| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
5,165.0 |
5,251.0 |
86.0 |
1.7% |
5,244.0 |
| High |
5,242.0 |
5,263.0 |
21.0 |
0.4% |
5,305.0 |
| Low |
5,164.0 |
5,225.0 |
61.0 |
1.2% |
5,145.0 |
| Close |
5,240.0 |
5,245.0 |
5.0 |
0.1% |
5,153.0 |
| Range |
78.0 |
38.0 |
-40.0 |
-51.3% |
160.0 |
| ATR |
58.6 |
57.1 |
-1.5 |
-2.5% |
0.0 |
| Volume |
35,192 |
30,476 |
-4,716 |
-13.4% |
149,478 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,358.3 |
5,339.7 |
5,265.9 |
|
| R3 |
5,320.3 |
5,301.7 |
5,255.5 |
|
| R2 |
5,282.3 |
5,282.3 |
5,252.0 |
|
| R1 |
5,263.7 |
5,263.7 |
5,248.5 |
5,254.0 |
| PP |
5,244.3 |
5,244.3 |
5,244.3 |
5,239.5 |
| S1 |
5,225.7 |
5,225.7 |
5,241.5 |
5,216.0 |
| S2 |
5,206.3 |
5,206.3 |
5,238.0 |
|
| S3 |
5,168.3 |
5,187.7 |
5,234.6 |
|
| S4 |
5,130.3 |
5,149.7 |
5,224.1 |
|
|
| 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 |
5,263.0 |
5,145.0 |
118.0 |
2.2% |
54.2 |
1.0% |
85% |
True |
False |
32,105 |
| 10 |
5,402.0 |
5,145.0 |
257.0 |
4.9% |
60.6 |
1.2% |
39% |
False |
False |
32,637 |
| 20 |
5,459.0 |
5,145.0 |
314.0 |
6.0% |
51.5 |
1.0% |
32% |
False |
False |
27,764 |
| 40 |
5,490.0 |
5,145.0 |
345.0 |
6.6% |
46.1 |
0.9% |
29% |
False |
False |
26,753 |
| 60 |
5,531.0 |
5,145.0 |
386.0 |
7.4% |
39.1 |
0.7% |
26% |
False |
False |
22,779 |
| 80 |
5,532.0 |
5,145.0 |
387.0 |
7.4% |
31.6 |
0.6% |
26% |
False |
False |
17,109 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
26.5 |
0.5% |
43% |
False |
False |
13,694 |
| 120 |
5,532.0 |
5,030.0 |
502.0 |
9.6% |
23.1 |
0.4% |
43% |
False |
False |
11,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,424.5 |
|
2.618 |
5,362.5 |
|
1.618 |
5,324.5 |
|
1.000 |
5,301.0 |
|
0.618 |
5,286.5 |
|
HIGH |
5,263.0 |
|
0.618 |
5,248.5 |
|
0.500 |
5,244.0 |
|
0.382 |
5,239.5 |
|
LOW |
5,225.0 |
|
0.618 |
5,201.5 |
|
1.000 |
5,187.0 |
|
1.618 |
5,163.5 |
|
2.618 |
5,125.5 |
|
4.250 |
5,063.5 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,244.7 |
5,232.2 |
| PP |
5,244.3 |
5,219.3 |
| S1 |
5,244.0 |
5,206.5 |
|