| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,677.0 |
10,732.0 |
55.0 |
0.5% |
10,765.0 |
| High |
10,733.0 |
10,747.5 |
14.5 |
0.1% |
10,798.0 |
| Low |
10,597.5 |
10,644.5 |
47.0 |
0.4% |
10,597.5 |
| Close |
10,681.0 |
10,674.0 |
-7.0 |
-0.1% |
10,674.0 |
| Range |
135.5 |
103.0 |
-32.5 |
-24.0% |
200.5 |
| ATR |
174.5 |
169.4 |
-5.1 |
-2.9% |
0.0 |
| Volume |
88,328 |
88,328 |
0 |
0.0% |
444,244 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,997.7 |
10,938.8 |
10,730.7 |
|
| R3 |
10,894.7 |
10,835.8 |
10,702.3 |
|
| R2 |
10,791.7 |
10,791.7 |
10,692.9 |
|
| R1 |
10,732.8 |
10,732.8 |
10,683.4 |
10,710.8 |
| PP |
10,688.7 |
10,688.7 |
10,688.7 |
10,677.6 |
| S1 |
10,629.8 |
10,629.8 |
10,664.6 |
10,607.8 |
| S2 |
10,585.7 |
10,585.7 |
10,655.1 |
|
| S3 |
10,482.7 |
10,526.8 |
10,645.7 |
|
| S4 |
10,379.7 |
10,423.8 |
10,617.4 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,291.3 |
11,183.2 |
10,784.3 |
|
| R3 |
11,090.8 |
10,982.7 |
10,729.1 |
|
| R2 |
10,890.3 |
10,890.3 |
10,710.8 |
|
| R1 |
10,782.2 |
10,782.2 |
10,692.4 |
10,736.0 |
| PP |
10,689.8 |
10,689.8 |
10,689.8 |
10,666.8 |
| S1 |
10,581.7 |
10,581.7 |
10,655.6 |
10,535.5 |
| S2 |
10,489.3 |
10,489.3 |
10,637.2 |
|
| S3 |
10,288.8 |
10,381.2 |
10,618.9 |
|
| S4 |
10,088.3 |
10,180.7 |
10,563.7 |
|
|
| 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 |
10,597.5 |
200.5 |
1.9% |
128.9 |
1.2% |
38% |
False |
False |
88,848 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
189.9 |
1.8% |
84% |
False |
False |
111,757 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
162.7 |
1.5% |
81% |
False |
False |
105,834 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
160.5 |
1.5% |
81% |
False |
False |
101,579 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
156.2 |
1.5% |
81% |
False |
False |
81,426 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
147.9 |
1.4% |
81% |
False |
False |
61,109 |
| 100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.5% |
146.0 |
1.4% |
90% |
False |
False |
48,922 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
146.4 |
1.4% |
91% |
False |
False |
40,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,185.3 |
|
2.618 |
11,017.2 |
|
1.618 |
10,914.2 |
|
1.000 |
10,850.5 |
|
0.618 |
10,811.2 |
|
HIGH |
10,747.5 |
|
0.618 |
10,708.2 |
|
0.500 |
10,696.0 |
|
0.382 |
10,683.8 |
|
LOW |
10,644.5 |
|
0.618 |
10,580.8 |
|
1.000 |
10,541.5 |
|
1.618 |
10,477.8 |
|
2.618 |
10,374.8 |
|
4.250 |
10,206.8 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,696.0 |
10,689.8 |
| PP |
10,688.7 |
10,684.5 |
| S1 |
10,681.3 |
10,679.3 |
|