| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1,261.8 |
1,230.0 |
-31.8 |
-2.5% |
1,295.0 |
| High |
1,268.1 |
1,233.2 |
-34.9 |
-2.8% |
1,341.0 |
| Low |
1,221.3 |
1,213.6 |
-7.7 |
-0.6% |
1,221.3 |
| Close |
1,226.9 |
1,224.5 |
-2.4 |
-0.2% |
1,226.9 |
| Range |
46.8 |
19.6 |
-27.2 |
-58.1% |
119.7 |
| ATR |
22.8 |
22.6 |
-0.2 |
-1.0% |
0.0 |
| Volume |
54,141 |
21,926 |
-32,215 |
-59.5% |
231,866 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.6 |
1,273.1 |
1,235.3 |
|
| R3 |
1,263.0 |
1,253.5 |
1,229.9 |
|
| R2 |
1,243.4 |
1,243.4 |
1,228.1 |
|
| R1 |
1,233.9 |
1,233.9 |
1,226.3 |
1,228.9 |
| PP |
1,223.8 |
1,223.8 |
1,223.8 |
1,221.2 |
| S1 |
1,214.3 |
1,214.3 |
1,222.7 |
1,209.3 |
| S2 |
1,204.2 |
1,204.2 |
1,220.9 |
|
| S3 |
1,184.6 |
1,194.7 |
1,219.1 |
|
| S4 |
1,165.0 |
1,175.1 |
1,213.7 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,622.2 |
1,544.2 |
1,292.7 |
|
| R3 |
1,502.5 |
1,424.5 |
1,259.8 |
|
| R2 |
1,382.8 |
1,382.8 |
1,248.8 |
|
| R1 |
1,304.8 |
1,304.8 |
1,237.9 |
1,284.0 |
| PP |
1,263.1 |
1,263.1 |
1,263.1 |
1,252.6 |
| S1 |
1,185.1 |
1,185.1 |
1,215.9 |
1,164.3 |
| S2 |
1,143.4 |
1,143.4 |
1,205.0 |
|
| S3 |
1,023.7 |
1,065.4 |
1,194.0 |
|
| S4 |
904.0 |
945.7 |
1,161.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
38.8 |
3.2% |
9% |
False |
True |
44,284 |
| 10 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
28.2 |
2.3% |
9% |
False |
True |
31,179 |
| 20 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
19.8 |
1.6% |
9% |
False |
True |
19,511 |
| 40 |
1,351.2 |
1,213.6 |
137.6 |
11.2% |
17.0 |
1.4% |
8% |
False |
True |
13,021 |
| 60 |
1,360.7 |
1,213.6 |
147.1 |
12.0% |
16.2 |
1.3% |
7% |
False |
True |
10,246 |
| 80 |
1,378.1 |
1,213.6 |
164.5 |
13.4% |
16.2 |
1.3% |
7% |
False |
True |
8,616 |
| 100 |
1,387.1 |
1,213.6 |
173.5 |
14.2% |
17.1 |
1.4% |
6% |
False |
True |
7,178 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
14.5% |
16.5 |
1.3% |
8% |
False |
False |
6,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.5 |
|
2.618 |
1,284.5 |
|
1.618 |
1,264.9 |
|
1.000 |
1,252.8 |
|
0.618 |
1,245.3 |
|
HIGH |
1,233.2 |
|
0.618 |
1,225.7 |
|
0.500 |
1,223.4 |
|
0.382 |
1,221.1 |
|
LOW |
1,213.6 |
|
0.618 |
1,201.5 |
|
1.000 |
1,194.0 |
|
1.618 |
1,181.9 |
|
2.618 |
1,162.3 |
|
4.250 |
1,130.3 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,224.1 |
1,254.8 |
| PP |
1,223.8 |
1,244.7 |
| S1 |
1,223.4 |
1,234.6 |
|