| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,067.0 |
3,053.0 |
-14.0 |
-0.5% |
2,997.0 |
| High |
3,100.0 |
3,063.0 |
-37.0 |
-1.2% |
3,100.0 |
| Low |
3,022.0 |
3,007.0 |
-15.0 |
-0.5% |
2,874.0 |
| Close |
3,042.0 |
3,019.0 |
-23.0 |
-0.8% |
3,019.0 |
| Range |
78.0 |
56.0 |
-22.0 |
-28.2% |
226.0 |
| ATR |
55.9 |
55.9 |
0.0 |
0.0% |
0.0 |
| Volume |
1,216,962 |
1,199,939 |
-17,023 |
-1.4% |
8,215,029 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.7 |
3,164.3 |
3,049.8 |
|
| R3 |
3,141.7 |
3,108.3 |
3,034.4 |
|
| R2 |
3,085.7 |
3,085.7 |
3,029.3 |
|
| R1 |
3,052.3 |
3,052.3 |
3,024.1 |
3,041.0 |
| PP |
3,029.7 |
3,029.7 |
3,029.7 |
3,024.0 |
| S1 |
2,996.3 |
2,996.3 |
3,013.9 |
2,985.0 |
| S2 |
2,973.7 |
2,973.7 |
3,008.7 |
|
| S3 |
2,917.7 |
2,940.3 |
3,003.6 |
|
| S4 |
2,861.7 |
2,884.3 |
2,988.2 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,675.7 |
3,573.3 |
3,143.3 |
|
| R3 |
3,449.7 |
3,347.3 |
3,081.2 |
|
| R2 |
3,223.7 |
3,223.7 |
3,060.4 |
|
| R1 |
3,121.3 |
3,121.3 |
3,039.7 |
3,172.5 |
| PP |
2,997.7 |
2,997.7 |
2,997.7 |
3,023.3 |
| S1 |
2,895.3 |
2,895.3 |
2,998.3 |
2,946.5 |
| S2 |
2,771.7 |
2,771.7 |
2,977.6 |
|
| S3 |
2,545.7 |
2,669.3 |
2,956.9 |
|
| S4 |
2,319.7 |
2,443.3 |
2,894.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
79.2 |
2.6% |
64% |
False |
False |
1,643,005 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
61.5 |
2.0% |
64% |
False |
False |
1,391,296 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
46.1 |
1.5% |
64% |
False |
False |
1,128,519 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
46.1 |
1.5% |
64% |
False |
False |
1,094,234 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
45.8 |
1.5% |
64% |
False |
False |
881,298 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
42.8 |
1.4% |
64% |
False |
False |
661,833 |
| 100 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
45.3 |
1.5% |
82% |
False |
False |
531,603 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
42.9 |
1.4% |
82% |
False |
False |
444,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,301.0 |
|
2.618 |
3,209.6 |
|
1.618 |
3,153.6 |
|
1.000 |
3,119.0 |
|
0.618 |
3,097.6 |
|
HIGH |
3,063.0 |
|
0.618 |
3,041.6 |
|
0.500 |
3,035.0 |
|
0.382 |
3,028.4 |
|
LOW |
3,007.0 |
|
0.618 |
2,972.4 |
|
1.000 |
2,951.0 |
|
1.618 |
2,916.4 |
|
2.618 |
2,860.4 |
|
4.250 |
2,769.0 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.0 |
3,008.3 |
| PP |
3,029.7 |
2,997.7 |
| S1 |
3,024.3 |
2,987.0 |
|