| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,001.0 |
2,881.0 |
-120.0 |
-4.0% |
3,062.0 |
| High |
3,037.0 |
3,067.0 |
30.0 |
1.0% |
3,073.0 |
| Low |
2,995.0 |
2,874.0 |
-121.0 |
-4.0% |
2,928.0 |
| Close |
3,016.0 |
3,046.0 |
30.0 |
1.0% |
2,949.0 |
| Range |
42.0 |
193.0 |
151.0 |
359.5% |
145.0 |
| ATR |
43.6 |
54.2 |
10.7 |
24.5% |
0.0 |
| Volume |
2,553,675 |
2,118,434 |
-435,241 |
-17.0% |
5,697,936 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,574.7 |
3,503.3 |
3,152.2 |
|
| R3 |
3,381.7 |
3,310.3 |
3,099.1 |
|
| R2 |
3,188.7 |
3,188.7 |
3,081.4 |
|
| R1 |
3,117.3 |
3,117.3 |
3,063.7 |
3,153.0 |
| PP |
2,995.7 |
2,995.7 |
2,995.7 |
3,013.5 |
| S1 |
2,924.3 |
2,924.3 |
3,028.3 |
2,960.0 |
| S2 |
2,802.7 |
2,802.7 |
3,010.6 |
|
| S3 |
2,609.7 |
2,731.3 |
2,992.9 |
|
| S4 |
2,416.7 |
2,538.3 |
2,939.9 |
|
|
| 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 |
3,067.0 |
2,874.0 |
193.0 |
6.3% |
68.0 |
2.2% |
89% |
True |
True |
1,603,358 |
| 10 |
3,090.0 |
2,874.0 |
216.0 |
7.1% |
54.9 |
1.8% |
80% |
False |
True |
1,341,752 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
44.2 |
1.5% |
75% |
False |
True |
1,099,813 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.0 |
1.5% |
75% |
False |
True |
1,096,406 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
44.7 |
1.5% |
75% |
False |
True |
841,134 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
41.9 |
1.4% |
75% |
False |
True |
631,625 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
45.0 |
1.5% |
88% |
False |
False |
507,664 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
41.9 |
1.4% |
88% |
False |
False |
423,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,887.3 |
|
2.618 |
3,572.3 |
|
1.618 |
3,379.3 |
|
1.000 |
3,260.0 |
|
0.618 |
3,186.3 |
|
HIGH |
3,067.0 |
|
0.618 |
2,993.3 |
|
0.500 |
2,970.5 |
|
0.382 |
2,947.7 |
|
LOW |
2,874.0 |
|
0.618 |
2,754.7 |
|
1.000 |
2,681.0 |
|
1.618 |
2,561.7 |
|
2.618 |
2,368.7 |
|
4.250 |
2,053.8 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,020.8 |
3,020.8 |
| PP |
2,995.7 |
2,995.7 |
| S1 |
2,970.5 |
2,970.5 |
|