| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,992.0 |
2,975.0 |
-17.0 |
-0.6% |
3,073.0 |
| High |
2,999.0 |
2,995.0 |
-4.0 |
-0.1% |
3,102.0 |
| Low |
2,962.0 |
2,956.0 |
-6.0 |
-0.2% |
3,043.0 |
| Close |
2,976.0 |
2,968.0 |
-8.0 |
-0.3% |
3,070.0 |
| Range |
37.0 |
39.0 |
2.0 |
5.4% |
59.0 |
| ATR |
42.9 |
42.6 |
-0.3 |
-0.7% |
0.0 |
| Volume |
1,071,334 |
1,214,089 |
142,755 |
13.3% |
4,539,157 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,068.0 |
2,989.5 |
|
| R3 |
3,051.0 |
3,029.0 |
2,978.7 |
|
| R2 |
3,012.0 |
3,012.0 |
2,975.2 |
|
| R1 |
2,990.0 |
2,990.0 |
2,971.6 |
2,981.5 |
| PP |
2,973.0 |
2,973.0 |
2,973.0 |
2,968.8 |
| S1 |
2,951.0 |
2,951.0 |
2,964.4 |
2,942.5 |
| S2 |
2,934.0 |
2,934.0 |
2,960.9 |
|
| S3 |
2,895.0 |
2,912.0 |
2,957.3 |
|
| S4 |
2,856.0 |
2,873.0 |
2,946.6 |
|
|
| 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 |
3,076.0 |
2,956.0 |
120.0 |
4.0% |
42.6 |
1.4% |
10% |
False |
True |
1,106,116 |
| 10 |
3,102.0 |
2,956.0 |
146.0 |
4.9% |
35.8 |
1.2% |
8% |
False |
True |
1,000,131 |
| 20 |
3,102.0 |
2,944.0 |
158.0 |
5.3% |
37.6 |
1.3% |
15% |
False |
False |
950,343 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.5% |
43.5 |
1.5% |
31% |
False |
False |
1,055,721 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.5% |
41.3 |
1.4% |
31% |
False |
False |
728,311 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.7% |
40.0 |
1.3% |
41% |
False |
False |
546,714 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.3% |
44.0 |
1.5% |
70% |
False |
False |
440,216 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.3% |
39.9 |
1.3% |
70% |
False |
False |
367,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.8 |
|
2.618 |
3,097.1 |
|
1.618 |
3,058.1 |
|
1.000 |
3,034.0 |
|
0.618 |
3,019.1 |
|
HIGH |
2,995.0 |
|
0.618 |
2,980.1 |
|
0.500 |
2,975.5 |
|
0.382 |
2,970.9 |
|
LOW |
2,956.0 |
|
0.618 |
2,931.9 |
|
1.000 |
2,917.0 |
|
1.618 |
2,892.9 |
|
2.618 |
2,853.9 |
|
4.250 |
2,790.3 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.5 |
3,014.5 |
| PP |
2,973.0 |
2,999.0 |
| S1 |
2,970.5 |
2,983.5 |
|