| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1,298.1 |
1,301.9 |
3.8 |
0.3% |
1,175.8 |
| High |
1,304.4 |
1,305.6 |
1.2 |
0.1% |
1,283.9 |
| Low |
1,288.4 |
1,293.5 |
5.1 |
0.4% |
1,123.6 |
| Close |
1,301.4 |
1,301.4 |
0.0 |
0.0% |
1,282.7 |
| Range |
16.0 |
12.1 |
-3.9 |
-24.4% |
160.3 |
| ATR |
25.5 |
24.5 |
-1.0 |
-3.7% |
0.0 |
| Volume |
106,141 |
92,763 |
-13,378 |
-12.6% |
848,072 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,336.5 |
1,331.0 |
1,308.0 |
|
| R3 |
1,324.3 |
1,319.0 |
1,304.8 |
|
| R2 |
1,312.3 |
1,312.3 |
1,303.5 |
|
| R1 |
1,306.8 |
1,306.8 |
1,302.5 |
1,303.5 |
| PP |
1,300.3 |
1,300.3 |
1,300.3 |
1,298.5 |
| S1 |
1,294.8 |
1,294.8 |
1,300.3 |
1,291.5 |
| S2 |
1,288.0 |
1,288.0 |
1,299.3 |
|
| S3 |
1,276.0 |
1,282.8 |
1,298.0 |
|
| S4 |
1,263.8 |
1,270.5 |
1,294.8 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,711.0 |
1,657.3 |
1,370.8 |
|
| R3 |
1,550.8 |
1,496.8 |
1,326.8 |
|
| R2 |
1,390.3 |
1,390.3 |
1,312.0 |
|
| R1 |
1,336.5 |
1,336.5 |
1,297.5 |
1,363.5 |
| PP |
1,230.0 |
1,230.0 |
1,230.0 |
1,243.5 |
| S1 |
1,176.3 |
1,176.3 |
1,268.0 |
1,203.3 |
| S2 |
1,069.8 |
1,069.8 |
1,253.3 |
|
| S3 |
909.5 |
1,016.0 |
1,238.5 |
|
| S4 |
749.3 |
855.8 |
1,194.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,308.1 |
1,227.0 |
81.1 |
6.2% |
24.5 |
1.9% |
92% |
False |
False |
157,241 |
| 10 |
1,308.1 |
1,123.6 |
184.5 |
14.2% |
30.0 |
2.3% |
96% |
False |
False |
141,941 |
| 20 |
1,308.1 |
1,123.6 |
184.5 |
14.2% |
24.0 |
1.8% |
96% |
False |
False |
112,836 |
| 40 |
1,308.1 |
1,123.6 |
184.5 |
14.2% |
20.5 |
1.6% |
96% |
False |
False |
97,111 |
| 60 |
1,308.1 |
1,123.6 |
184.5 |
14.2% |
19.5 |
1.5% |
96% |
False |
False |
85,698 |
| 80 |
1,308.1 |
1,123.6 |
184.5 |
14.2% |
16.3 |
1.2% |
96% |
False |
False |
64,276 |
| 100 |
1,308.1 |
1,113.9 |
194.2 |
14.9% |
14.0 |
1.1% |
97% |
False |
False |
51,421 |
| 120 |
1,308.1 |
1,074.6 |
233.5 |
17.9% |
13.0 |
1.0% |
97% |
False |
False |
42,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,357.0 |
|
2.618 |
1,337.3 |
|
1.618 |
1,325.3 |
|
1.000 |
1,317.8 |
|
0.618 |
1,313.0 |
|
HIGH |
1,305.5 |
|
0.618 |
1,301.0 |
|
0.500 |
1,299.5 |
|
0.382 |
1,298.0 |
|
LOW |
1,293.5 |
|
0.618 |
1,286.0 |
|
1.000 |
1,281.5 |
|
1.618 |
1,274.0 |
|
2.618 |
1,261.8 |
|
4.250 |
1,242.0 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,300.8 |
1,299.3 |
| PP |
1,300.3 |
1,297.0 |
| S1 |
1,299.5 |
1,294.8 |
|