| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,123.50 |
2,102.25 |
-21.25 |
-1.0% |
2,137.00 |
| High |
2,129.50 |
2,106.50 |
-23.00 |
-1.1% |
2,149.75 |
| Low |
2,091.00 |
2,087.25 |
-3.75 |
-0.2% |
2,112.50 |
| Close |
2,103.75 |
2,092.25 |
-11.50 |
-0.5% |
2,123.75 |
| Range |
38.50 |
19.25 |
-19.25 |
-50.0% |
37.25 |
| ATR |
20.75 |
20.64 |
-0.11 |
-0.5% |
0.00 |
| Volume |
2,257,062 |
2,013,595 |
-243,467 |
-10.8% |
7,943,980 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.00 |
2,142.00 |
2,102.75 |
|
| R3 |
2,133.75 |
2,122.75 |
2,097.50 |
|
| R2 |
2,114.50 |
2,114.50 |
2,095.75 |
|
| R1 |
2,103.50 |
2,103.50 |
2,094.00 |
2,099.50 |
| PP |
2,095.25 |
2,095.25 |
2,095.25 |
2,093.25 |
| S1 |
2,084.25 |
2,084.25 |
2,090.50 |
2,080.00 |
| S2 |
2,076.00 |
2,076.00 |
2,088.75 |
|
| S3 |
2,056.75 |
2,065.00 |
2,087.00 |
|
| S4 |
2,037.50 |
2,045.75 |
2,081.75 |
|
|
| 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 |
2,087.25 |
56.50 |
2.7% |
23.50 |
1.1% |
9% |
False |
True |
1,965,781 |
| 10 |
2,149.75 |
2,087.25 |
62.50 |
3.0% |
19.50 |
0.9% |
8% |
False |
True |
1,660,728 |
| 20 |
2,163.50 |
2,087.25 |
76.25 |
3.6% |
19.75 |
0.9% |
7% |
False |
True |
1,591,510 |
| 40 |
2,182.75 |
2,087.25 |
95.50 |
4.6% |
23.00 |
1.1% |
5% |
False |
True |
1,785,064 |
| 60 |
2,184.25 |
2,087.25 |
97.00 |
4.6% |
20.00 |
1.0% |
5% |
False |
True |
1,198,742 |
| 80 |
2,184.25 |
2,087.25 |
97.00 |
4.6% |
18.75 |
0.9% |
5% |
False |
True |
899,992 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.1% |
21.50 |
1.0% |
57% |
False |
False |
720,610 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.1% |
21.00 |
1.0% |
57% |
False |
False |
600,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,188.25 |
|
2.618 |
2,157.00 |
|
1.618 |
2,137.75 |
|
1.000 |
2,125.75 |
|
0.618 |
2,118.50 |
|
HIGH |
2,106.50 |
|
0.618 |
2,099.25 |
|
0.500 |
2,097.00 |
|
0.382 |
2,094.50 |
|
LOW |
2,087.25 |
|
0.618 |
2,075.25 |
|
1.000 |
2,068.00 |
|
1.618 |
2,056.00 |
|
2.618 |
2,036.75 |
|
4.250 |
2,005.50 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.00 |
2,109.00 |
| PP |
2,095.25 |
2,103.25 |
| S1 |
2,093.75 |
2,097.75 |
|