| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,062.0 |
3,030.0 |
-32.0 |
-1.0% |
2,997.0 |
| High |
3,063.0 |
3,052.0 |
-11.0 |
-0.4% |
3,100.0 |
| Low |
3,007.0 |
3,010.0 |
3.0 |
0.1% |
2,874.0 |
| Close |
3,026.0 |
3,037.0 |
11.0 |
0.4% |
3,019.0 |
| Range |
56.0 |
42.0 |
-14.0 |
-25.0% |
226.0 |
| ATR |
53.9 |
53.0 |
-0.8 |
-1.6% |
0.0 |
| Volume |
978,004 |
1,055,312 |
77,308 |
7.9% |
8,215,029 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,159.0 |
3,140.0 |
3,060.1 |
|
| R3 |
3,117.0 |
3,098.0 |
3,048.6 |
|
| R2 |
3,075.0 |
3,075.0 |
3,044.7 |
|
| R1 |
3,056.0 |
3,056.0 |
3,040.9 |
3,065.5 |
| PP |
3,033.0 |
3,033.0 |
3,033.0 |
3,037.8 |
| S1 |
3,014.0 |
3,014.0 |
3,033.2 |
3,023.5 |
| S2 |
2,991.0 |
2,991.0 |
3,029.3 |
|
| S3 |
2,949.0 |
2,972.0 |
3,025.5 |
|
| S4 |
2,907.0 |
2,930.0 |
3,013.9 |
|
|
| 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 |
3,066.0 |
3,007.0 |
59.0 |
1.9% |
46.2 |
1.5% |
51% |
False |
False |
1,054,690 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
61.0 |
2.0% |
72% |
False |
False |
1,329,311 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
48.4 |
1.6% |
71% |
False |
False |
1,164,721 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.5 |
1.5% |
71% |
False |
False |
1,091,239 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.9 |
1.5% |
71% |
False |
False |
948,629 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.4 |
1.4% |
71% |
False |
False |
712,565 |
| 100 |
3,102.0 |
2,721.0 |
381.0 |
12.5% |
43.3 |
1.4% |
83% |
False |
False |
571,839 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
43.9 |
1.4% |
86% |
False |
False |
477,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,230.5 |
|
2.618 |
3,162.0 |
|
1.618 |
3,120.0 |
|
1.000 |
3,094.0 |
|
0.618 |
3,078.0 |
|
HIGH |
3,052.0 |
|
0.618 |
3,036.0 |
|
0.500 |
3,031.0 |
|
0.382 |
3,026.0 |
|
LOW |
3,010.0 |
|
0.618 |
2,984.0 |
|
1.000 |
2,968.0 |
|
1.618 |
2,942.0 |
|
2.618 |
2,900.0 |
|
4.250 |
2,831.5 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.0 |
3,036.3 |
| PP |
3,033.0 |
3,035.7 |
| S1 |
3,031.0 |
3,035.0 |
|