,911 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.00 |
1.0% |
70% |
False |
False |
564,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.50 |
|
2.618 |
2,171.75 |
|
1.618 |
2,156.00 |
|
1.000 |
2,146.25 |
|
0.618 |
2,140.25 |
|
HIGH |
2,130.50 |
|
0.618 |
2,124.50 |
|
0.500 |
2,122.50 |
|
0.382 |
2,120.75 |
|
LOW |
2,114.75 |
|
0.618 |
2,105.00 |
|
1.000 |
2,099.00 |
|
1.618 |
2,089.25 |
|
2.618 |
2,073.50 |
|
4.250 |
2,047.75 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,122.50 |
2,128.00 |
| PP |
2,121.75 |
2,125.50 |
| S1 |
2,121.00 |
2,122.75 |
|