| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
10,568.0 |
10,625.0 |
57.0 |
0.5% |
10,688.0 |
| High |
10,645.0 |
10,693.0 |
48.0 |
0.5% |
10,781.5 |
| Low |
10,536.0 |
10,602.0 |
66.0 |
0.6% |
10,587.5 |
| Close |
10,606.5 |
10,637.5 |
31.0 |
0.3% |
10,691.0 |
| Range |
109.0 |
91.0 |
-18.0 |
-16.5% |
194.0 |
| ATR |
150.8 |
146.5 |
-4.3 |
-2.8% |
0.0 |
| Volume |
90,505 |
127,659 |
37,154 |
41.1% |
308,639 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,917.2 |
10,868.3 |
10,687.6 |
|
| R3 |
10,826.2 |
10,777.3 |
10,662.5 |
|
| R2 |
10,735.2 |
10,735.2 |
10,654.2 |
|
| R1 |
10,686.3 |
10,686.3 |
10,645.8 |
10,710.8 |
| PP |
10,644.2 |
10,644.2 |
10,644.2 |
10,656.4 |
| S1 |
10,595.3 |
10,595.3 |
10,629.2 |
10,619.8 |
| S2 |
10,553.2 |
10,553.2 |
10,620.8 |
|
| S3 |
10,462.2 |
10,504.3 |
10,612.5 |
|
| S4 |
10,371.2 |
10,413.3 |
10,587.5 |
|
|
| 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 |
10,745.5 |
10,536.0 |
209.5 |
2.0% |
110.7 |
1.0% |
48% |
False |
False |
94,111 |
| 10 |
10,782.0 |
10,536.0 |
246.0 |
2.3% |
119.1 |
1.1% |
41% |
False |
False |
89,281 |
| 20 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
152.8 |
1.4% |
80% |
False |
False |
102,630 |
| 40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
142.8 |
1.3% |
77% |
False |
False |
97,784 |
| 60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
152.3 |
1.4% |
77% |
False |
False |
91,902 |
| 80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
146.4 |
1.4% |
77% |
False |
False |
68,987 |
| 100 |
10,826.0 |
9,677.0 |
1,149.0 |
10.8% |
140.8 |
1.3% |
84% |
False |
False |
55,214 |
| 120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
147.6 |
1.4% |
89% |
False |
False |
46,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,079.8 |
|
2.618 |
10,931.2 |
|
1.618 |
10,840.2 |
|
1.000 |
10,784.0 |
|
0.618 |
10,749.2 |
|
HIGH |
10,693.0 |
|
0.618 |
10,658.2 |
|
0.500 |
10,647.5 |
|
0.382 |
10,636.8 |
|
LOW |
10,602.0 |
|
0.618 |
10,545.8 |
|
1.000 |
10,511.0 |
|
1.618 |
10,454.8 |
|
2.618 |
10,363.8 |
|
4.250 |
10,215.3 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
10,647.5 |
10,629.8 |
| PP |
10,644.2 |
10,622.2 |
| S1 |
10,640.8 |
10,614.5 |
|