| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1,301.9 |
1,307.3 |
5.4 |
0.4% |
1,282.2 |
| High |
1,311.8 |
1,312.2 |
0.4 |
0.0% |
1,313.1 |
| Low |
1,290.3 |
1,299.8 |
9.5 |
0.7% |
1,275.7 |
| Close |
1,307.3 |
1,308.6 |
1.3 |
0.1% |
1,308.6 |
| Range |
21.5 |
12.4 |
-9.1 |
-42.3% |
37.4 |
| ATR |
14.7 |
14.5 |
-0.2 |
-1.1% |
0.0 |
| Volume |
13,821 |
17,730 |
3,909 |
28.3% |
64,060 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.1 |
1,338.7 |
1,315.4 |
|
| R3 |
1,331.7 |
1,326.3 |
1,312.0 |
|
| R2 |
1,319.3 |
1,319.3 |
1,310.9 |
|
| R1 |
1,313.9 |
1,313.9 |
1,309.7 |
1,316.6 |
| PP |
1,306.9 |
1,306.9 |
1,306.9 |
1,308.2 |
| S1 |
1,301.5 |
1,301.5 |
1,307.5 |
1,304.2 |
| S2 |
1,294.5 |
1,294.5 |
1,306.3 |
|
| S3 |
1,282.1 |
1,289.1 |
1,305.2 |
|
| S4 |
1,269.7 |
1,276.7 |
1,301.8 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,411.3 |
1,397.4 |
1,329.2 |
|
| R3 |
1,373.9 |
1,360.0 |
1,318.9 |
|
| R2 |
1,336.5 |
1,336.5 |
1,315.5 |
|
| R1 |
1,322.6 |
1,322.6 |
1,312.0 |
1,329.6 |
| PP |
1,299.1 |
1,299.1 |
1,299.1 |
1,302.6 |
| S1 |
1,285.2 |
1,285.2 |
1,305.2 |
1,292.2 |
| S2 |
1,261.7 |
1,261.7 |
1,301.7 |
|
| S3 |
1,224.3 |
1,247.8 |
1,298.3 |
|
| S4 |
1,186.9 |
1,210.4 |
1,288.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,313.1 |
1,275.7 |
37.4 |
2.9% |
15.8 |
1.2% |
88% |
False |
False |
12,812 |
| 10 |
1,313.1 |
1,264.0 |
49.1 |
3.8% |
14.8 |
1.1% |
91% |
False |
False |
11,306 |
| 20 |
1,313.1 |
1,251.0 |
62.1 |
4.7% |
12.0 |
0.9% |
93% |
False |
False |
9,115 |
| 40 |
1,351.2 |
1,246.8 |
104.4 |
8.0% |
13.7 |
1.0% |
59% |
False |
False |
7,338 |
| 60 |
1,368.0 |
1,246.8 |
121.2 |
9.3% |
14.2 |
1.1% |
51% |
False |
False |
6,372 |
| 80 |
1,378.1 |
1,246.8 |
131.3 |
10.0% |
14.6 |
1.1% |
47% |
False |
False |
5,578 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
10.7% |
16.1 |
1.2% |
44% |
False |
False |
4,770 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.5% |
15.3 |
1.2% |
56% |
False |
False |
4,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,364.9 |
|
2.618 |
1,344.7 |
|
1.618 |
1,332.3 |
|
1.000 |
1,324.6 |
|
0.618 |
1,319.9 |
|
HIGH |
1,312.2 |
|
0.618 |
1,307.5 |
|
0.500 |
1,306.0 |
|
0.382 |
1,304.5 |
|
LOW |
1,299.8 |
|
0.618 |
1,292.1 |
|
1.000 |
1,287.4 |
|
1.618 |
1,279.7 |
|
2.618 |
1,267.3 |
|
4.250 |
1,247.1 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,307.7 |
1,306.3 |
| PP |
1,306.9 |
1,304.0 |
| S1 |
1,306.0 |
1,301.7 |
|