| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,164.50 |
2,161.00 |
-3.50 |
-0.2% |
2,106.00 |
| High |
2,174.50 |
2,179.75 |
5.25 |
0.2% |
2,180.50 |
| Low |
2,152.25 |
2,158.50 |
6.25 |
0.3% |
2,028.50 |
| Close |
2,160.50 |
2,179.25 |
18.75 |
0.9% |
2,161.50 |
| Range |
22.25 |
21.25 |
-1.00 |
-4.5% |
152.00 |
| ATR |
29.69 |
29.09 |
-0.60 |
-2.0% |
0.00 |
| Volume |
1,815,339 |
1,443,589 |
-371,750 |
-20.5% |
13,809,685 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.25 |
2,229.00 |
2,191.00 |
|
| R3 |
2,215.00 |
2,207.75 |
2,185.00 |
|
| R2 |
2,193.75 |
2,193.75 |
2,183.25 |
|
| R1 |
2,186.50 |
2,186.50 |
2,181.25 |
2,190.00 |
| PP |
2,172.50 |
2,172.50 |
2,172.50 |
2,174.25 |
| S1 |
2,165.25 |
2,165.25 |
2,177.25 |
2,169.00 |
| S2 |
2,151.25 |
2,151.25 |
2,175.25 |
|
| S3 |
2,130.00 |
2,144.00 |
2,173.50 |
|
| S4 |
2,108.75 |
2,122.75 |
2,167.50 |
|
|
| 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% |
47.25 |
2.2% |
99% |
False |
False |
2,711,098 |
| 10 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
34.25 |
1.6% |
99% |
False |
False |
2,295,682 |
| 20 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
26.75 |
1.2% |
99% |
False |
False |
1,924,949 |
| 40 |
2,180.50 |
2,028.50 |
152.00 |
7.0% |
24.25 |
1.1% |
99% |
False |
False |
1,794,593 |
| 60 |
2,184.25 |
2,028.50 |
155.75 |
7.1% |
23.75 |
1.1% |
97% |
False |
False |
1,547,048 |
| 80 |
2,184.25 |
2,028.50 |
155.75 |
7.1% |
21.25 |
1.0% |
97% |
False |
False |
1,161,471 |
| 100 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
21.75 |
1.0% |
98% |
False |
False |
929,800 |
| 120 |
2,184.25 |
1,972.25 |
212.00 |
9.7% |
22.00 |
1.0% |
98% |
False |
False |
775,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,270.00 |
|
2.618 |
2,235.50 |
|
1.618 |
2,214.25 |
|
1.000 |
2,201.00 |
|
0.618 |
2,193.00 |
|
HIGH |
2,179.75 |
|
0.618 |
2,171.75 |
|
0.500 |
2,169.00 |
|
0.382 |
2,166.50 |
|
LOW |
2,158.50 |
|
0.618 |
2,145.25 |
|
1.000 |
2,137.25 |
|
1.618 |
2,124.00 |
|
2.618 |
2,102.75 |
|
4.250 |
2,068.25 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,176.00 |
2,174.25 |
| PP |
2,172.50 |
2,169.25 |
| S1 |
2,169.00 |
2,164.00 |
|