| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,201.00 |
2,208.00 |
7.00 |
0.3% |
2,179.50 |
| High |
2,211.75 |
2,209.50 |
-2.25 |
-0.1% |
2,211.75 |
| Low |
2,197.50 |
2,198.25 |
0.75 |
0.0% |
2,178.50 |
| Close |
2,211.25 |
2,200.75 |
-10.50 |
-0.5% |
2,211.25 |
| Range |
14.25 |
11.25 |
-3.00 |
-21.1% |
33.25 |
| ATR |
22.82 |
22.12 |
-0.70 |
-3.1% |
0.00 |
| Volume |
561,560 |
1,371,374 |
809,814 |
144.2% |
4,154,315 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.50 |
2,230.00 |
2,207.00 |
|
| R3 |
2,225.25 |
2,218.75 |
2,203.75 |
|
| R2 |
2,214.00 |
2,214.00 |
2,202.75 |
|
| R1 |
2,207.50 |
2,207.50 |
2,201.75 |
2,205.00 |
| PP |
2,202.75 |
2,202.75 |
2,202.75 |
2,201.75 |
| S1 |
2,196.25 |
2,196.25 |
2,199.75 |
2,194.00 |
| S2 |
2,191.50 |
2,191.50 |
2,198.75 |
|
| S3 |
2,180.25 |
2,185.00 |
2,197.75 |
|
| S4 |
2,169.00 |
2,173.75 |
2,194.50 |
|
|
| 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 |
2,178.50 |
33.25 |
1.5% |
13.25 |
0.6% |
67% |
False |
False |
1,105,137 |
| 10 |
2,211.75 |
2,152.25 |
59.50 |
2.7% |
15.00 |
0.7% |
82% |
False |
False |
1,274,357 |
| 20 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
25.25 |
1.1% |
94% |
False |
False |
1,803,512 |
| 40 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
22.00 |
1.0% |
94% |
False |
False |
1,679,430 |
| 60 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
23.25 |
1.1% |
94% |
False |
False |
1,702,834 |
| 80 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
20.75 |
0.9% |
94% |
False |
False |
1,279,511 |
| 100 |
2,211.75 |
2,028.50 |
183.25 |
8.3% |
20.00 |
0.9% |
94% |
False |
False |
1,024,378 |
| 120 |
2,211.75 |
1,972.25 |
239.50 |
10.9% |
22.00 |
1.0% |
95% |
False |
False |
854,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.25 |
|
2.618 |
2,239.00 |
|
1.618 |
2,227.75 |
|
1.000 |
2,220.75 |
|
0.618 |
2,216.50 |
|
HIGH |
2,209.50 |
|
0.618 |
2,205.25 |
|
0.500 |
2,204.00 |
|
0.382 |
2,202.50 |
|
LOW |
2,198.25 |
|
0.618 |
2,191.25 |
|
1.000 |
2,187.00 |
|
1.618 |
2,180.00 |
|
2.618 |
2,168.75 |
|
4.250 |
2,150.50 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,204.00 |
2,202.00 |
| PP |
2,202.75 |
2,201.50 |
| S1 |
2,201.75 |
2,201.00 |
|