| 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 |
5,251.0 |
5,256.0 |
5.0 |
0.1% |
5,244.0 |
| High |
5,263.0 |
5,299.0 |
36.0 |
0.7% |
5,305.0 |
| Low |
5,225.0 |
5,029.0 |
-196.0 |
-3.8% |
5,145.0 |
| Close |
5,245.0 |
5,152.0 |
-93.0 |
-1.8% |
5,153.0 |
| Range |
38.0 |
270.0 |
232.0 |
610.5% |
160.0 |
| ATR |
57.1 |
72.3 |
15.2 |
26.6% |
0.0 |
| Volume |
30,476 |
77,695 |
47,219 |
154.9% |
149,478 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,970.0 |
5,831.0 |
5,300.5 |
|
| R3 |
5,700.0 |
5,561.0 |
5,226.3 |
|
| R2 |
5,430.0 |
5,430.0 |
5,201.5 |
|
| R1 |
5,291.0 |
5,291.0 |
5,176.8 |
5,225.5 |
| PP |
5,160.0 |
5,160.0 |
5,160.0 |
5,127.3 |
| S1 |
5,021.0 |
5,021.0 |
5,127.3 |
4,955.5 |
| S2 |
4,890.0 |
4,890.0 |
5,102.5 |
|
| S3 |
4,620.0 |
4,751.0 |
5,077.8 |
|
| S4 |
4,350.0 |
4,481.0 |
5,003.5 |
|
|
| 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 |
5,299.0 |
5,029.0 |
270.0 |
5.2% |
98.2 |
1.9% |
46% |
True |
True |
40,309 |
| 10 |
5,345.0 |
5,029.0 |
316.0 |
6.1% |
78.9 |
1.5% |
39% |
False |
True |
36,116 |
| 20 |
5,450.0 |
5,029.0 |
421.0 |
8.2% |
62.7 |
1.2% |
29% |
False |
True |
30,520 |
| 40 |
5,490.0 |
5,029.0 |
461.0 |
8.9% |
51.4 |
1.0% |
27% |
False |
True |
26,794 |
| 60 |
5,531.0 |
5,029.0 |
502.0 |
9.7% |
43.0 |
0.8% |
25% |
False |
True |
24,071 |
| 80 |
5,532.0 |
5,029.0 |
503.0 |
9.8% |
35.0 |
0.7% |
24% |
False |
True |
18,080 |
| 100 |
5,532.0 |
5,029.0 |
503.0 |
9.8% |
28.9 |
0.6% |
24% |
False |
True |
14,471 |
| 120 |
5,532.0 |
5,029.0 |
503.0 |
9.8% |
25.4 |
0.5% |
24% |
False |
True |
12,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,446.5 |
|
2.618 |
6,005.9 |
|
1.618 |
5,735.9 |
|
1.000 |
5,569.0 |
|
0.618 |
5,465.9 |
|
HIGH |
5,299.0 |
|
0.618 |
5,195.9 |
|
0.500 |
5,164.0 |
|
0.382 |
5,132.1 |
|
LOW |
5,029.0 |
|
0.618 |
4,862.1 |
|
1.000 |
4,759.0 |
|
1.618 |
4,592.1 |
|
2.618 |
4,322.1 |
|
4.250 |
3,881.5 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,164.0 |
5,164.0 |
| PP |
5,160.0 |
5,160.0 |
| S1 |
5,156.0 |
5,156.0 |
|