| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,043.0 |
3,026.0 |
-17.0 |
-0.6% |
3,037.0 |
| High |
3,046.0 |
3,031.0 |
-15.0 |
-0.5% |
3,052.0 |
| Low |
3,025.0 |
3,000.0 |
-25.0 |
-0.8% |
2,996.0 |
| Close |
3,029.0 |
3,019.0 |
-10.0 |
-0.3% |
3,010.0 |
| Range |
21.0 |
31.0 |
10.0 |
47.6% |
56.0 |
| ATR |
46.2 |
45.1 |
-1.1 |
-2.3% |
0.0 |
| Volume |
18,986 |
4,820 |
-14,166 |
-74.6% |
15,791 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,095.3 |
3,036.1 |
|
| R3 |
3,078.7 |
3,064.3 |
3,027.5 |
|
| R2 |
3,047.7 |
3,047.7 |
3,024.7 |
|
| R1 |
3,033.3 |
3,033.3 |
3,021.8 |
3,025.0 |
| PP |
3,016.7 |
3,016.7 |
3,016.7 |
3,012.5 |
| S1 |
3,002.3 |
3,002.3 |
3,016.2 |
2,994.0 |
| S2 |
2,985.7 |
2,985.7 |
3,013.3 |
|
| S3 |
2,954.7 |
2,971.3 |
3,010.5 |
|
| S4 |
2,923.7 |
2,940.3 |
3,002.0 |
|
|
| 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 |
3,046.0 |
2,990.0 |
56.0 |
1.9% |
33.4 |
1.1% |
52% |
False |
False |
5,885 |
| 10 |
3,085.0 |
2,990.0 |
95.0 |
3.1% |
40.8 |
1.4% |
31% |
False |
False |
5,624 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
46.1 |
1.5% |
70% |
False |
False |
15,180 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
41.3 |
1.4% |
69% |
False |
False |
8,941 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.4 |
1.3% |
69% |
False |
False |
7,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,162.8 |
|
2.618 |
3,112.2 |
|
1.618 |
3,081.2 |
|
1.000 |
3,062.0 |
|
0.618 |
3,050.2 |
|
HIGH |
3,031.0 |
|
0.618 |
3,019.2 |
|
0.500 |
3,015.5 |
|
0.382 |
3,011.8 |
|
LOW |
3,000.0 |
|
0.618 |
2,980.8 |
|
1.000 |
2,969.0 |
|
1.618 |
2,949.8 |
|
2.618 |
2,918.8 |
|
4.250 |
2,868.3 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,017.8 |
3,018.7 |
| PP |
3,016.7 |
3,018.3 |
| S1 |
3,015.5 |
3,018.0 |
|