| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,106.00 |
2,129.00 |
23.00 |
1.1% |
2,120.00 |
| High |
2,130.75 |
2,143.25 |
12.50 |
0.6% |
2,130.50 |
| Low |
2,102.75 |
2,119.00 |
16.25 |
0.8% |
2,078.75 |
| Close |
2,129.00 |
2,135.50 |
6.50 |
0.3% |
2,080.00 |
| Range |
28.00 |
24.25 |
-3.75 |
-13.4% |
51.75 |
| ATR |
22.35 |
22.49 |
0.14 |
0.6% |
0.00 |
| Volume |
1,761,750 |
1,751,369 |
-10,381 |
-0.6% |
9,516,989 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.25 |
2,194.75 |
2,148.75 |
|
| R3 |
2,181.00 |
2,170.50 |
2,142.25 |
|
| R2 |
2,156.75 |
2,156.75 |
2,140.00 |
|
| R1 |
2,146.25 |
2,146.25 |
2,137.75 |
2,151.50 |
| PP |
2,132.50 |
2,132.50 |
2,132.50 |
2,135.25 |
| S1 |
2,122.00 |
2,122.00 |
2,133.25 |
2,127.25 |
| S2 |
2,108.25 |
2,108.25 |
2,131.00 |
|
| S3 |
2,084.00 |
2,097.75 |
2,128.75 |
|
| S4 |
2,059.75 |
2,073.50 |
2,122.25 |
|
|
| 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 |
2,143.25 |
2,078.75 |
64.50 |
3.0% |
21.25 |
1.0% |
88% |
True |
False |
1,880,266 |
| 10 |
2,143.75 |
2,078.75 |
65.00 |
3.0% |
22.00 |
1.0% |
87% |
False |
False |
1,876,508 |
| 20 |
2,149.75 |
2,078.75 |
71.00 |
3.3% |
19.50 |
0.9% |
80% |
False |
False |
1,642,703 |
| 40 |
2,172.75 |
2,078.75 |
94.00 |
4.4% |
21.00 |
1.0% |
60% |
False |
False |
1,701,349 |
| 60 |
2,184.25 |
2,078.75 |
105.50 |
4.9% |
20.75 |
1.0% |
54% |
False |
False |
1,321,597 |
| 80 |
2,184.25 |
2,078.75 |
105.50 |
4.9% |
19.00 |
0.9% |
54% |
False |
False |
992,244 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
21.50 |
1.0% |
77% |
False |
False |
794,441 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.9% |
20.75 |
1.0% |
77% |
False |
False |
662,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.25 |
|
2.618 |
2,206.75 |
|
1.618 |
2,182.50 |
|
1.000 |
2,167.50 |
|
0.618 |
2,158.25 |
|
HIGH |
2,143.25 |
|
0.618 |
2,134.00 |
|
0.500 |
2,131.00 |
|
0.382 |
2,128.25 |
|
LOW |
2,119.00 |
|
0.618 |
2,104.00 |
|
1.000 |
2,094.75 |
|
1.618 |
2,079.75 |
|
2.618 |
2,055.50 |
|
4.250 |
2,016.00 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,134.00 |
2,127.25 |
| PP |
2,132.50 |
2,119.25 |
| S1 |
2,131.00 |
2,111.00 |
|