| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,179.50 |
2,193.25 |
13.75 |
0.6% |
2,164.50 |
| High |
2,196.50 |
2,203.00 |
6.50 |
0.3% |
2,187.50 |
| Low |
2,178.50 |
2,191.75 |
13.25 |
0.6% |
2,152.25 |
| Close |
2,193.00 |
2,200.25 |
7.25 |
0.3% |
2,180.75 |
| Range |
18.00 |
11.25 |
-6.75 |
-37.5% |
35.25 |
| ATR |
25.42 |
24.41 |
-1.01 |
-4.0% |
0.00 |
| Volume |
1,233,201 |
1,257,560 |
24,359 |
2.0% |
7,217,882 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.00 |
2,227.50 |
2,206.50 |
|
| R3 |
2,220.75 |
2,216.25 |
2,203.25 |
|
| R2 |
2,209.50 |
2,209.50 |
2,202.25 |
|
| R1 |
2,205.00 |
2,205.00 |
2,201.25 |
2,207.25 |
| PP |
2,198.25 |
2,198.25 |
2,198.25 |
2,199.50 |
| S1 |
2,193.75 |
2,193.75 |
2,199.25 |
2,196.00 |
| S2 |
2,187.00 |
2,187.00 |
2,198.25 |
|
| S3 |
2,175.75 |
2,182.50 |
2,197.25 |
|
| S4 |
2,164.50 |
2,171.25 |
2,194.00 |
|
|
| 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 |
2,203.00 |
2,168.75 |
34.25 |
1.6% |
14.00 |
0.6% |
92% |
True |
False |
1,289,943 |
| 10 |
2,203.00 |
2,028.50 |
174.50 |
7.9% |
30.75 |
1.4% |
98% |
True |
False |
2,000,520 |
| 20 |
2,203.00 |
2,028.50 |
174.50 |
7.9% |
26.25 |
1.2% |
98% |
True |
False |
1,938,514 |
| 40 |
2,203.00 |
2,028.50 |
174.50 |
7.9% |
23.25 |
1.1% |
98% |
True |
False |
1,754,291 |
| 60 |
2,203.00 |
2,028.50 |
174.50 |
7.9% |
23.50 |
1.1% |
98% |
True |
False |
1,653,496 |
| 80 |
2,203.00 |
2,028.50 |
174.50 |
7.9% |
21.00 |
1.0% |
98% |
True |
False |
1,241,768 |
| 100 |
2,203.00 |
2,028.50 |
174.50 |
7.9% |
20.50 |
0.9% |
98% |
True |
False |
994,126 |
| 120 |
2,203.00 |
1,972.25 |
230.75 |
10.5% |
22.00 |
1.0% |
99% |
True |
False |
828,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.75 |
|
2.618 |
2,232.50 |
|
1.618 |
2,221.25 |
|
1.000 |
2,214.25 |
|
0.618 |
2,210.00 |
|
HIGH |
2,203.00 |
|
0.618 |
2,198.75 |
|
0.500 |
2,197.50 |
|
0.382 |
2,196.00 |
|
LOW |
2,191.75 |
|
0.618 |
2,184.75 |
|
1.000 |
2,180.50 |
|
1.618 |
2,173.50 |
|
2.618 |
2,162.25 |
|
4.250 |
2,144.00 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.25 |
2,196.75 |
| PP |
2,198.25 |
2,193.25 |
| S1 |
2,197.50 |
2,189.75 |
|