| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,088.25 |
2,084.00 |
-4.25 |
-0.2% |
2,120.00 |
| High |
2,098.75 |
2,094.25 |
-4.50 |
-0.2% |
2,130.50 |
| Low |
2,079.75 |
2,078.75 |
-1.00 |
0.0% |
2,078.75 |
| Close |
2,083.50 |
2,080.00 |
-3.50 |
-0.2% |
2,080.00 |
| Range |
19.00 |
15.50 |
-3.50 |
-18.4% |
51.75 |
| ATR |
20.53 |
20.17 |
-0.36 |
-1.7% |
0.00 |
| Volume |
1,795,490 |
2,079,129 |
283,639 |
15.8% |
9,516,989 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.75 |
2,121.00 |
2,088.50 |
|
| R3 |
2,115.25 |
2,105.50 |
2,084.25 |
|
| R2 |
2,099.75 |
2,099.75 |
2,082.75 |
|
| R1 |
2,090.00 |
2,090.00 |
2,081.50 |
2,087.00 |
| PP |
2,084.25 |
2,084.25 |
2,084.25 |
2,083.00 |
| S1 |
2,074.50 |
2,074.50 |
2,078.50 |
2,071.50 |
| S2 |
2,068.75 |
2,068.75 |
2,077.25 |
|
| S3 |
2,053.25 |
2,059.00 |
2,075.75 |
|
| S4 |
2,037.75 |
2,043.50 |
2,071.50 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,251.75 |
2,217.50 |
2,108.50 |
|
| R3 |
2,200.00 |
2,165.75 |
2,094.25 |
|
| R2 |
2,148.25 |
2,148.25 |
2,089.50 |
|
| R1 |
2,114.00 |
2,114.00 |
2,084.75 |
2,105.25 |
| PP |
2,096.50 |
2,096.50 |
2,096.50 |
2,092.00 |
| S1 |
2,062.25 |
2,062.25 |
2,075.25 |
2,053.50 |
| S2 |
2,044.75 |
2,044.75 |
2,070.50 |
|
| S3 |
1,993.00 |
2,010.50 |
2,065.75 |
|
| S4 |
1,941.25 |
1,958.75 |
2,051.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,130.50 |
2,078.75 |
51.75 |
2.5% |
21.50 |
1.0% |
2% |
False |
True |
1,903,397 |
| 10 |
2,149.75 |
2,078.75 |
71.00 |
3.4% |
19.50 |
0.9% |
2% |
False |
True |
1,746,096 |
| 20 |
2,163.50 |
2,078.75 |
84.75 |
4.1% |
19.50 |
0.9% |
1% |
False |
True |
1,626,878 |
| 40 |
2,172.75 |
2,078.75 |
94.00 |
4.5% |
22.00 |
1.1% |
1% |
False |
True |
1,789,814 |
| 60 |
2,184.25 |
2,078.75 |
105.50 |
5.1% |
20.00 |
1.0% |
1% |
False |
True |
1,263,160 |
| 80 |
2,184.25 |
2,078.75 |
105.50 |
5.1% |
18.75 |
0.9% |
1% |
False |
True |
948,374 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.2% |
21.50 |
1.0% |
51% |
False |
False |
759,342 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.2% |
20.75 |
1.0% |
51% |
False |
False |
632,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.00 |
|
2.618 |
2,134.75 |
|
1.618 |
2,119.25 |
|
1.000 |
2,109.75 |
|
0.618 |
2,103.75 |
|
HIGH |
2,094.25 |
|
0.618 |
2,088.25 |
|
0.500 |
2,086.50 |
|
0.382 |
2,084.75 |
|
LOW |
2,078.75 |
|
0.618 |
2,069.25 |
|
1.000 |
2,063.25 |
|
1.618 |
2,053.75 |
|
2.618 |
2,038.25 |
|
4.250 |
2,013.00 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.50 |
2,092.50 |
| PP |
2,084.25 |
2,088.50 |
| S1 |
2,082.25 |
2,084.25 |
|