| 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 |
1,295.0 |
1,286.4 |
-8.6 |
-0.7% |
1,282.2 |
| High |
1,300.0 |
1,295.1 |
-4.9 |
-0.4% |
1,313.1 |
| Low |
1,282.6 |
1,277.2 |
-5.4 |
-0.4% |
1,275.7 |
| Close |
1,283.4 |
1,278.3 |
-5.1 |
-0.4% |
1,308.6 |
| Range |
17.4 |
17.9 |
0.5 |
2.9% |
37.4 |
| ATR |
15.3 |
15.5 |
0.2 |
1.2% |
0.0 |
| Volume |
32,368 |
28,274 |
-4,094 |
-12.6% |
64,060 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.2 |
1,325.7 |
1,288.1 |
|
| R3 |
1,319.3 |
1,307.8 |
1,283.2 |
|
| R2 |
1,301.4 |
1,301.4 |
1,281.6 |
|
| R1 |
1,289.9 |
1,289.9 |
1,279.9 |
1,286.7 |
| PP |
1,283.5 |
1,283.5 |
1,283.5 |
1,282.0 |
| S1 |
1,272.0 |
1,272.0 |
1,276.7 |
1,268.8 |
| S2 |
1,265.6 |
1,265.6 |
1,275.0 |
|
| S3 |
1,247.7 |
1,254.1 |
1,273.4 |
|
| S4 |
1,229.8 |
1,236.2 |
1,268.5 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,411.3 |
1,397.4 |
1,329.2 |
|
| R3 |
1,373.9 |
1,360.0 |
1,318.9 |
|
| R2 |
1,336.5 |
1,336.5 |
1,315.5 |
|
| R1 |
1,322.6 |
1,322.6 |
1,312.0 |
1,329.6 |
| PP |
1,299.1 |
1,299.1 |
1,299.1 |
1,302.6 |
| S1 |
1,285.2 |
1,285.2 |
1,305.2 |
1,292.2 |
| S2 |
1,261.7 |
1,261.7 |
1,301.7 |
|
| S3 |
1,224.3 |
1,247.8 |
1,298.3 |
|
| S4 |
1,186.9 |
1,210.4 |
1,288.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,313.1 |
1,277.2 |
35.9 |
2.8% |
17.9 |
1.4% |
3% |
False |
True |
21,047 |
| 10 |
1,313.1 |
1,265.8 |
47.3 |
3.7% |
15.6 |
1.2% |
26% |
False |
False |
14,936 |
| 20 |
1,313.1 |
1,251.0 |
62.1 |
4.9% |
12.9 |
1.0% |
44% |
False |
False |
11,408 |
| 40 |
1,351.2 |
1,246.8 |
104.4 |
8.2% |
13.9 |
1.1% |
30% |
False |
False |
8,678 |
| 60 |
1,368.0 |
1,246.8 |
121.2 |
9.5% |
14.3 |
1.1% |
26% |
False |
False |
7,178 |
| 80 |
1,378.1 |
1,246.8 |
131.3 |
10.3% |
14.8 |
1.2% |
24% |
False |
False |
6,315 |
| 100 |
1,387.1 |
1,246.8 |
140.3 |
11.0% |
15.9 |
1.2% |
22% |
False |
False |
5,328 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
13.9% |
15.4 |
1.2% |
39% |
False |
False |
4,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.2 |
|
2.618 |
1,342.0 |
|
1.618 |
1,324.1 |
|
1.000 |
1,313.0 |
|
0.618 |
1,306.2 |
|
HIGH |
1,295.1 |
|
0.618 |
1,288.3 |
|
0.500 |
1,286.2 |
|
0.382 |
1,284.0 |
|
LOW |
1,277.2 |
|
0.618 |
1,266.1 |
|
1.000 |
1,259.3 |
|
1.618 |
1,248.2 |
|
2.618 |
1,230.3 |
|
4.250 |
1,201.1 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.2 |
1,294.7 |
| PP |
1,283.5 |
1,289.2 |
| S1 |
1,280.9 |
1,283.8 |
|