| 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 |
3,069.0 |
2,992.0 |
-77.0 |
-2.5% |
3,073.0 |
| High |
3,073.0 |
2,999.0 |
-74.0 |
-2.4% |
3,102.0 |
| Low |
2,993.0 |
2,962.0 |
-31.0 |
-1.0% |
3,043.0 |
| Close |
3,011.0 |
2,976.0 |
-35.0 |
-1.2% |
3,070.0 |
| Range |
80.0 |
37.0 |
-43.0 |
-53.8% |
59.0 |
| ATR |
42.4 |
42.9 |
0.5 |
1.1% |
0.0 |
| Volume |
1,233,742 |
1,071,334 |
-162,408 |
-13.2% |
4,539,157 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,070.0 |
2,996.4 |
|
| R3 |
3,053.0 |
3,033.0 |
2,986.2 |
|
| R2 |
3,016.0 |
3,016.0 |
2,982.8 |
|
| R1 |
2,996.0 |
2,996.0 |
2,979.4 |
2,987.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,974.8 |
| S1 |
2,959.0 |
2,959.0 |
2,972.6 |
2,950.5 |
| S2 |
2,942.0 |
2,942.0 |
2,969.2 |
|
| S3 |
2,905.0 |
2,922.0 |
2,965.8 |
|
| S4 |
2,868.0 |
2,885.0 |
2,955.7 |
|
|
| 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 |
2,962.0 |
128.0 |
4.3% |
41.8 |
1.4% |
11% |
False |
True |
1,080,147 |
| 10 |
3,102.0 |
2,962.0 |
140.0 |
4.7% |
36.2 |
1.2% |
10% |
False |
True |
955,602 |
| 20 |
3,102.0 |
2,944.0 |
158.0 |
5.3% |
37.1 |
1.2% |
20% |
False |
False |
952,152 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.5% |
44.0 |
1.5% |
35% |
False |
False |
1,039,253 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.5% |
40.9 |
1.4% |
35% |
False |
False |
708,082 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.7% |
39.9 |
1.3% |
45% |
False |
False |
531,769 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.2% |
43.9 |
1.5% |
72% |
False |
False |
428,171 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.2% |
39.9 |
1.3% |
72% |
False |
False |
357,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.3 |
|
2.618 |
3,095.9 |
|
1.618 |
3,058.9 |
|
1.000 |
3,036.0 |
|
0.618 |
3,021.9 |
|
HIGH |
2,999.0 |
|
0.618 |
2,984.9 |
|
0.500 |
2,980.5 |
|
0.382 |
2,976.1 |
|
LOW |
2,962.0 |
|
0.618 |
2,939.1 |
|
1.000 |
2,925.0 |
|
1.618 |
2,902.1 |
|
2.618 |
2,865.1 |
|
4.250 |
2,804.8 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.5 |
3,017.5 |
| PP |
2,979.0 |
3,003.7 |
| S1 |
2,977.5 |
2,989.8 |
|