| 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 |
4,877.25 |
4,850.50 |
-26.75 |
-0.5% |
4,813.50 |
| High |
4,882.50 |
4,870.00 |
-12.50 |
-0.3% |
4,884.75 |
| Low |
4,830.25 |
4,839.50 |
9.25 |
0.2% |
4,803.25 |
| Close |
4,849.50 |
4,868.50 |
19.00 |
0.4% |
4,868.50 |
| Range |
52.25 |
30.50 |
-21.75 |
-41.6% |
81.50 |
| ATR |
72.74 |
69.73 |
-3.02 |
-4.1% |
0.00 |
| Volume |
159,650 |
75,485 |
-84,165 |
-52.7% |
560,142 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,950.75 |
4,940.25 |
4,885.25 |
|
| R3 |
4,920.25 |
4,909.75 |
4,877.00 |
|
| R2 |
4,889.75 |
4,889.75 |
4,874.00 |
|
| R1 |
4,879.25 |
4,879.25 |
4,871.25 |
4,884.50 |
| PP |
4,859.25 |
4,859.25 |
4,859.25 |
4,862.00 |
| S1 |
4,848.75 |
4,848.75 |
4,865.75 |
4,854.00 |
| S2 |
4,828.75 |
4,828.75 |
4,863.00 |
|
| S3 |
4,798.25 |
4,818.25 |
4,860.00 |
|
| S4 |
4,767.75 |
4,787.75 |
4,851.75 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,096.75 |
5,064.00 |
4,913.25 |
|
| R3 |
5,015.25 |
4,982.50 |
4,891.00 |
|
| R2 |
4,933.75 |
4,933.75 |
4,883.50 |
|
| R1 |
4,901.00 |
4,901.00 |
4,876.00 |
4,917.50 |
| PP |
4,852.25 |
4,852.25 |
4,852.25 |
4,860.25 |
| S1 |
4,819.50 |
4,819.50 |
4,861.00 |
4,836.00 |
| S2 |
4,770.75 |
4,770.75 |
4,853.50 |
|
| S3 |
4,689.25 |
4,738.00 |
4,846.00 |
|
| S4 |
4,607.75 |
4,656.50 |
4,823.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,884.75 |
4,803.00 |
81.75 |
1.7% |
41.25 |
0.8% |
80% |
False |
False |
145,787 |
| 10 |
4,884.75 |
4,672.75 |
212.00 |
4.4% |
59.75 |
1.2% |
92% |
False |
False |
196,328 |
| 20 |
4,884.75 |
4,558.50 |
326.25 |
6.7% |
79.00 |
1.6% |
95% |
False |
False |
267,936 |
| 40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
64.75 |
1.3% |
86% |
False |
False |
244,781 |
| 60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
63.00 |
1.3% |
86% |
False |
False |
237,464 |
| 80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
55.25 |
1.1% |
86% |
False |
False |
178,205 |
| 100 |
4,919.50 |
4,421.50 |
498.00 |
10.2% |
52.25 |
1.1% |
90% |
False |
False |
142,584 |
| 120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
54.50 |
1.1% |
93% |
False |
False |
118,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,999.50 |
|
2.618 |
4,949.75 |
|
1.618 |
4,919.25 |
|
1.000 |
4,900.50 |
|
0.618 |
4,888.75 |
|
HIGH |
4,870.00 |
|
0.618 |
4,858.25 |
|
0.500 |
4,854.75 |
|
0.382 |
4,851.25 |
|
LOW |
4,839.50 |
|
0.618 |
4,820.75 |
|
1.000 |
4,809.00 |
|
1.618 |
4,790.25 |
|
2.618 |
4,759.75 |
|
4.250 |
4,710.00 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
4,864.00 |
4,864.75 |
| PP |
4,859.25 |
4,861.25 |
| S1 |
4,854.75 |
4,857.50 |
|