| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,672.0 |
10,765.0 |
93.0 |
0.9% |
10,439.0 |
| High |
10,709.5 |
10,798.0 |
88.5 |
0.8% |
10,794.5 |
| Low |
10,581.5 |
10,664.5 |
83.0 |
0.8% |
10,013.0 |
| Close |
10,657.0 |
10,701.5 |
44.5 |
0.4% |
10,657.0 |
| Range |
128.0 |
133.5 |
5.5 |
4.3% |
781.5 |
| ATR |
187.1 |
183.8 |
-3.3 |
-1.8% |
0.0 |
| Volume |
112,630 |
81,770 |
-30,860 |
-27.4% |
673,328 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,121.8 |
11,045.2 |
10,774.9 |
|
| R3 |
10,988.3 |
10,911.7 |
10,738.2 |
|
| R2 |
10,854.8 |
10,854.8 |
10,726.0 |
|
| R1 |
10,778.2 |
10,778.2 |
10,713.7 |
10,749.8 |
| PP |
10,721.3 |
10,721.3 |
10,721.3 |
10,707.1 |
| S1 |
10,644.7 |
10,644.7 |
10,689.3 |
10,616.3 |
| S2 |
10,587.8 |
10,587.8 |
10,677.0 |
|
| S3 |
10,454.3 |
10,511.2 |
10,664.8 |
|
| S4 |
10,320.8 |
10,377.7 |
10,628.1 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,832.7 |
12,526.3 |
11,086.8 |
|
| R3 |
12,051.2 |
11,744.8 |
10,871.9 |
|
| R2 |
11,269.7 |
11,269.7 |
10,800.3 |
|
| R1 |
10,963.3 |
10,963.3 |
10,728.6 |
11,116.5 |
| PP |
10,488.2 |
10,488.2 |
10,488.2 |
10,564.8 |
| S1 |
10,181.8 |
10,181.8 |
10,585.4 |
10,335.0 |
| S2 |
9,706.7 |
9,706.7 |
10,513.7 |
|
| S3 |
8,925.2 |
9,400.3 |
10,442.1 |
|
| S4 |
8,143.7 |
8,618.8 |
10,227.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
258.8 |
2.4% |
88% |
True |
False |
134,258 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
205.6 |
1.9% |
88% |
True |
False |
117,193 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
158.9 |
1.5% |
85% |
False |
False |
101,851 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
161.0 |
1.5% |
85% |
False |
False |
101,984 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
158.6 |
1.5% |
85% |
False |
False |
75,399 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
145.9 |
1.4% |
85% |
False |
False |
56,592 |
| 100 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
152.2 |
1.4% |
93% |
False |
False |
45,302 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
143.7 |
1.3% |
93% |
False |
False |
37,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,365.4 |
|
2.618 |
11,147.5 |
|
1.618 |
11,014.0 |
|
1.000 |
10,931.5 |
|
0.618 |
10,880.5 |
|
HIGH |
10,798.0 |
|
0.618 |
10,747.0 |
|
0.500 |
10,731.3 |
|
0.382 |
10,715.5 |
|
LOW |
10,664.5 |
|
0.618 |
10,582.0 |
|
1.000 |
10,531.0 |
|
1.618 |
10,448.5 |
|
2.618 |
10,315.0 |
|
4.250 |
10,097.1 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,731.3 |
10,695.7 |
| PP |
10,721.3 |
10,689.8 |
| S1 |
10,711.4 |
10,684.0 |
|