| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,975.0 |
2,965.0 |
-10.0 |
-0.3% |
3,062.0 |
| High |
2,995.0 |
2,967.0 |
-28.0 |
-0.9% |
3,073.0 |
| Low |
2,956.0 |
2,928.0 |
-28.0 |
-0.9% |
2,928.0 |
| Close |
2,968.0 |
2,949.0 |
-19.0 |
-0.6% |
2,949.0 |
| Range |
39.0 |
39.0 |
0.0 |
0.0% |
145.0 |
| ATR |
42.6 |
42.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
1,214,089 |
1,004,573 |
-209,516 |
-17.3% |
5,697,936 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.0 |
3,046.0 |
2,970.5 |
|
| R3 |
3,026.0 |
3,007.0 |
2,959.7 |
|
| R2 |
2,987.0 |
2,987.0 |
2,956.2 |
|
| R1 |
2,968.0 |
2,968.0 |
2,952.6 |
2,958.0 |
| PP |
2,948.0 |
2,948.0 |
2,948.0 |
2,943.0 |
| S1 |
2,929.0 |
2,929.0 |
2,945.4 |
2,919.0 |
| S2 |
2,909.0 |
2,909.0 |
2,941.9 |
|
| S3 |
2,870.0 |
2,890.0 |
2,938.3 |
|
| S4 |
2,831.0 |
2,851.0 |
2,927.6 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,418.3 |
3,328.7 |
3,028.8 |
|
| R3 |
3,273.3 |
3,183.7 |
2,988.9 |
|
| R2 |
3,128.3 |
3,128.3 |
2,975.6 |
|
| R1 |
3,038.7 |
3,038.7 |
2,962.3 |
3,011.0 |
| PP |
2,983.3 |
2,983.3 |
2,983.3 |
2,969.5 |
| S1 |
2,893.7 |
2,893.7 |
2,935.7 |
2,866.0 |
| S2 |
2,838.3 |
2,838.3 |
2,922.4 |
|
| S3 |
2,693.3 |
2,748.7 |
2,909.1 |
|
| S4 |
2,548.3 |
2,603.7 |
2,869.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,073.0 |
2,928.0 |
145.0 |
4.9% |
43.8 |
1.5% |
14% |
False |
True |
1,139,587 |
| 10 |
3,102.0 |
2,928.0 |
174.0 |
5.9% |
37.3 |
1.3% |
12% |
False |
True |
1,023,709 |
| 20 |
3,102.0 |
2,928.0 |
174.0 |
5.9% |
37.4 |
1.3% |
12% |
False |
True |
958,335 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.6% |
42.9 |
1.5% |
21% |
False |
False |
1,054,989 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.6% |
41.4 |
1.4% |
21% |
False |
False |
744,910 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.7% |
40.0 |
1.4% |
33% |
False |
False |
559,271 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.4% |
43.6 |
1.5% |
66% |
False |
False |
450,106 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.4% |
40.1 |
1.4% |
66% |
False |
False |
375,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.8 |
|
2.618 |
3,069.1 |
|
1.618 |
3,030.1 |
|
1.000 |
3,006.0 |
|
0.618 |
2,991.1 |
|
HIGH |
2,967.0 |
|
0.618 |
2,952.1 |
|
0.500 |
2,947.5 |
|
0.382 |
2,942.9 |
|
LOW |
2,928.0 |
|
0.618 |
2,903.9 |
|
1.000 |
2,889.0 |
|
1.618 |
2,864.9 |
|
2.618 |
2,825.9 |
|
4.250 |
2,762.3 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,948.5 |
2,963.5 |
| PP |
2,948.0 |
2,958.7 |
| S1 |
2,947.5 |
2,953.8 |
|