| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,965.0 |
2,997.0 |
32.0 |
1.1% |
3,062.0 |
| High |
2,967.0 |
3,009.0 |
42.0 |
1.4% |
3,073.0 |
| Low |
2,928.0 |
2,982.0 |
54.0 |
1.8% |
2,928.0 |
| Close |
2,949.0 |
2,998.0 |
49.0 |
1.7% |
2,949.0 |
| Range |
39.0 |
27.0 |
-12.0 |
-30.8% |
145.0 |
| ATR |
42.4 |
43.7 |
1.3 |
3.0% |
0.0 |
| Volume |
1,004,573 |
1,126,019 |
121,446 |
12.1% |
5,697,936 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,064.7 |
3,012.9 |
|
| R3 |
3,050.3 |
3,037.7 |
3,005.4 |
|
| R2 |
3,023.3 |
3,023.3 |
3,003.0 |
|
| R1 |
3,010.7 |
3,010.7 |
3,000.5 |
3,017.0 |
| PP |
2,996.3 |
2,996.3 |
2,996.3 |
2,999.5 |
| S1 |
2,983.7 |
2,983.7 |
2,995.5 |
2,990.0 |
| S2 |
2,969.3 |
2,969.3 |
2,993.1 |
|
| S3 |
2,942.3 |
2,956.7 |
2,990.6 |
|
| S4 |
2,915.3 |
2,929.7 |
2,983.2 |
|
|
| 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 |
4.8% |
44.4 |
1.5% |
48% |
False |
False |
1,129,951 |
| 10 |
3,100.0 |
2,928.0 |
172.0 |
5.7% |
36.9 |
1.2% |
41% |
False |
False |
1,062,698 |
| 20 |
3,102.0 |
2,928.0 |
174.0 |
5.8% |
35.9 |
1.2% |
40% |
False |
False |
969,397 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.5% |
41.9 |
1.4% |
46% |
False |
False |
1,042,700 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.5% |
41.6 |
1.4% |
46% |
False |
False |
763,676 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
39.9 |
1.3% |
54% |
False |
False |
573,226 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.1% |
43.5 |
1.5% |
77% |
False |
False |
461,065 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.1% |
40.3 |
1.3% |
77% |
False |
False |
384,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.8 |
|
2.618 |
3,079.7 |
|
1.618 |
3,052.7 |
|
1.000 |
3,036.0 |
|
0.618 |
3,025.7 |
|
HIGH |
3,009.0 |
|
0.618 |
2,998.7 |
|
0.500 |
2,995.5 |
|
0.382 |
2,992.3 |
|
LOW |
2,982.0 |
|
0.618 |
2,965.3 |
|
1.000 |
2,955.0 |
|
1.618 |
2,938.3 |
|
2.618 |
2,911.3 |
|
4.250 |
2,867.3 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,997.2 |
2,988.2 |
| PP |
2,996.3 |
2,978.3 |
| S1 |
2,995.5 |
2,968.5 |
|