| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,129.00 |
2,138.00 |
9.00 |
0.4% |
2,120.00 |
| High |
2,143.25 |
2,166.75 |
23.50 |
1.1% |
2,130.50 |
| Low |
2,119.00 |
2,028.50 |
-90.50 |
-4.3% |
2,078.75 |
| Close |
2,135.50 |
2,160.25 |
24.75 |
1.2% |
2,080.00 |
| Range |
24.25 |
138.25 |
114.00 |
470.1% |
51.75 |
| ATR |
22.49 |
30.76 |
8.27 |
36.8% |
0.00 |
| Volume |
1,751,369 |
5,280,237 |
3,528,868 |
201.5% |
9,516,989 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.25 |
2,485.00 |
2,236.25 |
|
| R3 |
2,395.00 |
2,346.75 |
2,198.25 |
|
| R2 |
2,256.75 |
2,256.75 |
2,185.50 |
|
| R1 |
2,208.50 |
2,208.50 |
2,173.00 |
2,232.50 |
| PP |
2,118.50 |
2,118.50 |
2,118.50 |
2,130.50 |
| S1 |
2,070.25 |
2,070.25 |
2,147.50 |
2,094.50 |
| S2 |
1,980.25 |
1,980.25 |
2,135.00 |
|
| S3 |
1,842.00 |
1,932.00 |
2,122.25 |
|
| S4 |
1,703.75 |
1,793.75 |
2,084.25 |
|
|
| 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 |
2,166.75 |
2,028.50 |
138.25 |
6.4% |
45.00 |
2.1% |
95% |
True |
True |
2,533,595 |
| 10 |
2,166.75 |
2,028.50 |
138.25 |
6.4% |
34.25 |
1.6% |
95% |
True |
True |
2,249,688 |
| 20 |
2,166.75 |
2,028.50 |
138.25 |
6.4% |
25.75 |
1.2% |
95% |
True |
True |
1,832,564 |
| 40 |
2,172.75 |
2,028.50 |
144.25 |
6.7% |
23.75 |
1.1% |
91% |
False |
True |
1,769,701 |
| 60 |
2,184.25 |
2,028.50 |
155.75 |
7.2% |
22.75 |
1.1% |
85% |
False |
True |
1,409,530 |
| 80 |
2,184.25 |
2,028.50 |
155.75 |
7.2% |
20.75 |
1.0% |
85% |
False |
True |
1,058,231 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
22.50 |
1.0% |
89% |
False |
False |
847,210 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
21.75 |
1.0% |
89% |
False |
False |
706,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,754.25 |
|
2.618 |
2,528.75 |
|
1.618 |
2,390.50 |
|
1.000 |
2,305.00 |
|
0.618 |
2,252.25 |
|
HIGH |
2,166.75 |
|
0.618 |
2,114.00 |
|
0.500 |
2,097.50 |
|
0.382 |
2,081.25 |
|
LOW |
2,028.50 |
|
0.618 |
1,943.00 |
|
1.000 |
1,890.25 |
|
1.618 |
1,804.75 |
|
2.618 |
1,666.50 |
|
4.250 |
1,441.00 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,139.50 |
2,139.50 |
| PP |
2,118.50 |
2,118.50 |
| S1 |
2,097.50 |
2,097.50 |
|