| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,705.0 |
10,679.0 |
-26.0 |
-0.2% |
10,688.0 |
| High |
10,714.5 |
10,689.5 |
-25.0 |
-0.2% |
10,781.5 |
| Low |
10,646.0 |
10,550.5 |
-95.5 |
-0.9% |
10,587.5 |
| Close |
10,691.0 |
10,575.0 |
-116.0 |
-1.1% |
10,691.0 |
| Range |
68.5 |
139.0 |
70.5 |
102.9% |
194.0 |
| ATR |
155.1 |
154.0 |
-1.0 |
-0.7% |
0.0 |
| Volume |
48,867 |
104,153 |
55,286 |
113.1% |
308,639 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,022.0 |
10,937.5 |
10,651.5 |
|
| R3 |
10,883.0 |
10,798.5 |
10,613.2 |
|
| R2 |
10,744.0 |
10,744.0 |
10,600.5 |
|
| R1 |
10,659.5 |
10,659.5 |
10,587.7 |
10,632.3 |
| PP |
10,605.0 |
10,605.0 |
10,605.0 |
10,591.4 |
| S1 |
10,520.5 |
10,520.5 |
10,562.3 |
10,493.3 |
| S2 |
10,466.0 |
10,466.0 |
10,549.5 |
|
| S3 |
10,327.0 |
10,381.5 |
10,536.8 |
|
| S4 |
10,188.0 |
10,242.5 |
10,498.6 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,268.7 |
11,173.8 |
10,797.7 |
|
| R3 |
11,074.7 |
10,979.8 |
10,744.4 |
|
| R2 |
10,880.7 |
10,880.7 |
10,726.6 |
|
| R1 |
10,785.8 |
10,785.8 |
10,708.8 |
10,833.3 |
| PP |
10,686.7 |
10,686.7 |
10,686.7 |
10,710.4 |
| S1 |
10,591.8 |
10,591.8 |
10,673.2 |
10,639.3 |
| S2 |
10,492.7 |
10,492.7 |
10,655.4 |
|
| S3 |
10,298.7 |
10,397.8 |
10,637.7 |
|
| S4 |
10,104.7 |
10,203.8 |
10,584.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,781.5 |
10,550.5 |
231.0 |
2.2% |
115.3 |
1.1% |
11% |
False |
True |
82,558 |
| 10 |
10,798.0 |
10,550.5 |
247.5 |
2.3% |
122.1 |
1.2% |
10% |
False |
True |
85,703 |
| 20 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
160.2 |
1.5% |
72% |
False |
False |
103,441 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
151.0 |
1.4% |
69% |
False |
False |
97,444 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
155.5 |
1.5% |
69% |
False |
False |
88,283 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
146.9 |
1.4% |
69% |
False |
False |
66,265 |
| 100 |
10,826.0 |
9,339.0 |
1,487.0 |
14.1% |
142.8 |
1.4% |
83% |
False |
False |
53,035 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.7% |
147.0 |
1.4% |
85% |
False |
False |
44,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,280.3 |
|
2.618 |
11,053.4 |
|
1.618 |
10,914.4 |
|
1.000 |
10,828.5 |
|
0.618 |
10,775.4 |
|
HIGH |
10,689.5 |
|
0.618 |
10,636.4 |
|
0.500 |
10,620.0 |
|
0.382 |
10,603.6 |
|
LOW |
10,550.5 |
|
0.618 |
10,464.6 |
|
1.000 |
10,411.5 |
|
1.618 |
10,325.6 |
|
2.618 |
10,186.6 |
|
4.250 |
9,959.8 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,620.0 |
10,648.0 |
| PP |
10,605.0 |
10,623.7 |
| S1 |
10,590.0 |
10,599.3 |
|