| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,997.0 |
3,001.0 |
4.0 |
0.1% |
3,062.0 |
| High |
3,009.0 |
3,037.0 |
28.0 |
0.9% |
3,073.0 |
| Low |
2,982.0 |
2,995.0 |
13.0 |
0.4% |
2,928.0 |
| Close |
2,998.0 |
3,016.0 |
18.0 |
0.6% |
2,949.0 |
| Range |
27.0 |
42.0 |
15.0 |
55.6% |
145.0 |
| ATR |
43.7 |
43.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
1,126,019 |
2,553,675 |
1,427,656 |
126.8% |
5,697,936 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,142.0 |
3,121.0 |
3,039.1 |
|
| R3 |
3,100.0 |
3,079.0 |
3,027.6 |
|
| R2 |
3,058.0 |
3,058.0 |
3,023.7 |
|
| R1 |
3,037.0 |
3,037.0 |
3,019.9 |
3,047.5 |
| PP |
3,016.0 |
3,016.0 |
3,016.0 |
3,021.3 |
| S1 |
2,995.0 |
2,995.0 |
3,012.2 |
3,005.5 |
| S2 |
2,974.0 |
2,974.0 |
3,008.3 |
|
| S3 |
2,932.0 |
2,953.0 |
3,004.5 |
|
| S4 |
2,890.0 |
2,911.0 |
2,992.9 |
|
|
| 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 |
3,037.0 |
2,928.0 |
109.0 |
3.6% |
36.8 |
1.2% |
81% |
True |
False |
1,393,938 |
| 10 |
3,090.0 |
2,928.0 |
162.0 |
5.4% |
38.3 |
1.3% |
54% |
False |
False |
1,228,485 |
| 20 |
3,102.0 |
2,928.0 |
174.0 |
5.8% |
35.8 |
1.2% |
51% |
False |
False |
1,055,126 |
| 40 |
3,102.0 |
2,908.0 |
194.0 |
6.4% |
41.2 |
1.4% |
56% |
False |
False |
1,070,484 |
| 60 |
3,102.0 |
2,908.0 |
194.0 |
6.4% |
41.9 |
1.4% |
56% |
False |
False |
805,865 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
39.9 |
1.3% |
62% |
False |
False |
605,146 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
43.6 |
1.4% |
81% |
False |
False |
486,480 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
40.5 |
1.3% |
81% |
False |
False |
406,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,215.5 |
|
2.618 |
3,147.0 |
|
1.618 |
3,105.0 |
|
1.000 |
3,079.0 |
|
0.618 |
3,063.0 |
|
HIGH |
3,037.0 |
|
0.618 |
3,021.0 |
|
0.500 |
3,016.0 |
|
0.382 |
3,011.0 |
|
LOW |
2,995.0 |
|
0.618 |
2,969.0 |
|
1.000 |
2,953.0 |
|
1.618 |
2,927.0 |
|
2.618 |
2,885.0 |
|
4.250 |
2,816.5 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,016.0 |
3,004.8 |
| PP |
3,016.0 |
2,993.7 |
| S1 |
3,016.0 |
2,982.5 |
|