| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
1,230.0 |
1,224.3 |
-5.7 |
-0.5% |
1,295.0 |
| High |
1,233.2 |
1,234.1 |
0.9 |
0.1% |
1,341.0 |
| Low |
1,213.6 |
1,221.5 |
7.9 |
0.7% |
1,221.3 |
| Close |
1,224.5 |
1,227.4 |
2.9 |
0.2% |
1,226.9 |
| Range |
19.6 |
12.6 |
-7.0 |
-35.7% |
119.7 |
| ATR |
22.6 |
21.9 |
-0.7 |
-3.2% |
0.0 |
| Volume |
21,926 |
15,957 |
-5,969 |
-27.2% |
231,866 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.5 |
1,259.0 |
1,234.3 |
|
| R3 |
1,252.9 |
1,246.4 |
1,230.9 |
|
| R2 |
1,240.3 |
1,240.3 |
1,229.7 |
|
| R1 |
1,233.8 |
1,233.8 |
1,228.6 |
1,237.1 |
| PP |
1,227.7 |
1,227.7 |
1,227.7 |
1,229.3 |
| S1 |
1,221.2 |
1,221.2 |
1,226.2 |
1,224.5 |
| S2 |
1,215.1 |
1,215.1 |
1,225.1 |
|
| S3 |
1,202.5 |
1,208.6 |
1,223.9 |
|
| S4 |
1,189.9 |
1,196.0 |
1,220.5 |
|
|
| 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% |
37.7 |
3.1% |
11% |
False |
False |
41,821 |
| 10 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
27.8 |
2.3% |
11% |
False |
False |
31,434 |
| 20 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
20.0 |
1.6% |
11% |
False |
False |
19,851 |
| 40 |
1,351.2 |
1,213.6 |
137.6 |
11.2% |
17.1 |
1.4% |
10% |
False |
False |
13,344 |
| 60 |
1,360.7 |
1,213.6 |
147.1 |
12.0% |
16.3 |
1.3% |
9% |
False |
False |
10,486 |
| 80 |
1,378.1 |
1,213.6 |
164.5 |
13.4% |
16.2 |
1.3% |
8% |
False |
False |
8,796 |
| 100 |
1,387.1 |
1,213.6 |
173.5 |
14.1% |
16.2 |
1.3% |
8% |
False |
False |
7,320 |
| 120 |
1,387.1 |
1,210.0 |
177.1 |
14.4% |
16.5 |
1.3% |
10% |
False |
False |
6,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,287.7 |
|
2.618 |
1,267.1 |
|
1.618 |
1,254.5 |
|
1.000 |
1,246.7 |
|
0.618 |
1,241.9 |
|
HIGH |
1,234.1 |
|
0.618 |
1,229.3 |
|
0.500 |
1,227.8 |
|
0.382 |
1,226.3 |
|
LOW |
1,221.5 |
|
0.618 |
1,213.7 |
|
1.000 |
1,208.9 |
|
1.618 |
1,201.1 |
|
2.618 |
1,188.5 |
|
4.250 |
1,168.0 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.8 |
1,240.9 |
| PP |
1,227.7 |
1,236.4 |
| S1 |
1,227.5 |
1,231.9 |
|