| 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 |
1,278.0 |
1,281.9 |
3.9 |
0.3% |
1,282.2 |
| High |
1,341.0 |
1,296.0 |
-45.0 |
-3.4% |
1,313.1 |
| Low |
1,272.0 |
1,255.5 |
-16.5 |
-1.3% |
1,275.7 |
| Close |
1,277.3 |
1,269.7 |
-7.6 |
-0.6% |
1,308.6 |
| Range |
69.0 |
40.5 |
-28.5 |
-41.3% |
37.4 |
| ATR |
19.3 |
20.9 |
1.5 |
7.8% |
0.0 |
| Volume |
64,801 |
52,282 |
-12,519 |
-19.3% |
64,060 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.2 |
1,373.0 |
1,292.0 |
|
| R3 |
1,354.7 |
1,332.5 |
1,280.8 |
|
| R2 |
1,314.2 |
1,314.2 |
1,277.1 |
|
| R1 |
1,292.0 |
1,292.0 |
1,273.4 |
1,282.9 |
| PP |
1,273.7 |
1,273.7 |
1,273.7 |
1,269.2 |
| S1 |
1,251.5 |
1,251.5 |
1,266.0 |
1,242.4 |
| S2 |
1,233.2 |
1,233.2 |
1,262.3 |
|
| S3 |
1,192.7 |
1,211.0 |
1,258.6 |
|
| S4 |
1,152.2 |
1,170.5 |
1,247.4 |
|
|
| 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 |
1,255.5 |
85.5 |
6.7% |
31.4 |
2.5% |
17% |
False |
True |
39,091 |
| 10 |
1,341.0 |
1,255.5 |
85.5 |
6.7% |
24.7 |
1.9% |
17% |
False |
True |
24,789 |
| 20 |
1,341.0 |
1,251.0 |
90.0 |
7.1% |
17.5 |
1.4% |
21% |
False |
False |
16,511 |
| 40 |
1,351.2 |
1,246.8 |
104.4 |
8.2% |
15.8 |
1.2% |
22% |
False |
False |
11,316 |
| 60 |
1,365.0 |
1,246.8 |
118.2 |
9.3% |
15.5 |
1.2% |
19% |
False |
False |
9,016 |
| 80 |
1,378.1 |
1,246.8 |
131.3 |
10.3% |
15.8 |
1.2% |
17% |
False |
False |
7,759 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
16.6 |
1.3% |
16% |
False |
False |
6,441 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
16.2 |
1.3% |
34% |
False |
False |
5,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,468.1 |
|
2.618 |
1,402.0 |
|
1.618 |
1,361.5 |
|
1.000 |
1,336.5 |
|
0.618 |
1,321.0 |
|
HIGH |
1,296.0 |
|
0.618 |
1,280.5 |
|
0.500 |
1,275.8 |
|
0.382 |
1,271.0 |
|
LOW |
1,255.5 |
|
0.618 |
1,230.5 |
|
1.000 |
1,215.0 |
|
1.618 |
1,190.0 |
|
2.618 |
1,149.5 |
|
4.250 |
1,083.4 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.8 |
1,298.3 |
| PP |
1,273.7 |
1,288.7 |
| S1 |
1,271.7 |
1,279.2 |
|