| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,053.0 |
3,053.0 |
0.0 |
0.0% |
2,997.0 |
| High |
3,063.0 |
3,066.0 |
3.0 |
0.1% |
3,100.0 |
| Low |
3,007.0 |
3,022.0 |
15.0 |
0.5% |
2,874.0 |
| Close |
3,019.0 |
3,038.0 |
19.0 |
0.6% |
3,019.0 |
| Range |
56.0 |
44.0 |
-12.0 |
-21.4% |
226.0 |
| ATR |
55.9 |
55.3 |
-0.6 |
-1.1% |
0.0 |
| Volume |
1,199,939 |
882,781 |
-317,158 |
-26.4% |
8,215,029 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,174.0 |
3,150.0 |
3,062.2 |
|
| R3 |
3,130.0 |
3,106.0 |
3,050.1 |
|
| R2 |
3,086.0 |
3,086.0 |
3,046.1 |
|
| R1 |
3,062.0 |
3,062.0 |
3,042.0 |
3,052.0 |
| PP |
3,042.0 |
3,042.0 |
3,042.0 |
3,037.0 |
| S1 |
3,018.0 |
3,018.0 |
3,034.0 |
3,008.0 |
| S2 |
2,998.0 |
2,998.0 |
3,029.9 |
|
| S3 |
2,954.0 |
2,974.0 |
3,025.9 |
|
| S4 |
2,910.0 |
2,930.0 |
3,013.8 |
|
|
| 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 |
7.4% |
82.6 |
2.7% |
73% |
False |
False |
1,594,358 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
63.5 |
2.1% |
73% |
False |
False |
1,362,154 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
47.1 |
1.5% |
72% |
False |
False |
1,133,474 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.6 |
1.5% |
72% |
False |
False |
1,092,512 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.8 |
1.5% |
72% |
False |
False |
896,004 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
42.9 |
1.4% |
72% |
False |
False |
672,867 |
| 100 |
3,102.0 |
2,655.0 |
447.0 |
14.7% |
44.1 |
1.5% |
86% |
False |
False |
540,426 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
43.2 |
1.4% |
86% |
False |
False |
451,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.0 |
|
2.618 |
3,181.2 |
|
1.618 |
3,137.2 |
|
1.000 |
3,110.0 |
|
0.618 |
3,093.2 |
|
HIGH |
3,066.0 |
|
0.618 |
3,049.2 |
|
0.500 |
3,044.0 |
|
0.382 |
3,038.8 |
|
LOW |
3,022.0 |
|
0.618 |
2,994.8 |
|
1.000 |
2,978.0 |
|
1.618 |
2,950.8 |
|
2.618 |
2,906.8 |
|
4.250 |
2,835.0 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,044.0 |
3,053.5 |
| PP |
3,042.0 |
3,048.3 |
| S1 |
3,040.0 |
3,043.2 |
|