| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,732.0 |
10,688.0 |
-44.0 |
-0.4% |
10,765.0 |
| High |
10,747.5 |
10,727.0 |
-20.5 |
-0.2% |
10,798.0 |
| Low |
10,644.5 |
10,587.5 |
-57.0 |
-0.5% |
10,597.5 |
| Close |
10,674.0 |
10,674.5 |
0.5 |
0.0% |
10,674.0 |
| Range |
103.0 |
139.5 |
36.5 |
35.4% |
200.5 |
| ATR |
169.4 |
167.2 |
-2.1 |
-1.3% |
0.0 |
| Volume |
88,328 |
83,794 |
-4,534 |
-5.1% |
444,244 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,081.5 |
11,017.5 |
10,751.2 |
|
| R3 |
10,942.0 |
10,878.0 |
10,712.9 |
|
| R2 |
10,802.5 |
10,802.5 |
10,700.1 |
|
| R1 |
10,738.5 |
10,738.5 |
10,687.3 |
10,700.8 |
| PP |
10,663.0 |
10,663.0 |
10,663.0 |
10,644.1 |
| S1 |
10,599.0 |
10,599.0 |
10,661.7 |
10,561.3 |
| S2 |
10,523.5 |
10,523.5 |
10,648.9 |
|
| S3 |
10,384.0 |
10,459.5 |
10,636.1 |
|
| S4 |
10,244.5 |
10,320.0 |
10,597.8 |
|
|
| 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 |
10,782.0 |
10,587.5 |
194.5 |
1.8% |
130.1 |
1.2% |
45% |
False |
True |
89,253 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
194.5 |
1.8% |
84% |
False |
False |
111,756 |
| 20 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
163.7 |
1.5% |
81% |
False |
False |
106,410 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
162.0 |
1.5% |
81% |
False |
False |
101,180 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
156.1 |
1.5% |
81% |
False |
False |
82,819 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
148.3 |
1.4% |
81% |
False |
False |
62,155 |
| 100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.5% |
144.8 |
1.4% |
90% |
False |
False |
49,758 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
146.9 |
1.4% |
91% |
False |
False |
41,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,319.9 |
|
2.618 |
11,092.2 |
|
1.618 |
10,952.7 |
|
1.000 |
10,866.5 |
|
0.618 |
10,813.2 |
|
HIGH |
10,727.0 |
|
0.618 |
10,673.7 |
|
0.500 |
10,657.3 |
|
0.382 |
10,640.8 |
|
LOW |
10,587.5 |
|
0.618 |
10,501.3 |
|
1.000 |
10,448.0 |
|
1.618 |
10,361.8 |
|
2.618 |
10,222.3 |
|
4.250 |
9,994.6 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,668.8 |
10,672.2 |
| PP |
10,663.0 |
10,669.8 |
| S1 |
10,657.3 |
10,667.5 |
|