| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,138.00 |
2,159.50 |
21.50 |
1.0% |
2,120.00 |
| High |
2,166.75 |
2,180.50 |
13.75 |
0.6% |
2,130.50 |
| Low |
2,028.50 |
2,147.75 |
119.25 |
5.9% |
2,078.75 |
| Close |
2,160.25 |
2,167.25 |
7.00 |
0.3% |
2,080.00 |
| Range |
138.25 |
32.75 |
-105.50 |
-76.3% |
51.75 |
| ATR |
30.76 |
30.90 |
0.14 |
0.5% |
0.00 |
| Volume |
5,280,237 |
3,132,340 |
-2,147,897 |
-40.7% |
9,516,989 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.50 |
2,248.00 |
2,185.25 |
|
| R3 |
2,230.75 |
2,215.25 |
2,176.25 |
|
| R2 |
2,198.00 |
2,198.00 |
2,173.25 |
|
| R1 |
2,182.50 |
2,182.50 |
2,170.25 |
2,190.25 |
| PP |
2,165.25 |
2,165.25 |
2,165.25 |
2,169.00 |
| S1 |
2,149.75 |
2,149.75 |
2,164.25 |
2,157.50 |
| S2 |
2,132.50 |
2,132.50 |
2,161.25 |
|
| S3 |
2,099.75 |
2,117.00 |
2,158.25 |
|
| S4 |
2,067.00 |
2,084.25 |
2,149.25 |
|
|
| 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 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
47.75 |
2.2% |
91% |
True |
False |
2,800,965 |
| 10 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
35.50 |
1.6% |
91% |
True |
False |
2,383,386 |
| 20 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
26.00 |
1.2% |
91% |
True |
False |
1,879,424 |
| 40 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
23.75 |
1.1% |
91% |
True |
False |
1,790,477 |
| 60 |
2,184.25 |
2,028.50 |
155.75 |
7.2% |
23.00 |
1.1% |
89% |
False |
False |
1,461,582 |
| 80 |
2,184.25 |
2,028.50 |
155.75 |
7.2% |
21.00 |
1.0% |
89% |
False |
False |
1,097,313 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
22.75 |
1.1% |
92% |
False |
False |
878,514 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
22.00 |
1.0% |
92% |
False |
False |
732,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,319.75 |
|
2.618 |
2,266.25 |
|
1.618 |
2,233.50 |
|
1.000 |
2,213.25 |
|
0.618 |
2,200.75 |
|
HIGH |
2,180.50 |
|
0.618 |
2,168.00 |
|
0.500 |
2,164.00 |
|
0.382 |
2,160.25 |
|
LOW |
2,147.75 |
|
0.618 |
2,127.50 |
|
1.000 |
2,115.00 |
|
1.618 |
2,094.75 |
|
2.618 |
2,062.00 |
|
4.250 |
2,008.50 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,166.25 |
2,146.25 |
| PP |
2,165.25 |
2,125.50 |
| S1 |
2,164.00 |
2,104.50 |
|