| 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 |
4,709.75 |
4,777.50 |
67.75 |
1.4% |
4,795.25 |
| High |
4,781.75 |
4,822.50 |
40.75 |
0.9% |
4,830.00 |
| Low |
4,709.75 |
4,752.75 |
43.00 |
0.9% |
4,651.25 |
| Close |
4,775.75 |
4,802.25 |
26.50 |
0.6% |
4,657.75 |
| Range |
72.00 |
69.75 |
-2.25 |
-3.1% |
178.75 |
| ATR |
59.59 |
60.32 |
0.73 |
1.2% |
0.00 |
| Volume |
223,773 |
219,987 |
-3,786 |
-1.7% |
1,351,935 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,001.75 |
4,971.75 |
4,840.50 |
|
| R3 |
4,932.00 |
4,902.00 |
4,821.50 |
|
| R2 |
4,862.25 |
4,862.25 |
4,815.00 |
|
| R1 |
4,832.25 |
4,832.25 |
4,808.75 |
4,847.25 |
| PP |
4,792.50 |
4,792.50 |
4,792.50 |
4,800.00 |
| S1 |
4,762.50 |
4,762.50 |
4,795.75 |
4,777.50 |
| S2 |
4,722.75 |
4,722.75 |
4,789.50 |
|
| S3 |
4,653.00 |
4,692.75 |
4,783.00 |
|
| S4 |
4,583.25 |
4,623.00 |
4,764.00 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,249.25 |
5,132.25 |
4,756.00 |
|
| R3 |
5,070.50 |
4,953.50 |
4,707.00 |
|
| R2 |
4,891.75 |
4,891.75 |
4,690.50 |
|
| R1 |
4,774.75 |
4,774.75 |
4,674.25 |
4,744.00 |
| PP |
4,713.00 |
4,713.00 |
4,713.00 |
4,697.50 |
| S1 |
4,596.00 |
4,596.00 |
4,641.25 |
4,565.00 |
| S2 |
4,534.25 |
4,534.25 |
4,625.00 |
|
| S3 |
4,355.50 |
4,417.25 |
4,608.50 |
|
| S4 |
4,176.75 |
4,238.50 |
4,559.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,822.50 |
4,651.25 |
171.25 |
3.6% |
61.50 |
1.3% |
88% |
True |
False |
257,744 |
| 10 |
4,881.75 |
4,651.25 |
230.50 |
4.8% |
62.25 |
1.3% |
66% |
False |
False |
261,629 |
| 20 |
4,919.50 |
4,651.25 |
268.25 |
5.6% |
54.50 |
1.1% |
56% |
False |
False |
236,195 |
| 40 |
4,919.50 |
4,651.25 |
268.25 |
5.6% |
53.75 |
1.1% |
56% |
False |
False |
240,203 |
| 60 |
4,919.50 |
4,625.25 |
294.25 |
6.1% |
51.75 |
1.1% |
60% |
False |
False |
183,611 |
| 80 |
4,919.50 |
4,580.25 |
339.25 |
7.1% |
47.50 |
1.0% |
65% |
False |
False |
137,752 |
| 100 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
51.50 |
1.1% |
84% |
False |
False |
110,213 |
| 120 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
47.25 |
1.0% |
84% |
False |
False |
91,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,119.00 |
|
2.618 |
5,005.00 |
|
1.618 |
4,935.25 |
|
1.000 |
4,892.25 |
|
0.618 |
4,865.50 |
|
HIGH |
4,822.50 |
|
0.618 |
4,795.75 |
|
0.500 |
4,787.50 |
|
0.382 |
4,779.50 |
|
LOW |
4,752.75 |
|
0.618 |
4,709.75 |
|
1.000 |
4,683.00 |
|
1.618 |
4,640.00 |
|
2.618 |
4,570.25 |
|
4.250 |
4,456.25 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,797.50 |
4,780.50 |
| PP |
4,792.50 |
4,758.75 |
| S1 |
4,787.50 |
4,737.00 |
|