| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,778.0 |
10,677.0 |
-101.0 |
-0.9% |
10,439.0 |
| High |
10,782.0 |
10,733.0 |
-49.0 |
-0.5% |
10,794.5 |
| Low |
10,606.0 |
10,597.5 |
-8.5 |
-0.1% |
10,013.0 |
| Close |
10,669.5 |
10,681.0 |
11.5 |
0.1% |
10,657.0 |
| Range |
176.0 |
135.5 |
-40.5 |
-23.0% |
781.5 |
| ATR |
177.5 |
174.5 |
-3.0 |
-1.7% |
0.0 |
| Volume |
85,201 |
88,328 |
3,127 |
3.7% |
673,328 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,077.0 |
11,014.5 |
10,755.5 |
|
| R3 |
10,941.5 |
10,879.0 |
10,718.3 |
|
| R2 |
10,806.0 |
10,806.0 |
10,705.8 |
|
| R1 |
10,743.5 |
10,743.5 |
10,693.4 |
10,774.8 |
| PP |
10,670.5 |
10,670.5 |
10,670.5 |
10,686.1 |
| S1 |
10,608.0 |
10,608.0 |
10,668.6 |
10,639.3 |
| S2 |
10,535.0 |
10,535.0 |
10,656.2 |
|
| S3 |
10,399.5 |
10,472.5 |
10,643.7 |
|
| S4 |
10,264.0 |
10,337.0 |
10,606.5 |
|
|
| 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 |
10,581.5 |
216.5 |
2.0% |
133.9 |
1.3% |
46% |
False |
False |
93,709 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
192.0 |
1.8% |
85% |
False |
False |
112,405 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
161.0 |
1.5% |
82% |
False |
False |
104,636 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
163.3 |
1.5% |
82% |
False |
False |
101,236 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
156.6 |
1.5% |
82% |
False |
False |
79,957 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
147.1 |
1.4% |
82% |
False |
False |
60,007 |
| 100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.5% |
146.2 |
1.4% |
91% |
False |
False |
48,040 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
145.5 |
1.4% |
91% |
False |
False |
40,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,308.9 |
|
2.618 |
11,087.7 |
|
1.618 |
10,952.2 |
|
1.000 |
10,868.5 |
|
0.618 |
10,816.7 |
|
HIGH |
10,733.0 |
|
0.618 |
10,681.2 |
|
0.500 |
10,665.3 |
|
0.382 |
10,649.3 |
|
LOW |
10,597.5 |
|
0.618 |
10,513.8 |
|
1.000 |
10,462.0 |
|
1.618 |
10,378.3 |
|
2.618 |
10,242.8 |
|
4.250 |
10,021.6 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,675.8 |
10,689.8 |
| PP |
10,670.5 |
10,686.8 |
| S1 |
10,665.3 |
10,683.9 |
|