| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,047.0 |
3,048.0 |
1.0 |
0.0% |
3,028.0 |
| High |
3,059.0 |
3,051.0 |
-8.0 |
-0.3% |
3,060.0 |
| Low |
3,027.0 |
3,006.0 |
-21.0 |
-0.7% |
3,001.0 |
| Close |
3,045.0 |
3,013.0 |
-32.0 |
-1.1% |
3,045.0 |
| Range |
32.0 |
45.0 |
13.0 |
40.6% |
59.0 |
| ATR |
48.4 |
48.1 |
-0.2 |
-0.5% |
0.0 |
| Volume |
664,686 |
997,133 |
332,447 |
50.0% |
3,439,924 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,158.3 |
3,130.7 |
3,037.8 |
|
| R3 |
3,113.3 |
3,085.7 |
3,025.4 |
|
| R2 |
3,068.3 |
3,068.3 |
3,021.3 |
|
| R1 |
3,040.7 |
3,040.7 |
3,017.1 |
3,032.0 |
| PP |
3,023.3 |
3,023.3 |
3,023.3 |
3,019.0 |
| S1 |
2,995.7 |
2,995.7 |
3,008.9 |
2,987.0 |
| S2 |
2,978.3 |
2,978.3 |
3,004.8 |
|
| S3 |
2,933.3 |
2,950.7 |
3,000.6 |
|
| S4 |
2,888.3 |
2,905.7 |
2,988.3 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,212.3 |
3,187.7 |
3,077.5 |
|
| R3 |
3,153.3 |
3,128.7 |
3,061.2 |
|
| R2 |
3,094.3 |
3,094.3 |
3,055.8 |
|
| R1 |
3,069.7 |
3,069.7 |
3,050.4 |
3,082.0 |
| PP |
3,035.3 |
3,035.3 |
3,035.3 |
3,041.5 |
| S1 |
3,010.7 |
3,010.7 |
3,039.6 |
3,023.0 |
| S2 |
2,976.3 |
2,976.3 |
3,034.2 |
|
| S3 |
2,917.3 |
2,951.7 |
3,028.8 |
|
| S4 |
2,858.3 |
2,892.7 |
3,012.6 |
|
|
| 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 |
2.0% |
36.8 |
1.2% |
20% |
False |
False |
887,411 |
| 10 |
3,066.0 |
3,001.0 |
65.0 |
2.2% |
40.3 |
1.3% |
18% |
False |
False |
956,588 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
50.9 |
1.7% |
62% |
False |
False |
1,173,942 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
43.5 |
1.4% |
61% |
False |
False |
1,056,676 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
46.1 |
1.5% |
61% |
False |
False |
1,036,248 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.6% |
43.1 |
1.4% |
61% |
False |
False |
781,134 |
| 100 |
3,102.0 |
2,751.0 |
351.0 |
11.6% |
42.4 |
1.4% |
75% |
False |
False |
625,987 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
45.0 |
1.5% |
80% |
False |
False |
523,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,242.3 |
|
2.618 |
3,168.8 |
|
1.618 |
3,123.8 |
|
1.000 |
3,096.0 |
|
0.618 |
3,078.8 |
|
HIGH |
3,051.0 |
|
0.618 |
3,033.8 |
|
0.500 |
3,028.5 |
|
0.382 |
3,023.2 |
|
LOW |
3,006.0 |
|
0.618 |
2,978.2 |
|
1.000 |
2,961.0 |
|
1.618 |
2,933.2 |
|
2.618 |
2,888.2 |
|
4.250 |
2,814.8 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,028.5 |
3,032.5 |
| PP |
3,023.3 |
3,026.0 |
| S1 |
3,018.2 |
3,019.5 |
|