| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,161.00 |
2,179.00 |
18.00 |
0.8% |
2,106.00 |
| High |
2,179.75 |
2,185.00 |
5.25 |
0.2% |
2,180.50 |
| Low |
2,158.50 |
2,168.75 |
10.25 |
0.5% |
2,028.50 |
| Close |
2,179.25 |
2,172.75 |
-6.50 |
-0.3% |
2,161.50 |
| Range |
21.25 |
16.25 |
-5.00 |
-23.5% |
152.00 |
| ATR |
29.09 |
28.17 |
-0.92 |
-3.2% |
0.00 |
| Volume |
1,443,589 |
1,327,887 |
-115,702 |
-8.0% |
13,809,685 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.25 |
2,214.75 |
2,181.75 |
|
| R3 |
2,208.00 |
2,198.50 |
2,177.25 |
|
| R2 |
2,191.75 |
2,191.75 |
2,175.75 |
|
| R1 |
2,182.25 |
2,182.25 |
2,174.25 |
2,179.00 |
| PP |
2,175.50 |
2,175.50 |
2,175.50 |
2,173.75 |
| S1 |
2,166.00 |
2,166.00 |
2,171.25 |
2,162.50 |
| S2 |
2,159.25 |
2,159.25 |
2,169.75 |
|
| S3 |
2,143.00 |
2,149.75 |
2,168.25 |
|
| S4 |
2,126.75 |
2,133.50 |
2,163.75 |
|
|
| 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 |
2,185.00 |
2,147.75 |
37.25 |
1.7% |
23.00 |
1.1% |
67% |
True |
False |
1,920,628 |
| 10 |
2,185.00 |
2,028.50 |
156.50 |
7.2% |
34.00 |
1.6% |
92% |
True |
False |
2,227,111 |
| 20 |
2,185.00 |
2,028.50 |
156.50 |
7.2% |
26.75 |
1.2% |
92% |
True |
False |
1,943,920 |
| 40 |
2,185.00 |
2,028.50 |
156.50 |
7.2% |
23.75 |
1.1% |
92% |
True |
False |
1,782,116 |
| 60 |
2,185.00 |
2,028.50 |
156.50 |
7.2% |
23.75 |
1.1% |
92% |
True |
False |
1,569,056 |
| 80 |
2,185.00 |
2,028.50 |
156.50 |
7.2% |
21.25 |
1.0% |
92% |
True |
False |
1,178,005 |
| 100 |
2,185.00 |
1,974.25 |
210.75 |
9.7% |
21.50 |
1.0% |
94% |
True |
False |
943,032 |
| 120 |
2,185.00 |
1,972.25 |
212.75 |
9.8% |
22.00 |
1.0% |
94% |
True |
False |
786,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,254.00 |
|
2.618 |
2,227.50 |
|
1.618 |
2,211.25 |
|
1.000 |
2,201.25 |
|
0.618 |
2,195.00 |
|
HIGH |
2,185.00 |
|
0.618 |
2,178.75 |
|
0.500 |
2,177.00 |
|
0.382 |
2,175.00 |
|
LOW |
2,168.75 |
|
0.618 |
2,158.75 |
|
1.000 |
2,152.50 |
|
1.618 |
2,142.50 |
|
2.618 |
2,126.25 |
|
4.250 |
2,099.75 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,177.00 |
2,171.50 |
| PP |
2,175.50 |
2,170.00 |
| S1 |
2,174.00 |
2,168.50 |
|