| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,048.0 |
3,012.0 |
-36.0 |
-1.2% |
3,028.0 |
| High |
3,051.0 |
3,045.0 |
-6.0 |
-0.2% |
3,060.0 |
| Low |
3,006.0 |
3,003.0 |
-3.0 |
-0.1% |
3,001.0 |
| Close |
3,013.0 |
3,035.0 |
22.0 |
0.7% |
3,045.0 |
| Range |
45.0 |
42.0 |
-3.0 |
-6.7% |
59.0 |
| ATR |
48.1 |
47.7 |
-0.4 |
-0.9% |
0.0 |
| Volume |
997,133 |
983,367 |
-13,766 |
-1.4% |
3,439,924 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,153.7 |
3,136.3 |
3,058.1 |
|
| R3 |
3,111.7 |
3,094.3 |
3,046.6 |
|
| R2 |
3,069.7 |
3,069.7 |
3,042.7 |
|
| R1 |
3,052.3 |
3,052.3 |
3,038.9 |
3,061.0 |
| PP |
3,027.7 |
3,027.7 |
3,027.7 |
3,032.0 |
| S1 |
3,010.3 |
3,010.3 |
3,031.2 |
3,019.0 |
| S2 |
2,985.7 |
2,985.7 |
3,027.3 |
|
| S3 |
2,943.7 |
2,968.3 |
3,023.5 |
|
| S4 |
2,901.7 |
2,926.3 |
3,011.9 |
|
|
| 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 |
3,003.0 |
57.0 |
1.9% |
36.6 |
1.2% |
56% |
False |
True |
927,555 |
| 10 |
3,063.0 |
3,001.0 |
62.0 |
2.0% |
40.1 |
1.3% |
55% |
False |
False |
966,646 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
51.8 |
1.7% |
71% |
False |
False |
1,164,400 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.8 |
1.4% |
71% |
False |
False |
1,048,363 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.6 |
1.5% |
71% |
False |
False |
1,052,065 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.0 |
1.4% |
71% |
False |
False |
793,376 |
| 100 |
3,102.0 |
2,822.0 |
280.0 |
9.2% |
42.2 |
1.4% |
76% |
False |
False |
635,594 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.9% |
44.9 |
1.5% |
85% |
False |
False |
531,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,223.5 |
|
2.618 |
3,155.0 |
|
1.618 |
3,113.0 |
|
1.000 |
3,087.0 |
|
0.618 |
3,071.0 |
|
HIGH |
3,045.0 |
|
0.618 |
3,029.0 |
|
0.500 |
3,024.0 |
|
0.382 |
3,019.0 |
|
LOW |
3,003.0 |
|
0.618 |
2,977.0 |
|
1.000 |
2,961.0 |
|
1.618 |
2,935.0 |
|
2.618 |
2,893.0 |
|
4.250 |
2,824.5 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,031.3 |
3,033.7 |
| PP |
3,027.7 |
3,032.3 |
| S1 |
3,024.0 |
3,031.0 |
|