| 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 |
1,282.2 |
1,276.8 |
-5.4 |
-0.4% |
1,278.3 |
| High |
1,291.5 |
1,338.3 |
46.8 |
3.6% |
1,309.3 |
| Low |
1,273.3 |
1,268.1 |
-5.2 |
-0.4% |
1,271.9 |
| Close |
1,274.5 |
1,273.5 |
-1.0 |
-0.1% |
1,304.5 |
| Range |
18.2 |
70.2 |
52.0 |
285.7% |
37.4 |
| ATR |
15.9 |
19.7 |
3.9 |
24.5% |
0.0 |
| Volume |
202,504 |
816,531 |
614,027 |
303.2% |
1,018,660 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,503.9 |
1,458.9 |
1,312.1 |
|
| R3 |
1,433.7 |
1,388.7 |
1,292.8 |
|
| R2 |
1,363.5 |
1,363.5 |
1,286.4 |
|
| R1 |
1,318.5 |
1,318.5 |
1,279.9 |
1,305.9 |
| PP |
1,293.3 |
1,293.3 |
1,293.3 |
1,287.0 |
| S1 |
1,248.3 |
1,248.3 |
1,267.1 |
1,235.7 |
| S2 |
1,223.1 |
1,223.1 |
1,260.6 |
|
| S3 |
1,152.9 |
1,178.1 |
1,254.2 |
|
| S4 |
1,082.7 |
1,107.9 |
1,234.9 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.4 |
1,393.4 |
1,325.1 |
|
| R3 |
1,370.0 |
1,356.0 |
1,314.8 |
|
| R2 |
1,332.6 |
1,332.6 |
1,311.4 |
|
| R1 |
1,318.6 |
1,318.6 |
1,307.9 |
1,325.6 |
| PP |
1,295.2 |
1,295.2 |
1,295.2 |
1,298.8 |
| S1 |
1,281.2 |
1,281.2 |
1,301.1 |
1,288.2 |
| S2 |
1,257.8 |
1,257.8 |
1,297.6 |
|
| S3 |
1,220.4 |
1,243.8 |
1,294.2 |
|
| S4 |
1,183.0 |
1,206.4 |
1,283.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,338.3 |
1,268.1 |
70.2 |
5.5% |
28.1 |
2.2% |
8% |
True |
True |
337,343 |
| 10 |
1,338.3 |
1,262.0 |
76.3 |
6.0% |
21.9 |
1.7% |
15% |
True |
False |
262,740 |
| 20 |
1,338.3 |
1,246.9 |
91.4 |
7.2% |
16.5 |
1.3% |
29% |
True |
False |
201,922 |
| 40 |
1,347.8 |
1,243.2 |
104.6 |
8.2% |
15.8 |
1.2% |
29% |
False |
False |
189,322 |
| 60 |
1,361.5 |
1,243.2 |
118.3 |
9.3% |
15.6 |
1.2% |
26% |
False |
False |
187,823 |
| 80 |
1,374.2 |
1,243.2 |
131.0 |
10.3% |
16.1 |
1.3% |
23% |
False |
False |
177,910 |
| 100 |
1,384.4 |
1,243.2 |
141.2 |
11.1% |
17.8 |
1.4% |
21% |
False |
False |
146,430 |
| 120 |
1,384.4 |
1,207.0 |
177.4 |
13.9% |
17.7 |
1.4% |
37% |
False |
False |
123,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,636.7 |
|
2.618 |
1,522.1 |
|
1.618 |
1,451.9 |
|
1.000 |
1,408.5 |
|
0.618 |
1,381.7 |
|
HIGH |
1,338.3 |
|
0.618 |
1,311.5 |
|
0.500 |
1,303.2 |
|
0.382 |
1,294.9 |
|
LOW |
1,268.1 |
|
0.618 |
1,224.7 |
|
1.000 |
1,197.9 |
|
1.618 |
1,154.5 |
|
2.618 |
1,084.3 |
|
4.250 |
969.8 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.2 |
1,303.2 |
| PP |
1,293.3 |
1,293.3 |
| S1 |
1,283.4 |
1,283.4 |
|