| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,200.25 |
2,203.25 |
3.00 |
0.1% |
2,179.50 |
| High |
2,209.50 |
2,213.75 |
4.25 |
0.2% |
2,211.75 |
| Low |
2,196.25 |
2,197.25 |
1.00 |
0.0% |
2,178.50 |
| Close |
2,203.75 |
2,198.75 |
-5.00 |
-0.2% |
2,211.25 |
| Range |
13.25 |
16.50 |
3.25 |
24.5% |
33.25 |
| ATR |
21.49 |
21.13 |
-0.36 |
-1.7% |
0.00 |
| Volume |
1,405,556 |
1,960,189 |
554,633 |
39.5% |
4,154,315 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.75 |
2,242.25 |
2,207.75 |
|
| R3 |
2,236.25 |
2,225.75 |
2,203.25 |
|
| R2 |
2,219.75 |
2,219.75 |
2,201.75 |
|
| R1 |
2,209.25 |
2,209.25 |
2,200.25 |
2,206.25 |
| PP |
2,203.25 |
2,203.25 |
2,203.25 |
2,201.75 |
| S1 |
2,192.75 |
2,192.75 |
2,197.25 |
2,189.75 |
| S2 |
2,186.75 |
2,186.75 |
2,195.75 |
|
| S3 |
2,170.25 |
2,176.25 |
2,194.25 |
|
| S4 |
2,153.75 |
2,159.75 |
2,189.75 |
|
|
| 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 |
2,213.75 |
2,192.00 |
21.75 |
1.0% |
13.25 |
0.6% |
31% |
True |
False |
1,280,134 |
| 10 |
2,213.75 |
2,168.75 |
45.00 |
2.0% |
13.75 |
0.6% |
67% |
True |
False |
1,285,038 |
| 20 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
24.00 |
1.1% |
92% |
True |
False |
1,790,360 |
| 40 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
21.75 |
1.0% |
92% |
True |
False |
1,674,835 |
| 60 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
23.25 |
1.1% |
92% |
True |
False |
1,756,273 |
| 80 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
21.00 |
0.9% |
92% |
True |
False |
1,321,500 |
| 100 |
2,213.75 |
2,028.50 |
185.25 |
8.4% |
19.75 |
0.9% |
92% |
True |
False |
1,057,968 |
| 120 |
2,213.75 |
1,972.25 |
241.50 |
11.0% |
21.75 |
1.0% |
94% |
True |
False |
882,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.00 |
|
2.618 |
2,257.00 |
|
1.618 |
2,240.50 |
|
1.000 |
2,230.25 |
|
0.618 |
2,224.00 |
|
HIGH |
2,213.75 |
|
0.618 |
2,207.50 |
|
0.500 |
2,205.50 |
|
0.382 |
2,203.50 |
|
LOW |
2,197.25 |
|
0.618 |
2,187.00 |
|
1.000 |
2,180.75 |
|
1.618 |
2,170.50 |
|
2.618 |
2,154.00 |
|
4.250 |
2,127.00 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2,205.50 |
2,205.00 |
| PP |
2,203.25 |
2,203.00 |
| S1 |
2,201.00 |
2,200.75 |
|