| 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 |
1,286.4 |
1,278.0 |
-8.4 |
-0.7% |
1,282.2 |
| High |
1,295.1 |
1,341.0 |
45.9 |
3.5% |
1,313.1 |
| Low |
1,277.2 |
1,272.0 |
-5.2 |
-0.4% |
1,275.7 |
| Close |
1,278.3 |
1,277.3 |
-1.0 |
-0.1% |
1,308.6 |
| Range |
17.9 |
69.0 |
51.1 |
285.5% |
37.4 |
| ATR |
15.5 |
19.3 |
3.8 |
24.6% |
0.0 |
| Volume |
28,274 |
64,801 |
36,527 |
129.2% |
64,060 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.8 |
1,459.5 |
1,315.3 |
|
| R3 |
1,434.8 |
1,390.5 |
1,296.3 |
|
| R2 |
1,365.8 |
1,365.8 |
1,290.0 |
|
| R1 |
1,321.5 |
1,321.5 |
1,283.6 |
1,309.2 |
| PP |
1,296.8 |
1,296.8 |
1,296.8 |
1,290.6 |
| S1 |
1,252.5 |
1,252.5 |
1,271.0 |
1,240.2 |
| S2 |
1,227.8 |
1,227.8 |
1,264.7 |
|
| S3 |
1,158.8 |
1,183.5 |
1,258.3 |
|
| S4 |
1,089.8 |
1,114.5 |
1,239.4 |
|
|
| 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 |
1,341.0 |
1,272.0 |
69.0 |
5.4% |
27.6 |
2.2% |
8% |
True |
True |
31,398 |
| 10 |
1,341.0 |
1,265.8 |
75.2 |
5.9% |
21.4 |
1.7% |
15% |
True |
False |
20,200 |
| 20 |
1,341.0 |
1,251.0 |
90.0 |
7.0% |
15.9 |
1.2% |
29% |
True |
False |
14,386 |
| 40 |
1,351.2 |
1,246.8 |
104.4 |
8.2% |
15.3 |
1.2% |
29% |
False |
False |
10,159 |
| 60 |
1,365.0 |
1,246.8 |
118.2 |
9.3% |
15.1 |
1.2% |
26% |
False |
False |
8,231 |
| 80 |
1,378.1 |
1,246.8 |
131.3 |
10.3% |
15.5 |
1.2% |
23% |
False |
False |
7,118 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
16.5 |
1.3% |
22% |
False |
False |
5,937 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.9 |
1.2% |
38% |
False |
False |
5,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,634.3 |
|
2.618 |
1,521.6 |
|
1.618 |
1,452.6 |
|
1.000 |
1,410.0 |
|
0.618 |
1,383.6 |
|
HIGH |
1,341.0 |
|
0.618 |
1,314.6 |
|
0.500 |
1,306.5 |
|
0.382 |
1,298.4 |
|
LOW |
1,272.0 |
|
0.618 |
1,229.4 |
|
1.000 |
1,203.0 |
|
1.618 |
1,160.4 |
|
2.618 |
1,091.4 |
|
4.250 |
978.8 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,306.5 |
1,306.5 |
| PP |
1,296.8 |
1,296.8 |
| S1 |
1,287.0 |
1,287.0 |
|