| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,062.0 |
3,069.0 |
7.0 |
0.2% |
3,073.0 |
| High |
3,066.0 |
3,073.0 |
7.0 |
0.2% |
3,102.0 |
| Low |
3,042.0 |
2,993.0 |
-49.0 |
-1.6% |
3,043.0 |
| Close |
3,053.0 |
3,011.0 |
-42.0 |
-1.4% |
3,070.0 |
| Range |
24.0 |
80.0 |
56.0 |
233.3% |
59.0 |
| ATR |
39.5 |
42.4 |
2.9 |
7.3% |
0.0 |
| Volume |
1,174,198 |
1,233,742 |
59,544 |
5.1% |
4,539,157 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,265.7 |
3,218.3 |
3,055.0 |
|
| R3 |
3,185.7 |
3,138.3 |
3,033.0 |
|
| R2 |
3,105.7 |
3,105.7 |
3,025.7 |
|
| R1 |
3,058.3 |
3,058.3 |
3,018.3 |
3,042.0 |
| PP |
3,025.7 |
3,025.7 |
3,025.7 |
3,017.5 |
| S1 |
2,978.3 |
2,978.3 |
3,003.7 |
2,962.0 |
| S2 |
2,945.7 |
2,945.7 |
2,996.3 |
|
| S3 |
2,865.7 |
2,898.3 |
2,989.0 |
|
| S4 |
2,785.7 |
2,818.3 |
2,967.0 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,218.3 |
3,102.5 |
|
| R3 |
3,189.7 |
3,159.3 |
3,086.2 |
|
| R2 |
3,130.7 |
3,130.7 |
3,080.8 |
|
| R1 |
3,100.3 |
3,100.3 |
3,075.4 |
3,086.0 |
| PP |
3,071.7 |
3,071.7 |
3,071.7 |
3,064.5 |
| S1 |
3,041.3 |
3,041.3 |
3,064.6 |
3,027.0 |
| S2 |
3,012.7 |
3,012.7 |
3,059.2 |
|
| S3 |
2,953.7 |
2,982.3 |
3,053.8 |
|
| S4 |
2,894.7 |
2,923.3 |
3,037.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,090.0 |
2,993.0 |
97.0 |
3.2% |
39.8 |
1.3% |
19% |
False |
True |
1,063,032 |
| 10 |
3,102.0 |
2,993.0 |
109.0 |
3.6% |
35.2 |
1.2% |
17% |
False |
True |
959,369 |
| 20 |
3,102.0 |
2,944.0 |
158.0 |
5.2% |
37.4 |
1.2% |
42% |
False |
False |
947,134 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.4% |
43.9 |
1.5% |
53% |
False |
False |
1,020,006 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.4% |
41.1 |
1.4% |
53% |
False |
False |
690,263 |
| 80 |
3,102.0 |
2,855.0 |
247.0 |
8.2% |
40.2 |
1.3% |
63% |
False |
False |
518,805 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
43.9 |
1.5% |
80% |
False |
False |
417,478 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
40.1 |
1.3% |
80% |
False |
False |
348,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,413.0 |
|
2.618 |
3,282.4 |
|
1.618 |
3,202.4 |
|
1.000 |
3,153.0 |
|
0.618 |
3,122.4 |
|
HIGH |
3,073.0 |
|
0.618 |
3,042.4 |
|
0.500 |
3,033.0 |
|
0.382 |
3,023.6 |
|
LOW |
2,993.0 |
|
0.618 |
2,943.6 |
|
1.000 |
2,913.0 |
|
1.618 |
2,863.6 |
|
2.618 |
2,783.6 |
|
4.250 |
2,653.0 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.0 |
3,034.5 |
| PP |
3,025.7 |
3,026.7 |
| S1 |
3,018.3 |
3,018.8 |
|