| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,120.00 |
2,123.50 |
3.50 |
0.2% |
2,137.00 |
| High |
2,130.50 |
2,129.50 |
-1.00 |
0.0% |
2,149.75 |
| Low |
2,114.75 |
2,091.00 |
-23.75 |
-1.1% |
2,112.50 |
| Close |
2,120.00 |
2,103.75 |
-16.25 |
-0.8% |
2,123.75 |
| Range |
15.75 |
38.50 |
22.75 |
144.4% |
37.25 |
| ATR |
19.39 |
20.75 |
1.37 |
7.0% |
0.00 |
| Volume |
1,371,713 |
2,257,062 |
885,349 |
64.5% |
7,943,980 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.50 |
2,202.25 |
2,125.00 |
|
| R3 |
2,185.00 |
2,163.75 |
2,114.25 |
|
| R2 |
2,146.50 |
2,146.50 |
2,110.75 |
|
| R1 |
2,125.25 |
2,125.25 |
2,107.25 |
2,116.50 |
| PP |
2,108.00 |
2,108.00 |
2,108.00 |
2,103.75 |
| S1 |
2,086.75 |
2,086.75 |
2,100.25 |
2,078.00 |
| S2 |
2,069.50 |
2,069.50 |
2,096.75 |
|
| S3 |
2,031.00 |
2,048.25 |
2,093.25 |
|
| S4 |
1,992.50 |
2,009.75 |
2,082.50 |
|
|
| 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 |
2,143.75 |
2,091.00 |
52.75 |
2.5% |
22.75 |
1.1% |
24% |
False |
True |
1,872,751 |
| 10 |
2,149.75 |
2,091.00 |
58.75 |
2.8% |
19.00 |
0.9% |
22% |
False |
True |
1,554,216 |
| 20 |
2,163.50 |
2,091.00 |
72.50 |
3.4% |
19.50 |
0.9% |
18% |
False |
True |
1,559,309 |
| 40 |
2,182.75 |
2,091.00 |
91.75 |
4.4% |
22.75 |
1.1% |
14% |
False |
True |
1,739,229 |
| 60 |
2,184.25 |
2,091.00 |
93.25 |
4.4% |
19.75 |
0.9% |
14% |
False |
True |
1,165,213 |
| 80 |
2,184.25 |
2,091.00 |
93.25 |
4.4% |
18.75 |
0.9% |
14% |
False |
True |
874,870 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.1% |
21.50 |
1.0% |
62% |
False |
False |
700,478 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.1% |
21.00 |
1.0% |
62% |
False |
False |
583,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,293.00 |
|
2.618 |
2,230.25 |
|
1.618 |
2,191.75 |
|
1.000 |
2,168.00 |
|
0.618 |
2,153.25 |
|
HIGH |
2,129.50 |
|
0.618 |
2,114.75 |
|
0.500 |
2,110.25 |
|
0.382 |
2,105.75 |
|
LOW |
2,091.00 |
|
0.618 |
2,067.25 |
|
1.000 |
2,052.50 |
|
1.618 |
2,028.75 |
|
2.618 |
1,990.25 |
|
4.250 |
1,927.50 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.25 |
2,113.00 |
| PP |
2,108.00 |
2,110.00 |
| S1 |
2,106.00 |
2,107.00 |
|