| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
5,169.0 |
5,165.0 |
-4.0 |
-0.1% |
5,244.0 |
| High |
5,186.0 |
5,242.0 |
56.0 |
1.1% |
5,305.0 |
| Low |
5,150.0 |
5,164.0 |
14.0 |
0.3% |
5,145.0 |
| Close |
5,153.0 |
5,240.0 |
87.0 |
1.7% |
5,153.0 |
| Range |
36.0 |
78.0 |
42.0 |
116.7% |
160.0 |
| ATR |
56.2 |
58.6 |
2.3 |
4.2% |
0.0 |
| Volume |
27,308 |
35,192 |
7,884 |
28.9% |
149,478 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,449.3 |
5,422.7 |
5,282.9 |
|
| R3 |
5,371.3 |
5,344.7 |
5,261.5 |
|
| R2 |
5,293.3 |
5,293.3 |
5,254.3 |
|
| R1 |
5,266.7 |
5,266.7 |
5,247.2 |
5,280.0 |
| PP |
5,215.3 |
5,215.3 |
5,215.3 |
5,222.0 |
| S1 |
5,188.7 |
5,188.7 |
5,232.9 |
5,202.0 |
| S2 |
5,137.3 |
5,137.3 |
5,225.7 |
|
| S3 |
5,059.3 |
5,110.7 |
5,218.6 |
|
| S4 |
4,981.3 |
5,032.7 |
5,197.1 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,681.0 |
5,577.0 |
5,241.0 |
|
| R3 |
5,521.0 |
5,417.0 |
5,197.0 |
|
| R2 |
5,361.0 |
5,361.0 |
5,182.3 |
|
| R1 |
5,257.0 |
5,257.0 |
5,167.7 |
5,229.0 |
| PP |
5,201.0 |
5,201.0 |
5,201.0 |
5,187.0 |
| S1 |
5,097.0 |
5,097.0 |
5,138.3 |
5,069.0 |
| S2 |
5,041.0 |
5,041.0 |
5,123.7 |
|
| S3 |
4,881.0 |
4,937.0 |
5,109.0 |
|
| S4 |
4,721.0 |
4,777.0 |
5,065.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,273.0 |
5,145.0 |
128.0 |
2.4% |
52.6 |
1.0% |
74% |
False |
False |
31,669 |
| 10 |
5,436.0 |
5,145.0 |
291.0 |
5.6% |
61.6 |
1.2% |
33% |
False |
False |
31,743 |
| 20 |
5,490.0 |
5,145.0 |
345.0 |
6.6% |
51.2 |
1.0% |
28% |
False |
False |
27,306 |
| 40 |
5,490.0 |
5,145.0 |
345.0 |
6.6% |
47.3 |
0.9% |
28% |
False |
False |
31,110 |
| 60 |
5,531.0 |
5,145.0 |
386.0 |
7.4% |
38.5 |
0.7% |
25% |
False |
False |
22,271 |
| 80 |
5,532.0 |
5,145.0 |
387.0 |
7.4% |
31.1 |
0.6% |
25% |
False |
False |
16,728 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
26.1 |
0.5% |
42% |
False |
False |
13,389 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
22.8 |
0.4% |
42% |
False |
False |
11,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,573.5 |
|
2.618 |
5,446.2 |
|
1.618 |
5,368.2 |
|
1.000 |
5,320.0 |
|
0.618 |
5,290.2 |
|
HIGH |
5,242.0 |
|
0.618 |
5,212.2 |
|
0.500 |
5,203.0 |
|
0.382 |
5,193.8 |
|
LOW |
5,164.0 |
|
0.618 |
5,115.8 |
|
1.000 |
5,086.0 |
|
1.618 |
5,037.8 |
|
2.618 |
4,959.8 |
|
4.250 |
4,832.5 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,227.7 |
5,224.5 |
| PP |
5,215.3 |
5,209.0 |
| S1 |
5,203.0 |
5,193.5 |
|