| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
5,218.0 |
5,160.0 |
-58.0 |
-1.1% |
5,414.0 |
| High |
5,226.0 |
5,214.0 |
-12.0 |
-0.2% |
5,436.0 |
| Low |
5,176.0 |
5,145.0 |
-31.0 |
-0.6% |
5,234.0 |
| Close |
5,184.0 |
5,192.0 |
8.0 |
0.2% |
5,253.0 |
| Range |
50.0 |
69.0 |
19.0 |
38.0% |
202.0 |
| ATR |
56.4 |
57.3 |
0.9 |
1.6% |
0.0 |
| Volume |
36,674 |
30,877 |
-5,797 |
-15.8% |
158,946 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,390.7 |
5,360.3 |
5,230.0 |
|
| R3 |
5,321.7 |
5,291.3 |
5,211.0 |
|
| R2 |
5,252.7 |
5,252.7 |
5,204.7 |
|
| R1 |
5,222.3 |
5,222.3 |
5,198.3 |
5,237.5 |
| PP |
5,183.7 |
5,183.7 |
5,183.7 |
5,191.3 |
| S1 |
5,153.3 |
5,153.3 |
5,185.7 |
5,168.5 |
| S2 |
5,114.7 |
5,114.7 |
5,179.4 |
|
| S3 |
5,045.7 |
5,084.3 |
5,173.0 |
|
| S4 |
4,976.7 |
5,015.3 |
5,154.1 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,913.7 |
5,785.3 |
5,364.1 |
|
| R3 |
5,711.7 |
5,583.3 |
5,308.6 |
|
| R2 |
5,509.7 |
5,509.7 |
5,290.0 |
|
| R1 |
5,381.3 |
5,381.3 |
5,271.5 |
5,344.5 |
| PP |
5,307.7 |
5,307.7 |
5,307.7 |
5,289.3 |
| S1 |
5,179.3 |
5,179.3 |
5,234.5 |
5,142.5 |
| S2 |
5,105.7 |
5,105.7 |
5,216.0 |
|
| S3 |
4,903.7 |
4,977.3 |
5,197.5 |
|
| S4 |
4,701.7 |
4,775.3 |
5,141.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,305.0 |
5,145.0 |
160.0 |
3.1% |
54.4 |
1.0% |
29% |
False |
True |
30,860 |
| 10 |
5,436.0 |
5,145.0 |
291.0 |
5.6% |
60.6 |
1.2% |
16% |
False |
True |
30,174 |
| 20 |
5,490.0 |
5,145.0 |
345.0 |
6.6% |
49.3 |
0.9% |
14% |
False |
True |
25,718 |
| 40 |
5,490.0 |
5,145.0 |
345.0 |
6.6% |
46.4 |
0.9% |
14% |
False |
True |
31,737 |
| 60 |
5,531.0 |
5,145.0 |
386.0 |
7.4% |
37.2 |
0.7% |
12% |
False |
True |
21,238 |
| 80 |
5,532.0 |
5,145.0 |
387.0 |
7.5% |
29.7 |
0.6% |
12% |
False |
True |
15,949 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
25.7 |
0.5% |
32% |
False |
False |
12,764 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.7% |
21.9 |
0.4% |
32% |
False |
False |
10,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,507.3 |
|
2.618 |
5,394.6 |
|
1.618 |
5,325.6 |
|
1.000 |
5,283.0 |
|
0.618 |
5,256.6 |
|
HIGH |
5,214.0 |
|
0.618 |
5,187.6 |
|
0.500 |
5,179.5 |
|
0.382 |
5,171.4 |
|
LOW |
5,145.0 |
|
0.618 |
5,102.4 |
|
1.000 |
5,076.0 |
|
1.618 |
5,033.4 |
|
2.618 |
4,964.4 |
|
4.250 |
4,851.8 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,187.8 |
5,209.0 |
| PP |
5,183.7 |
5,203.3 |
| S1 |
5,179.5 |
5,197.7 |
|