| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,765.0 |
10,704.0 |
-61.0 |
-0.6% |
10,439.0 |
| High |
10,798.0 |
10,757.0 |
-41.0 |
-0.4% |
10,794.5 |
| Low |
10,664.5 |
10,660.5 |
-4.0 |
0.0% |
10,013.0 |
| Close |
10,701.5 |
10,741.5 |
40.0 |
0.4% |
10,657.0 |
| Range |
133.5 |
96.5 |
-37.0 |
-27.7% |
781.5 |
| ATR |
183.8 |
177.6 |
-6.2 |
-3.4% |
0.0 |
| Volume |
81,770 |
100,617 |
18,847 |
23.0% |
673,328 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,009.2 |
10,971.8 |
10,794.6 |
|
| R3 |
10,912.7 |
10,875.3 |
10,768.0 |
|
| R2 |
10,816.2 |
10,816.2 |
10,759.2 |
|
| R1 |
10,778.8 |
10,778.8 |
10,750.3 |
10,797.5 |
| PP |
10,719.7 |
10,719.7 |
10,719.7 |
10,729.0 |
| S1 |
10,682.3 |
10,682.3 |
10,732.7 |
10,701.0 |
| S2 |
10,623.2 |
10,623.2 |
10,723.8 |
|
| S3 |
10,526.7 |
10,585.8 |
10,715.0 |
|
| S4 |
10,430.2 |
10,489.3 |
10,688.4 |
|
|
| 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% |
249.6 |
2.3% |
93% |
False |
False |
114,191 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
186.4 |
1.7% |
93% |
False |
False |
115,978 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
157.7 |
1.5% |
90% |
False |
False |
103,597 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
161.8 |
1.5% |
90% |
False |
False |
102,436 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
157.6 |
1.5% |
90% |
False |
False |
77,074 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
145.9 |
1.4% |
90% |
False |
False |
57,849 |
| 100 |
10,826.0 |
9,190.0 |
1,636.0 |
15.2% |
148.1 |
1.4% |
95% |
False |
False |
46,307 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
144.2 |
1.3% |
95% |
False |
False |
38,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,167.1 |
|
2.618 |
11,009.6 |
|
1.618 |
10,913.1 |
|
1.000 |
10,853.5 |
|
0.618 |
10,816.6 |
|
HIGH |
10,757.0 |
|
0.618 |
10,720.1 |
|
0.500 |
10,708.8 |
|
0.382 |
10,697.4 |
|
LOW |
10,660.5 |
|
0.618 |
10,600.9 |
|
1.000 |
10,564.0 |
|
1.618 |
10,504.4 |
|
2.618 |
10,407.9 |
|
4.250 |
10,250.4 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,730.6 |
10,724.3 |
| PP |
10,719.7 |
10,707.0 |
| S1 |
10,708.8 |
10,689.8 |
|