| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,172.50 |
2,184.00 |
11.50 |
0.5% |
2,164.50 |
| High |
2,185.50 |
2,187.50 |
2.00 |
0.1% |
2,187.50 |
| Low |
2,171.75 |
2,176.50 |
4.75 |
0.2% |
2,152.25 |
| Close |
2,184.25 |
2,180.75 |
-3.50 |
-0.2% |
2,180.75 |
| Range |
13.75 |
11.00 |
-2.75 |
-20.0% |
35.25 |
| ATR |
27.14 |
25.99 |
-1.15 |
-4.2% |
0.00 |
| Volume |
1,350,348 |
1,280,719 |
-69,629 |
-5.2% |
7,217,882 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.50 |
2,208.75 |
2,186.75 |
|
| R3 |
2,203.50 |
2,197.75 |
2,183.75 |
|
| R2 |
2,192.50 |
2,192.50 |
2,182.75 |
|
| R1 |
2,186.75 |
2,186.75 |
2,181.75 |
2,184.00 |
| PP |
2,181.50 |
2,181.50 |
2,181.50 |
2,180.25 |
| S1 |
2,175.75 |
2,175.75 |
2,179.75 |
2,173.00 |
| S2 |
2,170.50 |
2,170.50 |
2,178.75 |
|
| S3 |
2,159.50 |
2,164.75 |
2,177.75 |
|
| S4 |
2,148.50 |
2,153.75 |
2,174.75 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.25 |
2,265.25 |
2,200.25 |
|
| R3 |
2,244.00 |
2,230.00 |
2,190.50 |
|
| R2 |
2,208.75 |
2,208.75 |
2,187.25 |
|
| R1 |
2,194.75 |
2,194.75 |
2,184.00 |
2,201.75 |
| PP |
2,173.50 |
2,173.50 |
2,173.50 |
2,177.00 |
| S1 |
2,159.50 |
2,159.50 |
2,177.50 |
2,166.50 |
| S2 |
2,138.25 |
2,138.25 |
2,174.25 |
|
| S3 |
2,103.00 |
2,124.25 |
2,171.00 |
|
| S4 |
2,067.75 |
2,089.00 |
2,161.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,187.50 |
2,152.25 |
35.25 |
1.6% |
17.00 |
0.8% |
81% |
True |
False |
1,443,576 |
| 10 |
2,187.50 |
2,028.50 |
159.00 |
7.3% |
33.00 |
1.5% |
96% |
True |
False |
2,102,756 |
| 20 |
2,187.50 |
2,028.50 |
159.00 |
7.3% |
26.25 |
1.2% |
96% |
True |
False |
1,924,426 |
| 40 |
2,187.50 |
2,028.50 |
159.00 |
7.3% |
23.50 |
1.1% |
96% |
True |
False |
1,773,586 |
| 60 |
2,187.50 |
2,028.50 |
159.00 |
7.3% |
23.75 |
1.1% |
96% |
True |
False |
1,612,627 |
| 80 |
2,187.50 |
2,028.50 |
159.00 |
7.3% |
21.00 |
1.0% |
96% |
True |
False |
1,210,732 |
| 100 |
2,187.50 |
2,028.50 |
159.00 |
7.3% |
20.75 |
1.0% |
96% |
True |
False |
969,285 |
| 120 |
2,187.50 |
1,972.25 |
215.25 |
9.9% |
22.00 |
1.0% |
97% |
True |
False |
808,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,234.25 |
|
2.618 |
2,216.25 |
|
1.618 |
2,205.25 |
|
1.000 |
2,198.50 |
|
0.618 |
2,194.25 |
|
HIGH |
2,187.50 |
|
0.618 |
2,183.25 |
|
0.500 |
2,182.00 |
|
0.382 |
2,180.75 |
|
LOW |
2,176.50 |
|
0.618 |
2,169.75 |
|
1.000 |
2,165.50 |
|
1.618 |
2,158.75 |
|
2.618 |
2,147.75 |
|
4.250 |
2,129.75 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,182.00 |
2,180.00 |
| PP |
2,181.50 |
2,179.00 |
| S1 |
2,181.25 |
2,178.00 |
|