| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
1,273.0 |
1,282.2 |
9.2 |
0.7% |
1,270.5 |
| High |
1,288.8 |
1,284.0 |
-4.8 |
-0.4% |
1,288.8 |
| Low |
1,265.8 |
1,275.7 |
9.9 |
0.8% |
1,264.0 |
| Close |
1,280.4 |
1,276.9 |
-3.5 |
-0.3% |
1,280.4 |
| Range |
23.0 |
8.3 |
-14.7 |
-63.9% |
24.8 |
| ATR |
13.5 |
13.1 |
-0.4 |
-2.7% |
0.0 |
| Volume |
6,112 |
6,054 |
-58 |
-0.9% |
49,009 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.8 |
1,298.6 |
1,281.5 |
|
| R3 |
1,295.5 |
1,290.3 |
1,279.2 |
|
| R2 |
1,287.2 |
1,287.2 |
1,278.4 |
|
| R1 |
1,282.0 |
1,282.0 |
1,277.7 |
1,280.5 |
| PP |
1,278.9 |
1,278.9 |
1,278.9 |
1,278.1 |
| S1 |
1,273.7 |
1,273.7 |
1,276.1 |
1,272.2 |
| S2 |
1,270.6 |
1,270.6 |
1,275.4 |
|
| S3 |
1,262.3 |
1,265.4 |
1,274.6 |
|
| S4 |
1,254.0 |
1,257.1 |
1,272.3 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.1 |
1,341.1 |
1,294.0 |
|
| R3 |
1,327.3 |
1,316.3 |
1,287.2 |
|
| R2 |
1,302.5 |
1,302.5 |
1,284.9 |
|
| R1 |
1,291.5 |
1,291.5 |
1,282.7 |
1,297.0 |
| PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,280.5 |
| S1 |
1,266.7 |
1,266.7 |
1,278.1 |
1,272.2 |
| S2 |
1,252.9 |
1,252.9 |
1,275.9 |
|
| S3 |
1,228.1 |
1,241.9 |
1,273.6 |
|
| S4 |
1,203.3 |
1,217.1 |
1,266.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,288.8 |
1,265.8 |
23.0 |
1.8% |
13.0 |
1.0% |
48% |
False |
False |
7,254 |
| 10 |
1,288.8 |
1,260.3 |
28.5 |
2.2% |
11.5 |
0.9% |
58% |
False |
False |
7,842 |
| 20 |
1,318.9 |
1,246.8 |
72.1 |
5.6% |
13.7 |
1.1% |
42% |
False |
False |
8,249 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
8.9% |
13.6 |
1.1% |
26% |
False |
False |
6,358 |
| 60 |
1,368.0 |
1,246.8 |
121.2 |
9.5% |
14.0 |
1.1% |
25% |
False |
False |
5,744 |
| 80 |
1,383.6 |
1,246.8 |
136.8 |
10.7% |
14.8 |
1.2% |
22% |
False |
False |
4,899 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.9 |
1.2% |
21% |
False |
False |
4,238 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.1 |
1.2% |
38% |
False |
False |
3,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.3 |
|
2.618 |
1,305.7 |
|
1.618 |
1,297.4 |
|
1.000 |
1,292.3 |
|
0.618 |
1,289.1 |
|
HIGH |
1,284.0 |
|
0.618 |
1,280.8 |
|
0.500 |
1,279.9 |
|
0.382 |
1,278.9 |
|
LOW |
1,275.7 |
|
0.618 |
1,270.6 |
|
1.000 |
1,267.4 |
|
1.618 |
1,262.3 |
|
2.618 |
1,254.0 |
|
4.250 |
1,240.4 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.9 |
1,277.3 |
| PP |
1,278.9 |
1,277.2 |
| S1 |
1,277.9 |
1,277.0 |
|