| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,015.0 |
3,043.0 |
28.0 |
0.9% |
3,037.0 |
| High |
3,031.0 |
3,046.0 |
15.0 |
0.5% |
3,052.0 |
| Low |
2,990.0 |
3,025.0 |
35.0 |
1.2% |
2,996.0 |
| Close |
3,017.0 |
3,029.0 |
12.0 |
0.4% |
3,010.0 |
| Range |
41.0 |
21.0 |
-20.0 |
-48.8% |
56.0 |
| ATR |
47.5 |
46.2 |
-1.3 |
-2.8% |
0.0 |
| Volume |
4,280 |
18,986 |
14,706 |
343.6% |
15,791 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.3 |
3,083.7 |
3,040.6 |
|
| R3 |
3,075.3 |
3,062.7 |
3,034.8 |
|
| R2 |
3,054.3 |
3,054.3 |
3,032.9 |
|
| R1 |
3,041.7 |
3,041.7 |
3,030.9 |
3,037.5 |
| PP |
3,033.3 |
3,033.3 |
3,033.3 |
3,031.3 |
| S1 |
3,020.7 |
3,020.7 |
3,027.1 |
3,016.5 |
| S2 |
3,012.3 |
3,012.3 |
3,025.2 |
|
| S3 |
2,991.3 |
2,999.7 |
3,023.2 |
|
| S4 |
2,970.3 |
2,978.7 |
3,017.5 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,187.3 |
3,154.7 |
3,040.8 |
|
| R3 |
3,131.3 |
3,098.7 |
3,025.4 |
|
| R2 |
3,075.3 |
3,075.3 |
3,020.3 |
|
| R1 |
3,042.7 |
3,042.7 |
3,015.1 |
3,031.0 |
| PP |
3,019.3 |
3,019.3 |
3,019.3 |
3,013.5 |
| S1 |
2,986.7 |
2,986.7 |
3,004.9 |
2,975.0 |
| S2 |
2,963.3 |
2,963.3 |
2,999.7 |
|
| S3 |
2,907.3 |
2,930.7 |
2,994.6 |
|
| S4 |
2,851.3 |
2,874.7 |
2,979.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,048.0 |
2,990.0 |
58.0 |
1.9% |
37.6 |
1.2% |
67% |
False |
False |
7,710 |
| 10 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
56.1 |
1.9% |
74% |
False |
False |
8,700 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
45.7 |
1.5% |
74% |
False |
False |
15,065 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
41.2 |
1.4% |
73% |
False |
False |
8,885 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.3 |
1.3% |
73% |
False |
False |
7,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,135.3 |
|
2.618 |
3,101.0 |
|
1.618 |
3,080.0 |
|
1.000 |
3,067.0 |
|
0.618 |
3,059.0 |
|
HIGH |
3,046.0 |
|
0.618 |
3,038.0 |
|
0.500 |
3,035.5 |
|
0.382 |
3,033.0 |
|
LOW |
3,025.0 |
|
0.618 |
3,012.0 |
|
1.000 |
3,004.0 |
|
1.618 |
2,991.0 |
|
2.618 |
2,970.0 |
|
4.250 |
2,935.8 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.5 |
3,025.3 |
| PP |
3,033.3 |
3,021.7 |
| S1 |
3,031.2 |
3,018.0 |
|