| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,084.00 |
2,106.00 |
22.00 |
1.1% |
2,120.00 |
| High |
2,094.25 |
2,130.75 |
36.50 |
1.7% |
2,130.50 |
| Low |
2,078.75 |
2,102.75 |
24.00 |
1.2% |
2,078.75 |
| Close |
2,080.00 |
2,129.00 |
49.00 |
2.4% |
2,080.00 |
| Range |
15.50 |
28.00 |
12.50 |
80.6% |
51.75 |
| ATR |
20.17 |
22.35 |
2.18 |
10.8% |
0.00 |
| Volume |
2,079,129 |
1,761,750 |
-317,379 |
-15.3% |
9,516,989 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.75 |
2,195.00 |
2,144.50 |
|
| R3 |
2,176.75 |
2,167.00 |
2,136.75 |
|
| R2 |
2,148.75 |
2,148.75 |
2,134.25 |
|
| R1 |
2,139.00 |
2,139.00 |
2,131.50 |
2,144.00 |
| PP |
2,120.75 |
2,120.75 |
2,120.75 |
2,123.25 |
| S1 |
2,111.00 |
2,111.00 |
2,126.50 |
2,116.00 |
| S2 |
2,092.75 |
2,092.75 |
2,123.75 |
|
| S3 |
2,064.75 |
2,083.00 |
2,121.25 |
|
| S4 |
2,036.75 |
2,055.00 |
2,113.50 |
|
|
| 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 |
2,130.75 |
2,078.75 |
52.00 |
2.4% |
24.00 |
1.1% |
97% |
True |
False |
1,981,405 |
| 10 |
2,149.75 |
2,078.75 |
71.00 |
3.3% |
21.00 |
1.0% |
71% |
False |
False |
1,821,192 |
| 20 |
2,160.75 |
2,078.75 |
82.00 |
3.9% |
20.25 |
1.0% |
61% |
False |
False |
1,667,322 |
| 40 |
2,172.75 |
2,078.75 |
94.00 |
4.4% |
21.25 |
1.0% |
53% |
False |
False |
1,750,676 |
| 60 |
2,184.25 |
2,078.75 |
105.50 |
5.0% |
20.50 |
1.0% |
48% |
False |
False |
1,292,493 |
| 80 |
2,184.25 |
2,078.75 |
105.50 |
5.0% |
18.75 |
0.9% |
48% |
False |
False |
970,368 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
21.25 |
1.0% |
74% |
False |
False |
776,946 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
10.0% |
20.75 |
1.0% |
74% |
False |
False |
647,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.75 |
|
2.618 |
2,204.00 |
|
1.618 |
2,176.00 |
|
1.000 |
2,158.75 |
|
0.618 |
2,148.00 |
|
HIGH |
2,130.75 |
|
0.618 |
2,120.00 |
|
0.500 |
2,116.75 |
|
0.382 |
2,113.50 |
|
LOW |
2,102.75 |
|
0.618 |
2,085.50 |
|
1.000 |
2,074.75 |
|
1.618 |
2,057.50 |
|
2.618 |
2,029.50 |
|
4.250 |
1,983.75 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,125.00 |
2,121.00 |
| PP |
2,120.75 |
2,112.75 |
| S1 |
2,116.75 |
2,104.75 |
|