| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,193.25 |
2,201.25 |
8.00 |
0.4% |
2,164.50 |
| High |
2,203.00 |
2,203.50 |
0.50 |
0.0% |
2,187.50 |
| Low |
2,191.75 |
2,192.00 |
0.25 |
0.0% |
2,152.25 |
| Close |
2,200.25 |
2,200.75 |
0.50 |
0.0% |
2,180.75 |
| Range |
11.25 |
11.50 |
0.25 |
2.2% |
35.25 |
| ATR |
24.41 |
23.48 |
-0.92 |
-3.8% |
0.00 |
| Volume |
1,257,560 |
1,101,994 |
-155,566 |
-12.4% |
7,217,882 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.25 |
2,228.50 |
2,207.00 |
|
| R3 |
2,221.75 |
2,217.00 |
2,204.00 |
|
| R2 |
2,210.25 |
2,210.25 |
2,202.75 |
|
| R1 |
2,205.50 |
2,205.50 |
2,201.75 |
2,202.00 |
| PP |
2,198.75 |
2,198.75 |
2,198.75 |
2,197.00 |
| S1 |
2,194.00 |
2,194.00 |
2,199.75 |
2,190.50 |
| S2 |
2,187.25 |
2,187.25 |
2,198.75 |
|
| S3 |
2,175.75 |
2,182.50 |
2,197.50 |
|
| S4 |
2,164.25 |
2,171.00 |
2,194.50 |
|
|
| 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 |
2,203.50 |
2,171.75 |
31.75 |
1.4% |
13.00 |
0.6% |
91% |
True |
False |
1,244,764 |
| 10 |
2,203.50 |
2,147.75 |
55.75 |
2.5% |
18.00 |
0.8% |
95% |
True |
False |
1,582,696 |
| 20 |
2,203.50 |
2,028.50 |
175.00 |
8.0% |
26.00 |
1.2% |
98% |
True |
False |
1,916,192 |
| 40 |
2,203.50 |
2,028.50 |
175.00 |
8.0% |
23.00 |
1.0% |
98% |
True |
False |
1,738,515 |
| 60 |
2,203.50 |
2,028.50 |
175.00 |
8.0% |
23.50 |
1.1% |
98% |
True |
False |
1,671,542 |
| 80 |
2,203.50 |
2,028.50 |
175.00 |
8.0% |
20.75 |
0.9% |
98% |
True |
False |
1,255,420 |
| 100 |
2,203.50 |
2,028.50 |
175.00 |
8.0% |
20.25 |
0.9% |
98% |
True |
False |
1,005,118 |
| 120 |
2,203.50 |
1,972.25 |
231.25 |
10.5% |
22.00 |
1.0% |
99% |
True |
False |
837,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.50 |
|
2.618 |
2,233.50 |
|
1.618 |
2,222.00 |
|
1.000 |
2,215.00 |
|
0.618 |
2,210.50 |
|
HIGH |
2,203.50 |
|
0.618 |
2,199.00 |
|
0.500 |
2,197.75 |
|
0.382 |
2,196.50 |
|
LOW |
2,192.00 |
|
0.618 |
2,185.00 |
|
1.000 |
2,180.50 |
|
1.618 |
2,173.50 |
|
2.618 |
2,162.00 |
|
4.250 |
2,143.00 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,199.75 |
2,197.50 |
| PP |
2,198.75 |
2,194.25 |
| S1 |
2,197.75 |
2,191.00 |
|