| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,704.0 |
10,778.0 |
74.0 |
0.7% |
10,439.0 |
| High |
10,757.0 |
10,782.0 |
25.0 |
0.2% |
10,794.5 |
| Low |
10,660.5 |
10,606.0 |
-54.5 |
-0.5% |
10,013.0 |
| Close |
10,741.5 |
10,669.5 |
-72.0 |
-0.7% |
10,657.0 |
| Range |
96.5 |
176.0 |
79.5 |
82.4% |
781.5 |
| ATR |
177.6 |
177.5 |
-0.1 |
-0.1% |
0.0 |
| Volume |
100,617 |
85,201 |
-15,416 |
-15.3% |
673,328 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,213.8 |
11,117.7 |
10,766.3 |
|
| R3 |
11,037.8 |
10,941.7 |
10,717.9 |
|
| R2 |
10,861.8 |
10,861.8 |
10,701.8 |
|
| R1 |
10,765.7 |
10,765.7 |
10,685.6 |
10,725.8 |
| PP |
10,685.8 |
10,685.8 |
10,685.8 |
10,665.9 |
| S1 |
10,589.7 |
10,589.7 |
10,653.4 |
10,549.8 |
| S2 |
10,509.8 |
10,509.8 |
10,637.2 |
|
| S3 |
10,333.8 |
10,413.7 |
10,621.1 |
|
| S4 |
10,157.8 |
10,237.7 |
10,572.7 |
|
|
| 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 |
10,570.0 |
228.0 |
2.1% |
151.7 |
1.4% |
44% |
False |
False |
98,286 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
189.8 |
1.8% |
84% |
False |
False |
114,774 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
162.2 |
1.5% |
81% |
False |
False |
103,439 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
163.3 |
1.5% |
81% |
False |
False |
101,986 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
156.1 |
1.5% |
81% |
False |
False |
78,489 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
146.7 |
1.4% |
81% |
False |
False |
58,914 |
| 100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.5% |
146.2 |
1.4% |
90% |
False |
False |
47,157 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
145.4 |
1.4% |
91% |
False |
False |
39,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,530.0 |
|
2.618 |
11,242.8 |
|
1.618 |
11,066.8 |
|
1.000 |
10,958.0 |
|
0.618 |
10,890.8 |
|
HIGH |
10,782.0 |
|
0.618 |
10,714.8 |
|
0.500 |
10,694.0 |
|
0.382 |
10,673.2 |
|
LOW |
10,606.0 |
|
0.618 |
10,497.2 |
|
1.000 |
10,430.0 |
|
1.618 |
10,321.2 |
|
2.618 |
10,145.2 |
|
4.250 |
9,858.0 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,694.0 |
10,702.0 |
| PP |
10,685.8 |
10,691.2 |
| S1 |
10,677.7 |
10,680.3 |
|