| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,012.0 |
3,036.0 |
24.0 |
0.8% |
3,028.0 |
| High |
3,045.0 |
3,064.0 |
19.0 |
0.6% |
3,060.0 |
| Low |
3,003.0 |
3,031.0 |
28.0 |
0.9% |
3,001.0 |
| Close |
3,035.0 |
3,051.0 |
16.0 |
0.5% |
3,045.0 |
| Range |
42.0 |
33.0 |
-9.0 |
-21.4% |
59.0 |
| ATR |
47.7 |
46.7 |
-1.1 |
-2.2% |
0.0 |
| Volume |
983,367 |
1,404,193 |
420,826 |
42.8% |
3,439,924 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147.7 |
3,132.3 |
3,069.2 |
|
| R3 |
3,114.7 |
3,099.3 |
3,060.1 |
|
| R2 |
3,081.7 |
3,081.7 |
3,057.1 |
|
| R1 |
3,066.3 |
3,066.3 |
3,054.0 |
3,074.0 |
| PP |
3,048.7 |
3,048.7 |
3,048.7 |
3,052.5 |
| S1 |
3,033.3 |
3,033.3 |
3,048.0 |
3,041.0 |
| S2 |
3,015.7 |
3,015.7 |
3,045.0 |
|
| S3 |
2,982.7 |
3,000.3 |
3,041.9 |
|
| S4 |
2,949.7 |
2,967.3 |
3,032.9 |
|
|
| 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 |
3,064.0 |
3,003.0 |
61.0 |
2.0% |
38.8 |
1.3% |
79% |
True |
False |
1,031,314 |
| 10 |
3,064.0 |
3,001.0 |
63.0 |
2.1% |
40.1 |
1.3% |
79% |
True |
False |
991,324 |
| 20 |
3,100.0 |
2,874.0 |
226.0 |
7.4% |
49.5 |
1.6% |
78% |
False |
False |
1,172,923 |
| 40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.4 |
1.4% |
78% |
False |
False |
1,060,029 |
| 60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
45.7 |
1.5% |
78% |
False |
False |
1,070,978 |
| 80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.2 |
1.4% |
78% |
False |
False |
810,928 |
| 100 |
3,102.0 |
2,855.0 |
247.0 |
8.1% |
42.0 |
1.4% |
79% |
False |
False |
649,628 |
| 120 |
3,102.0 |
2,649.0 |
453.0 |
14.8% |
44.8 |
1.5% |
89% |
False |
False |
543,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.3 |
|
2.618 |
3,150.4 |
|
1.618 |
3,117.4 |
|
1.000 |
3,097.0 |
|
0.618 |
3,084.4 |
|
HIGH |
3,064.0 |
|
0.618 |
3,051.4 |
|
0.500 |
3,047.5 |
|
0.382 |
3,043.6 |
|
LOW |
3,031.0 |
|
0.618 |
3,010.6 |
|
1.000 |
2,998.0 |
|
1.618 |
2,977.6 |
|
2.618 |
2,944.6 |
|
4.250 |
2,890.8 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,049.8 |
3,045.2 |
| PP |
3,048.7 |
3,039.3 |
| S1 |
3,047.5 |
3,033.5 |
|