| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1,282.2 |
1,281.9 |
-0.3 |
0.0% |
1,270.5 |
| High |
1,284.0 |
1,296.9 |
12.9 |
1.0% |
1,288.8 |
| Low |
1,275.7 |
1,280.4 |
4.7 |
0.4% |
1,264.0 |
| Close |
1,276.9 |
1,291.9 |
15.0 |
1.2% |
1,280.4 |
| Range |
8.3 |
16.5 |
8.2 |
98.8% |
24.8 |
| ATR |
13.1 |
13.6 |
0.5 |
3.8% |
0.0 |
| Volume |
6,054 |
13,413 |
7,359 |
121.6% |
49,009 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.2 |
1,332.1 |
1,301.0 |
|
| R3 |
1,322.7 |
1,315.6 |
1,296.4 |
|
| R2 |
1,306.2 |
1,306.2 |
1,294.9 |
|
| R1 |
1,299.1 |
1,299.1 |
1,293.4 |
1,302.7 |
| PP |
1,289.7 |
1,289.7 |
1,289.7 |
1,291.5 |
| S1 |
1,282.6 |
1,282.6 |
1,290.4 |
1,286.2 |
| S2 |
1,273.2 |
1,273.2 |
1,288.9 |
|
| S3 |
1,256.7 |
1,266.1 |
1,287.4 |
|
| S4 |
1,240.2 |
1,249.6 |
1,282.8 |
|
|
| 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 |
1,296.9 |
1,265.8 |
31.1 |
2.4% |
13.4 |
1.0% |
84% |
True |
False |
8,826 |
| 10 |
1,296.9 |
1,264.0 |
32.9 |
2.5% |
12.2 |
0.9% |
85% |
True |
False |
8,269 |
| 20 |
1,296.9 |
1,246.8 |
50.1 |
3.9% |
12.2 |
0.9% |
90% |
True |
False |
8,067 |
| 40 |
1,360.7 |
1,246.8 |
113.9 |
8.8% |
13.3 |
1.0% |
40% |
False |
False |
6,488 |
| 60 |
1,368.0 |
1,246.8 |
121.2 |
9.4% |
14.1 |
1.1% |
37% |
False |
False |
5,891 |
| 80 |
1,378.1 |
1,246.8 |
131.3 |
10.2% |
14.8 |
1.1% |
34% |
False |
False |
5,054 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
10.9% |
15.9 |
1.2% |
32% |
False |
False |
4,361 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.7% |
15.1 |
1.2% |
46% |
False |
False |
3,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.0 |
|
2.618 |
1,340.1 |
|
1.618 |
1,323.6 |
|
1.000 |
1,313.4 |
|
0.618 |
1,307.1 |
|
HIGH |
1,296.9 |
|
0.618 |
1,290.6 |
|
0.500 |
1,288.7 |
|
0.382 |
1,286.7 |
|
LOW |
1,280.4 |
|
0.618 |
1,270.2 |
|
1.000 |
1,263.9 |
|
1.618 |
1,253.7 |
|
2.618 |
1,237.2 |
|
4.250 |
1,210.3 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,290.8 |
1,288.4 |
| PP |
1,289.7 |
1,284.9 |
| S1 |
1,288.7 |
1,281.4 |
|