| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,030.0 |
3,050.0 |
20.0 |
0.7% |
3,053.0 |
| High |
3,052.0 |
3,056.0 |
4.0 |
0.1% |
3,066.0 |
| Low |
3,010.0 |
3,012.0 |
2.0 |
0.1% |
3,007.0 |
| Close |
3,037.0 |
3,022.0 |
-15.0 |
-0.5% |
3,022.0 |
| Range |
42.0 |
44.0 |
2.0 |
4.8% |
59.0 |
| ATR |
53.0 |
52.4 |
-0.6 |
-1.2% |
0.0 |
| Volume |
1,055,312 |
1,055,312 |
0 |
0.0% |
5,128,824 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,162.0 |
3,136.0 |
3,046.2 |
|
| R3 |
3,118.0 |
3,092.0 |
3,034.1 |
|
| R2 |
3,074.0 |
3,074.0 |
3,030.1 |
|
| R1 |
3,048.0 |
3,048.0 |
3,026.0 |
3,039.0 |
| PP |
3,030.0 |
3,030.0 |
3,030.0 |
3,025.5 |
| S1 |
3,004.0 |
3,004.0 |
3,018.0 |
2,995.0 |
| S2 |
2,986.0 |
2,986.0 |
3,013.9 |
|
| S3 |
2,942.0 |
2,960.0 |
3,009.9 |
|
| S4 |
2,898.0 |
2,916.0 |
2,997.8 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,208.7 |
3,174.3 |
3,054.5 |
|
| R3 |
3,149.7 |
3,115.3 |
3,038.2 |
|
| R2 |
3,090.7 |
3,090.7 |
3,032.8 |
|
| R1 |
3,056.3 |
3,056.3 |
3,027.4 |
3,044.0 |
| PP |
3,031.7 |
3,031.7 |
3,031.7 |
3,025.5 |
| S1 |
2,997.3 |
2,997.3 |
3,016.6 |
2,985.0 |
| S2 |
2,972.7 |
2,972.7 |
3,011.2 |
|
| S3 |
2,913.7 |
2,938.3 |
3,005.8 |
|
| S4 |
2,854.7 |
2,879.3 |
2,989.6 |
|
|
| 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 |
2.0% |
43.8 |
1.4% |
25% |
False |
False |
1,025,764 |
| 10 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
61.5 |
2.0% |
65% |
False |
False |
1,334,385 |
| 20 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
49.4 |
1.6% |
65% |
False |
False |
1,179,047 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
47.0 |
1.6% |
65% |
False |
False |
1,089,656 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.1 |
1.5% |
65% |
False |
False |
966,215 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.5 |
1.4% |
65% |
False |
False |
725,728 |
| 100 |
3,102.0 |
2,721.0 |
381.0 |
12.6% |
42.8 |
1.4% |
79% |
False |
False |
582,392 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
44.1 |
1.5% |
82% |
False |
False |
486,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.0 |
|
2.618 |
3,171.2 |
|
1.618 |
3,127.2 |
|
1.000 |
3,100.0 |
|
0.618 |
3,083.2 |
|
HIGH |
3,056.0 |
|
0.618 |
3,039.2 |
|
0.500 |
3,034.0 |
|
0.382 |
3,028.8 |
|
LOW |
3,012.0 |
|
0.618 |
2,984.8 |
|
1.000 |
2,968.0 |
|
1.618 |
2,940.8 |
|
2.618 |
2,896.8 |
|
4.250 |
2,825.0 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,034.0 |
3,035.0 |
| PP |
3,030.0 |
3,030.7 |
| S1 |
3,026.0 |
3,026.3 |
|