| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,053.0 |
3,041.0 |
-12.0 |
-0.4% |
2,997.0 |
| High |
3,066.0 |
3,060.0 |
-6.0 |
-0.2% |
3,100.0 |
| Low |
3,022.0 |
3,027.0 |
5.0 |
0.2% |
2,874.0 |
| Close |
3,038.0 |
3,051.0 |
13.0 |
0.4% |
3,019.0 |
| Range |
44.0 |
33.0 |
-11.0 |
-25.0% |
226.0 |
| ATR |
55.3 |
53.7 |
-1.6 |
-2.9% |
0.0 |
| Volume |
882,781 |
1,157,415 |
274,634 |
31.1% |
8,215,029 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,145.0 |
3,131.0 |
3,069.2 |
|
| R3 |
3,112.0 |
3,098.0 |
3,060.1 |
|
| R2 |
3,079.0 |
3,079.0 |
3,057.1 |
|
| R1 |
3,065.0 |
3,065.0 |
3,054.0 |
3,072.0 |
| PP |
3,046.0 |
3,046.0 |
3,046.0 |
3,049.5 |
| S1 |
3,032.0 |
3,032.0 |
3,048.0 |
3,039.0 |
| S2 |
3,013.0 |
3,013.0 |
3,045.0 |
|
| S3 |
2,980.0 |
2,999.0 |
3,041.9 |
|
| S4 |
2,947.0 |
2,966.0 |
3,032.9 |
|
|
| 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% |
80.8 |
2.6% |
78% |
False |
False |
1,315,106 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
58.8 |
1.9% |
78% |
False |
False |
1,354,522 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
47.0 |
1.5% |
78% |
False |
False |
1,156,946 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.7 |
1.5% |
78% |
False |
False |
1,095,505 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.5 |
1.5% |
78% |
False |
False |
915,290 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
42.9 |
1.4% |
78% |
False |
False |
687,333 |
| 100 |
3,102.0 |
2,716.0 |
386.0 |
12.7% |
43.3 |
1.4% |
87% |
False |
False |
551,571 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
43.4 |
1.4% |
89% |
False |
False |
461,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,200.3 |
|
2.618 |
3,146.4 |
|
1.618 |
3,113.4 |
|
1.000 |
3,093.0 |
|
0.618 |
3,080.4 |
|
HIGH |
3,060.0 |
|
0.618 |
3,047.4 |
|
0.500 |
3,043.5 |
|
0.382 |
3,039.6 |
|
LOW |
3,027.0 |
|
0.618 |
3,006.6 |
|
1.000 |
2,994.0 |
|
1.618 |
2,973.6 |
|
2.618 |
2,940.6 |
|
4.250 |
2,886.8 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,048.5 |
3,046.2 |
| PP |
3,046.0 |
3,041.3 |
| S1 |
3,043.5 |
3,036.5 |
|