| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1,191.1 |
1,172.1 |
-19.0 |
-1.6% |
1,216.9 |
| High |
1,195.7 |
1,174.4 |
-21.3 |
-1.8% |
1,231.3 |
| Low |
1,166.8 |
1,155.0 |
-11.8 |
-1.0% |
1,178.2 |
| Close |
1,174.1 |
1,158.4 |
-15.7 |
-1.3% |
1,185.9 |
| Range |
28.9 |
19.4 |
-9.5 |
-32.9% |
53.1 |
| ATR |
17.4 |
17.5 |
0.1 |
0.8% |
0.0 |
| Volume |
107,991 |
103,179 |
-4,812 |
-4.5% |
405,704 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.8 |
1,209.0 |
1,169.0 |
|
| R3 |
1,201.5 |
1,189.5 |
1,163.8 |
|
| R2 |
1,182.0 |
1,182.0 |
1,162.0 |
|
| R1 |
1,170.3 |
1,170.3 |
1,160.3 |
1,166.5 |
| PP |
1,162.5 |
1,162.5 |
1,162.5 |
1,160.8 |
| S1 |
1,150.8 |
1,150.8 |
1,156.5 |
1,147.0 |
| S2 |
1,143.3 |
1,143.3 |
1,154.8 |
|
| S3 |
1,123.8 |
1,131.5 |
1,153.0 |
|
| S4 |
1,104.5 |
1,112.0 |
1,147.8 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.8 |
1,325.0 |
1,215.0 |
|
| R3 |
1,304.8 |
1,271.8 |
1,200.5 |
|
| R2 |
1,251.5 |
1,251.5 |
1,195.8 |
|
| R1 |
1,218.8 |
1,218.8 |
1,190.8 |
1,208.5 |
| PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,193.5 |
| S1 |
1,165.8 |
1,165.8 |
1,181.0 |
1,155.5 |
| S2 |
1,145.3 |
1,145.3 |
1,176.3 |
|
| S3 |
1,092.3 |
1,112.5 |
1,171.3 |
|
| S4 |
1,039.3 |
1,059.5 |
1,156.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,207.9 |
1,155.0 |
52.9 |
4.6% |
20.3 |
1.8% |
6% |
False |
True |
96,182 |
| 10 |
1,231.3 |
1,155.0 |
76.3 |
6.6% |
17.8 |
1.5% |
4% |
False |
True |
83,730 |
| 20 |
1,253.1 |
1,155.0 |
98.1 |
8.5% |
17.3 |
1.5% |
3% |
False |
True |
81,578 |
| 40 |
1,261.3 |
1,155.0 |
106.3 |
9.2% |
18.5 |
1.6% |
3% |
False |
True |
92,563 |
| 60 |
1,261.3 |
1,155.0 |
106.3 |
9.2% |
15.5 |
1.3% |
3% |
False |
True |
62,043 |
| 80 |
1,261.3 |
1,155.0 |
106.3 |
9.2% |
13.0 |
1.1% |
3% |
False |
True |
46,533 |
| 100 |
1,261.3 |
1,074.6 |
186.7 |
16.1% |
12.3 |
1.1% |
45% |
False |
False |
37,227 |
| 120 |
1,261.3 |
1,074.6 |
186.7 |
16.1% |
10.5 |
0.9% |
45% |
False |
False |
31,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,256.8 |
|
2.618 |
1,225.3 |
|
1.618 |
1,205.8 |
|
1.000 |
1,193.8 |
|
0.618 |
1,186.5 |
|
HIGH |
1,174.5 |
|
0.618 |
1,167.0 |
|
0.500 |
1,164.8 |
|
0.382 |
1,162.5 |
|
LOW |
1,155.0 |
|
0.618 |
1,143.0 |
|
1.000 |
1,135.5 |
|
1.618 |
1,123.5 |
|
2.618 |
1,104.3 |
|
4.250 |
1,072.5 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,164.8 |
1,175.3 |
| PP |
1,162.5 |
1,169.8 |
| S1 |
1,160.5 |
1,164.0 |
|