| 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 |
3,041.0 |
3,062.0 |
21.0 |
0.7% |
2,997.0 |
| High |
3,060.0 |
3,063.0 |
3.0 |
0.1% |
3,100.0 |
| Low |
3,027.0 |
3,007.0 |
-20.0 |
-0.7% |
2,874.0 |
| Close |
3,051.0 |
3,026.0 |
-25.0 |
-0.8% |
3,019.0 |
| Range |
33.0 |
56.0 |
23.0 |
69.7% |
226.0 |
| ATR |
53.7 |
53.9 |
0.2 |
0.3% |
0.0 |
| Volume |
1,157,415 |
978,004 |
-179,411 |
-15.5% |
8,215,029 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,200.0 |
3,169.0 |
3,056.8 |
|
| R3 |
3,144.0 |
3,113.0 |
3,041.4 |
|
| R2 |
3,088.0 |
3,088.0 |
3,036.3 |
|
| R1 |
3,057.0 |
3,057.0 |
3,031.1 |
3,044.5 |
| PP |
3,032.0 |
3,032.0 |
3,032.0 |
3,025.8 |
| S1 |
3,001.0 |
3,001.0 |
3,020.9 |
2,988.5 |
| S2 |
2,976.0 |
2,976.0 |
3,015.7 |
|
| S3 |
2,920.0 |
2,945.0 |
3,010.6 |
|
| S4 |
2,864.0 |
2,889.0 |
2,995.2 |
|
|
| 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 |
3,007.0 |
93.0 |
3.1% |
53.4 |
1.8% |
20% |
False |
True |
1,087,020 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
60.7 |
2.0% |
67% |
False |
False |
1,345,189 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
48.5 |
1.6% |
67% |
False |
False |
1,150,395 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
47.2 |
1.6% |
67% |
False |
False |
1,085,678 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.9 |
1.5% |
67% |
False |
False |
931,371 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.2 |
1.4% |
67% |
False |
False |
699,531 |
| 100 |
3,102.0 |
2,721.0 |
381.0 |
12.6% |
43.4 |
1.4% |
80% |
False |
False |
561,349 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
43.7 |
1.4% |
83% |
False |
False |
469,150 |
|
|
|
| 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 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.0 |
3,036.5 |
| PP |
3,032.0 |
3,033.0 |
| S1 |
3,029.0 |
3,029.5 |
|