| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,201.25 |
2,201.00 |
-0.25 |
0.0% |
2,179.50 |
| High |
2,203.50 |
2,211.75 |
8.25 |
0.4% |
2,211.75 |
| Low |
2,192.00 |
2,197.50 |
5.50 |
0.3% |
2,178.50 |
| Close |
2,200.75 |
2,211.25 |
10.50 |
0.5% |
2,211.25 |
| Range |
11.50 |
14.25 |
2.75 |
23.9% |
33.25 |
| ATR |
23.48 |
22.82 |
-0.66 |
-2.8% |
0.00 |
| Volume |
1,101,994 |
561,560 |
-540,434 |
-49.0% |
4,154,315 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.50 |
2,244.75 |
2,219.00 |
|
| R3 |
2,235.25 |
2,230.50 |
2,215.25 |
|
| R2 |
2,221.00 |
2,221.00 |
2,213.75 |
|
| R1 |
2,216.25 |
2,216.25 |
2,212.50 |
2,218.50 |
| PP |
2,206.75 |
2,206.75 |
2,206.75 |
2,208.00 |
| S1 |
2,202.00 |
2,202.00 |
2,210.00 |
2,204.50 |
| S2 |
2,192.50 |
2,192.50 |
2,208.75 |
|
| S3 |
2,178.25 |
2,187.75 |
2,207.25 |
|
| S4 |
2,164.00 |
2,173.50 |
2,203.50 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.25 |
2,289.00 |
2,229.50 |
|
| R3 |
2,267.00 |
2,255.75 |
2,220.50 |
|
| R2 |
2,233.75 |
2,233.75 |
2,217.25 |
|
| R1 |
2,222.50 |
2,222.50 |
2,214.25 |
2,228.00 |
| PP |
2,200.50 |
2,200.50 |
2,200.50 |
2,203.25 |
| S1 |
2,189.25 |
2,189.25 |
2,208.25 |
2,195.00 |
| S2 |
2,167.25 |
2,167.25 |
2,205.25 |
|
| S3 |
2,134.00 |
2,156.00 |
2,202.00 |
|
| S4 |
2,100.75 |
2,122.75 |
2,193.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,211.75 |
2,176.50 |
35.25 |
1.6% |
13.25 |
0.6% |
99% |
True |
False |
1,087,006 |
| 10 |
2,211.75 |
2,148.50 |
63.25 |
2.9% |
16.25 |
0.7% |
99% |
True |
False |
1,325,618 |
| 20 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
25.75 |
1.2% |
100% |
True |
False |
1,854,502 |
| 40 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
22.50 |
1.0% |
100% |
True |
False |
1,694,888 |
| 60 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
23.25 |
1.1% |
100% |
True |
False |
1,680,451 |
| 80 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
20.75 |
0.9% |
100% |
True |
False |
1,262,399 |
| 100 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
20.25 |
0.9% |
100% |
True |
False |
1,010,692 |
| 120 |
2,211.75 |
1,972.25 |
239.50 |
10.8% |
22.00 |
1.0% |
100% |
True |
False |
842,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,272.25 |
|
2.618 |
2,249.00 |
|
1.618 |
2,234.75 |
|
1.000 |
2,226.00 |
|
0.618 |
2,220.50 |
|
HIGH |
2,211.75 |
|
0.618 |
2,206.25 |
|
0.500 |
2,204.50 |
|
0.382 |
2,203.00 |
|
LOW |
2,197.50 |
|
0.618 |
2,188.75 |
|
1.000 |
2,183.25 |
|
1.618 |
2,174.50 |
|
2.618 |
2,160.25 |
|
4.250 |
2,137.00 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,209.00 |
2,208.00 |
| PP |
2,206.75 |
2,205.00 |
| S1 |
2,204.50 |
2,201.75 |
|