| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,688.0 |
10,768.5 |
80.5 |
0.8% |
10,765.0 |
| High |
10,727.0 |
10,781.5 |
54.5 |
0.5% |
10,798.0 |
| Low |
10,587.5 |
10,698.0 |
110.5 |
1.0% |
10,597.5 |
| Close |
10,674.5 |
10,709.5 |
35.0 |
0.3% |
10,674.0 |
| Range |
139.5 |
83.5 |
-56.0 |
-40.1% |
200.5 |
| ATR |
167.2 |
162.9 |
-4.3 |
-2.6% |
0.0 |
| Volume |
83,794 |
76,603 |
-7,191 |
-8.6% |
444,244 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,980.2 |
10,928.3 |
10,755.4 |
|
| R3 |
10,896.7 |
10,844.8 |
10,732.5 |
|
| R2 |
10,813.2 |
10,813.2 |
10,724.8 |
|
| R1 |
10,761.3 |
10,761.3 |
10,717.2 |
10,745.5 |
| PP |
10,729.7 |
10,729.7 |
10,729.7 |
10,721.8 |
| S1 |
10,677.8 |
10,677.8 |
10,701.8 |
10,662.0 |
| S2 |
10,646.2 |
10,646.2 |
10,694.2 |
|
| S3 |
10,562.7 |
10,594.3 |
10,686.5 |
|
| S4 |
10,479.2 |
10,510.8 |
10,663.6 |
|
|
| 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% |
127.5 |
1.2% |
63% |
False |
False |
84,450 |
| 10 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
188.6 |
1.8% |
89% |
False |
False |
99,320 |
| 20 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
163.4 |
1.5% |
89% |
False |
False |
105,537 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
159.1 |
1.5% |
86% |
False |
False |
100,396 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
155.0 |
1.4% |
86% |
False |
False |
84,093 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
148.5 |
1.4% |
86% |
False |
False |
63,112 |
| 100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.4% |
144.4 |
1.3% |
92% |
False |
False |
50,520 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
145.8 |
1.4% |
93% |
False |
False |
42,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,136.4 |
|
2.618 |
11,000.1 |
|
1.618 |
10,916.6 |
|
1.000 |
10,865.0 |
|
0.618 |
10,833.1 |
|
HIGH |
10,781.5 |
|
0.618 |
10,749.6 |
|
0.500 |
10,739.8 |
|
0.382 |
10,729.9 |
|
LOW |
10,698.0 |
|
0.618 |
10,646.4 |
|
1.000 |
10,614.5 |
|
1.618 |
10,562.9 |
|
2.618 |
10,479.4 |
|
4.250 |
10,343.1 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,739.8 |
10,701.2 |
| PP |
10,729.7 |
10,692.8 |
| S1 |
10,719.6 |
10,684.5 |
|