| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,184.00 |
2,179.50 |
-4.50 |
-0.2% |
2,164.50 |
| High |
2,187.50 |
2,196.50 |
9.00 |
0.4% |
2,187.50 |
| Low |
2,176.50 |
2,178.50 |
2.00 |
0.1% |
2,152.25 |
| Close |
2,180.75 |
2,193.00 |
12.25 |
0.6% |
2,180.75 |
| Range |
11.00 |
18.00 |
7.00 |
63.6% |
35.25 |
| ATR |
25.99 |
25.42 |
-0.57 |
-2.2% |
0.00 |
| Volume |
1,280,719 |
1,233,201 |
-47,518 |
-3.7% |
7,217,882 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.25 |
2,236.25 |
2,203.00 |
|
| R3 |
2,225.25 |
2,218.25 |
2,198.00 |
|
| R2 |
2,207.25 |
2,207.25 |
2,196.25 |
|
| R1 |
2,200.25 |
2,200.25 |
2,194.75 |
2,203.75 |
| PP |
2,189.25 |
2,189.25 |
2,189.25 |
2,191.00 |
| S1 |
2,182.25 |
2,182.25 |
2,191.25 |
2,185.75 |
| S2 |
2,171.25 |
2,171.25 |
2,189.75 |
|
| S3 |
2,153.25 |
2,164.25 |
2,188.00 |
|
| S4 |
2,135.25 |
2,146.25 |
2,183.00 |
|
|
| 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 |
2,196.50 |
2,158.50 |
38.00 |
1.7% |
16.00 |
0.7% |
91% |
True |
False |
1,327,148 |
| 10 |
2,196.50 |
2,028.50 |
168.00 |
7.7% |
32.00 |
1.5% |
98% |
True |
False |
2,049,901 |
| 20 |
2,196.50 |
2,028.50 |
168.00 |
7.7% |
26.50 |
1.2% |
98% |
True |
False |
1,935,547 |
| 40 |
2,196.50 |
2,028.50 |
168.00 |
7.7% |
23.50 |
1.1% |
98% |
True |
False |
1,764,346 |
| 60 |
2,196.50 |
2,028.50 |
168.00 |
7.7% |
23.50 |
1.1% |
98% |
True |
False |
1,632,874 |
| 80 |
2,196.50 |
2,028.50 |
168.00 |
7.7% |
21.00 |
1.0% |
98% |
True |
False |
1,226,106 |
| 100 |
2,196.50 |
2,028.50 |
168.00 |
7.7% |
20.50 |
0.9% |
98% |
True |
False |
981,579 |
| 120 |
2,196.50 |
1,972.25 |
224.25 |
10.2% |
22.00 |
1.0% |
98% |
True |
False |
818,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.00 |
|
2.618 |
2,243.50 |
|
1.618 |
2,225.50 |
|
1.000 |
2,214.50 |
|
0.618 |
2,207.50 |
|
HIGH |
2,196.50 |
|
0.618 |
2,189.50 |
|
0.500 |
2,187.50 |
|
0.382 |
2,185.50 |
|
LOW |
2,178.50 |
|
0.618 |
2,167.50 |
|
1.000 |
2,160.50 |
|
1.618 |
2,149.50 |
|
2.618 |
2,131.50 |
|
4.250 |
2,102.00 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.25 |
2,190.00 |
| PP |
2,189.25 |
2,187.00 |
| S1 |
2,187.50 |
2,184.00 |
|