| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
3,067.0 |
186.0 |
6.5% |
3,062.0 |
| High |
3,067.0 |
3,100.0 |
33.0 |
1.1% |
3,073.0 |
| Low |
2,874.0 |
3,022.0 |
148.0 |
5.1% |
2,928.0 |
| Close |
3,046.0 |
3,042.0 |
-4.0 |
-0.1% |
2,949.0 |
| Range |
193.0 |
78.0 |
-115.0 |
-59.6% |
145.0 |
| ATR |
54.2 |
55.9 |
1.7 |
3.1% |
0.0 |
| Volume |
2,118,434 |
1,216,962 |
-901,472 |
-42.6% |
5,697,936 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,288.7 |
3,243.3 |
3,084.9 |
|
| R3 |
3,210.7 |
3,165.3 |
3,063.5 |
|
| R2 |
3,132.7 |
3,132.7 |
3,056.3 |
|
| R1 |
3,087.3 |
3,087.3 |
3,049.2 |
3,071.0 |
| PP |
3,054.7 |
3,054.7 |
3,054.7 |
3,046.5 |
| S1 |
3,009.3 |
3,009.3 |
3,034.9 |
2,993.0 |
| S2 |
2,976.7 |
2,976.7 |
3,027.7 |
|
| S3 |
2,898.7 |
2,931.3 |
3,020.6 |
|
| S4 |
2,820.7 |
2,853.3 |
2,999.1 |
|
|
| 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 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
75.8 |
2.5% |
74% |
True |
False |
1,603,932 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
59.2 |
1.9% |
74% |
True |
False |
1,355,024 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.1 |
1.5% |
74% |
False |
False |
1,106,893 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.9 |
1.5% |
74% |
False |
False |
1,086,097 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.2 |
1.5% |
74% |
False |
False |
861,302 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
42.5 |
1.4% |
74% |
False |
False |
646,834 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
45.4 |
1.5% |
87% |
False |
False |
519,781 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
42.4 |
1.4% |
87% |
False |
False |
434,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,431.5 |
|
2.618 |
3,304.2 |
|
1.618 |
3,226.2 |
|
1.000 |
3,178.0 |
|
0.618 |
3,148.2 |
|
HIGH |
3,100.0 |
|
0.618 |
3,070.2 |
|
0.500 |
3,061.0 |
|
0.382 |
3,051.8 |
|
LOW |
3,022.0 |
|
0.618 |
2,973.8 |
|
1.000 |
2,944.0 |
|
1.618 |
2,895.8 |
|
2.618 |
2,817.8 |
|
4.250 |
2,690.5 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,061.0 |
3,023.7 |
| PP |
3,054.7 |
3,005.3 |
| S1 |
3,048.3 |
2,987.0 |
|