| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,165.00 |
2,164.50 |
-0.50 |
0.0% |
2,106.00 |
| High |
2,170.50 |
2,174.50 |
4.00 |
0.2% |
2,180.50 |
| Low |
2,148.50 |
2,152.25 |
3.75 |
0.2% |
2,028.50 |
| Close |
2,161.50 |
2,160.50 |
-1.00 |
0.0% |
2,161.50 |
| Range |
22.00 |
22.25 |
0.25 |
1.1% |
152.00 |
| ATR |
30.26 |
29.69 |
-0.57 |
-1.9% |
0.00 |
| Volume |
1,883,989 |
1,815,339 |
-68,650 |
-3.6% |
13,809,685 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.25 |
2,217.00 |
2,172.75 |
|
| R3 |
2,207.00 |
2,194.75 |
2,166.50 |
|
| R2 |
2,184.75 |
2,184.75 |
2,164.50 |
|
| R1 |
2,172.50 |
2,172.50 |
2,162.50 |
2,167.50 |
| PP |
2,162.50 |
2,162.50 |
2,162.50 |
2,160.00 |
| S1 |
2,150.25 |
2,150.25 |
2,158.50 |
2,145.25 |
| S2 |
2,140.25 |
2,140.25 |
2,156.50 |
|
| S3 |
2,118.00 |
2,128.00 |
2,154.50 |
|
| S4 |
2,095.75 |
2,105.75 |
2,148.25 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.50 |
2,522.50 |
2,245.00 |
|
| R3 |
2,427.50 |
2,370.50 |
2,203.25 |
|
| R2 |
2,275.50 |
2,275.50 |
2,189.25 |
|
| R1 |
2,218.50 |
2,218.50 |
2,175.50 |
2,247.00 |
| PP |
2,123.50 |
2,123.50 |
2,123.50 |
2,137.75 |
| S1 |
2,066.50 |
2,066.50 |
2,147.50 |
2,095.00 |
| S2 |
1,971.50 |
1,971.50 |
2,133.75 |
|
| S3 |
1,819.50 |
1,914.50 |
2,119.75 |
|
| S4 |
1,667.50 |
1,762.50 |
2,078.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
48.00 |
2.2% |
87% |
False |
False |
2,772,654 |
| 10 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
36.00 |
1.7% |
87% |
False |
False |
2,377,030 |
| 20 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
26.50 |
1.2% |
87% |
False |
False |
1,909,736 |
| 40 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
24.00 |
1.1% |
87% |
False |
False |
1,793,150 |
| 60 |
2,184.25 |
2,028.50 |
155.75 |
7.2% |
23.50 |
1.1% |
85% |
False |
False |
1,523,086 |
| 80 |
2,184.25 |
2,028.50 |
155.75 |
7.2% |
21.00 |
1.0% |
85% |
False |
False |
1,143,516 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
22.75 |
1.1% |
89% |
False |
False |
915,466 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.8% |
22.00 |
1.0% |
89% |
False |
False |
763,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,269.00 |
|
2.618 |
2,232.75 |
|
1.618 |
2,210.50 |
|
1.000 |
2,196.75 |
|
0.618 |
2,188.25 |
|
HIGH |
2,174.50 |
|
0.618 |
2,166.00 |
|
0.500 |
2,163.50 |
|
0.382 |
2,160.75 |
|
LOW |
2,152.25 |
|
0.618 |
2,138.50 |
|
1.000 |
2,130.00 |
|
1.618 |
2,116.25 |
|
2.618 |
2,094.00 |
|
4.250 |
2,057.75 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,163.50 |
2,164.00 |
| PP |
2,162.50 |
2,163.00 |
| S1 |
2,161.50 |
2,161.75 |
|