| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,053.0 |
-4.0 |
-0.1% |
3,053.0 |
| High |
3,060.0 |
3,054.0 |
-6.0 |
-0.2% |
3,066.0 |
| Low |
3,038.0 |
3,012.0 |
-26.0 |
-0.9% |
3,007.0 |
| Close |
3,042.0 |
3,033.0 |
-9.0 |
-0.3% |
3,022.0 |
| Range |
22.0 |
42.0 |
20.0 |
90.9% |
59.0 |
| ATR |
50.2 |
49.6 |
-0.6 |
-1.2% |
0.0 |
| Volume |
885,394 |
1,107,195 |
221,801 |
25.1% |
5,128,824 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,159.0 |
3,138.0 |
3,056.1 |
|
| R3 |
3,117.0 |
3,096.0 |
3,044.6 |
|
| R2 |
3,075.0 |
3,075.0 |
3,040.7 |
|
| R1 |
3,054.0 |
3,054.0 |
3,036.9 |
3,043.5 |
| PP |
3,033.0 |
3,033.0 |
3,033.0 |
3,027.8 |
| S1 |
3,012.0 |
3,012.0 |
3,029.2 |
3,001.5 |
| S2 |
2,991.0 |
2,991.0 |
3,025.3 |
|
| S3 |
2,949.0 |
2,970.0 |
3,021.5 |
|
| S4 |
2,907.0 |
2,928.0 |
3,009.9 |
|
|
| 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 |
3,060.0 |
3,001.0 |
59.0 |
1.9% |
38.6 |
1.3% |
54% |
False |
False |
977,172 |
| 10 |
3,100.0 |
3,001.0 |
99.0 |
3.3% |
46.0 |
1.5% |
32% |
False |
False |
1,032,096 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
50.5 |
1.7% |
70% |
False |
False |
1,186,924 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.1 |
1.5% |
70% |
False |
False |
1,071,635 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.2 |
1.5% |
70% |
False |
False |
1,009,984 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
42.8 |
1.4% |
70% |
False |
False |
760,364 |
| 100 |
3,102.0 |
2,721.0 |
381.0 |
12.6% |
42.7 |
1.4% |
82% |
False |
False |
609,842 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
44.6 |
1.5% |
85% |
False |
False |
509,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,232.5 |
|
2.618 |
3,164.0 |
|
1.618 |
3,122.0 |
|
1.000 |
3,096.0 |
|
0.618 |
3,080.0 |
|
HIGH |
3,054.0 |
|
0.618 |
3,038.0 |
|
0.500 |
3,033.0 |
|
0.382 |
3,028.0 |
|
LOW |
3,012.0 |
|
0.618 |
2,986.0 |
|
1.000 |
2,970.0 |
|
1.618 |
2,944.0 |
|
2.618 |
2,902.0 |
|
4.250 |
2,833.5 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.0 |
3,032.2 |
| PP |
3,033.0 |
3,031.3 |
| S1 |
3,033.0 |
3,030.5 |
|