| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,179.00 |
2,172.50 |
-6.50 |
-0.3% |
2,106.00 |
| High |
2,185.00 |
2,185.50 |
0.50 |
0.0% |
2,180.50 |
| Low |
2,168.75 |
2,171.75 |
3.00 |
0.1% |
2,028.50 |
| Close |
2,172.75 |
2,184.25 |
11.50 |
0.5% |
2,161.50 |
| Range |
16.25 |
13.75 |
-2.50 |
-15.4% |
152.00 |
| ATR |
28.17 |
27.14 |
-1.03 |
-3.7% |
0.00 |
| Volume |
1,327,887 |
1,350,348 |
22,461 |
1.7% |
13,809,685 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.75 |
2,216.75 |
2,191.75 |
|
| R3 |
2,208.00 |
2,203.00 |
2,188.00 |
|
| R2 |
2,194.25 |
2,194.25 |
2,186.75 |
|
| R1 |
2,189.25 |
2,189.25 |
2,185.50 |
2,191.75 |
| PP |
2,180.50 |
2,180.50 |
2,180.50 |
2,181.75 |
| S1 |
2,175.50 |
2,175.50 |
2,183.00 |
2,178.00 |
| S2 |
2,166.75 |
2,166.75 |
2,181.75 |
|
| S3 |
2,153.00 |
2,161.75 |
2,180.50 |
|
| S4 |
2,139.25 |
2,148.00 |
2,176.75 |
|
|
| 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 |
2,185.50 |
2,148.50 |
37.00 |
1.7% |
19.00 |
0.9% |
97% |
True |
False |
1,564,230 |
| 10 |
2,185.50 |
2,028.50 |
157.00 |
7.2% |
33.50 |
1.5% |
99% |
True |
False |
2,182,597 |
| 20 |
2,185.50 |
2,028.50 |
157.00 |
7.2% |
26.50 |
1.2% |
99% |
True |
False |
1,930,882 |
| 40 |
2,185.50 |
2,028.50 |
157.00 |
7.2% |
23.75 |
1.1% |
99% |
True |
False |
1,777,775 |
| 60 |
2,185.50 |
2,028.50 |
157.00 |
7.2% |
23.75 |
1.1% |
99% |
True |
False |
1,591,450 |
| 80 |
2,185.50 |
2,028.50 |
157.00 |
7.2% |
21.00 |
1.0% |
99% |
True |
False |
1,194,795 |
| 100 |
2,185.50 |
2,014.50 |
171.00 |
7.8% |
21.25 |
1.0% |
99% |
True |
False |
956,509 |
| 120 |
2,185.50 |
1,972.25 |
213.25 |
9.8% |
22.00 |
1.0% |
99% |
True |
False |
797,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.00 |
|
2.618 |
2,221.50 |
|
1.618 |
2,207.75 |
|
1.000 |
2,199.25 |
|
0.618 |
2,194.00 |
|
HIGH |
2,185.50 |
|
0.618 |
2,180.25 |
|
0.500 |
2,178.50 |
|
0.382 |
2,177.00 |
|
LOW |
2,171.75 |
|
0.618 |
2,163.25 |
|
1.000 |
2,158.00 |
|
1.618 |
2,149.50 |
|
2.618 |
2,135.75 |
|
4.250 |
2,113.25 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.50 |
2,180.25 |
| PP |
2,180.50 |
2,176.00 |
| S1 |
2,178.50 |
2,172.00 |
|