| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
17,415 |
17,470 |
55 |
0.3% |
17,255 |
| High |
17,475 |
17,595 |
120 |
0.7% |
17,515 |
| Low |
17,345 |
17,170 |
-175 |
-1.0% |
17,195 |
| Close |
17,420 |
17,270 |
-150 |
-0.9% |
17,425 |
| Range |
130 |
425 |
295 |
226.9% |
320 |
| ATR |
204 |
219 |
16 |
7.8% |
0 |
| Volume |
7,681 |
12,723 |
5,042 |
65.6% |
51,595 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,620 |
18,370 |
17,504 |
|
| R3 |
18,195 |
17,945 |
17,387 |
|
| R2 |
17,770 |
17,770 |
17,348 |
|
| R1 |
17,520 |
17,520 |
17,309 |
17,433 |
| PP |
17,345 |
17,345 |
17,345 |
17,301 |
| S1 |
17,095 |
17,095 |
17,231 |
17,008 |
| S2 |
16,920 |
16,920 |
17,192 |
|
| S3 |
16,495 |
16,670 |
17,153 |
|
| S4 |
16,070 |
16,245 |
17,036 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,338 |
18,202 |
17,601 |
|
| R3 |
18,018 |
17,882 |
17,513 |
|
| R2 |
17,698 |
17,698 |
17,484 |
|
| R1 |
17,562 |
17,562 |
17,454 |
17,630 |
| PP |
17,378 |
17,378 |
17,378 |
17,413 |
| S1 |
17,242 |
17,242 |
17,396 |
17,310 |
| S2 |
17,058 |
17,058 |
17,366 |
|
| S3 |
16,738 |
16,922 |
17,337 |
|
| S4 |
16,418 |
16,602 |
17,249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,595 |
17,170 |
425 |
2.5% |
208 |
1.2% |
24% |
True |
True |
10,728 |
| 10 |
17,595 |
16,955 |
640 |
3.7% |
200 |
1.2% |
49% |
True |
False |
10,133 |
| 20 |
17,595 |
16,680 |
915 |
5.3% |
207 |
1.2% |
64% |
True |
False |
9,319 |
| 40 |
17,595 |
16,205 |
1,390 |
8.0% |
235 |
1.4% |
77% |
True |
False |
10,435 |
| 60 |
17,595 |
16,205 |
1,390 |
8.0% |
222 |
1.3% |
77% |
True |
False |
7,439 |
| 80 |
17,595 |
15,900 |
1,695 |
9.8% |
232 |
1.3% |
81% |
True |
False |
5,585 |
| 100 |
17,595 |
15,060 |
2,535 |
14.7% |
241 |
1.4% |
87% |
True |
False |
4,472 |
| 120 |
17,595 |
15,060 |
2,535 |
14.7% |
202 |
1.2% |
87% |
True |
False |
3,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,401 |
|
2.618 |
18,708 |
|
1.618 |
18,283 |
|
1.000 |
18,020 |
|
0.618 |
17,858 |
|
HIGH |
17,595 |
|
0.618 |
17,433 |
|
0.500 |
17,383 |
|
0.382 |
17,332 |
|
LOW |
17,170 |
|
0.618 |
16,907 |
|
1.000 |
16,745 |
|
1.618 |
16,482 |
|
2.618 |
16,057 |
|
4.250 |
15,364 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
17,383 |
17,383 |
| PP |
17,345 |
17,345 |
| S1 |
17,308 |
17,308 |
|