| Trading Metrics calculated at close of trading on 24-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
24-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,026.0 |
3,025.0 |
-1.0 |
0.0% |
3,037.0 |
| High |
3,031.0 |
3,032.0 |
1.0 |
0.0% |
3,052.0 |
| Low |
3,000.0 |
3,013.0 |
13.0 |
0.4% |
2,996.0 |
| Close |
3,019.0 |
3,026.0 |
7.0 |
0.2% |
3,010.0 |
| Range |
31.0 |
19.0 |
-12.0 |
-38.7% |
56.0 |
| ATR |
45.1 |
43.2 |
-1.9 |
-4.1% |
0.0 |
| Volume |
4,820 |
23,241 |
18,421 |
382.2% |
15,791 |
|
| Daily Pivots for day following 24-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.7 |
3,072.3 |
3,036.5 |
|
| R3 |
3,061.7 |
3,053.3 |
3,031.2 |
|
| R2 |
3,042.7 |
3,042.7 |
3,029.5 |
|
| R1 |
3,034.3 |
3,034.3 |
3,027.7 |
3,038.5 |
| PP |
3,023.7 |
3,023.7 |
3,023.7 |
3,025.8 |
| S1 |
3,015.3 |
3,015.3 |
3,024.3 |
3,019.5 |
| S2 |
3,004.7 |
3,004.7 |
3,022.5 |
|
| S3 |
2,985.7 |
2,996.3 |
3,020.8 |
|
| S4 |
2,966.7 |
2,977.3 |
3,015.6 |
|
|
| 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% |
29.8 |
1.0% |
64% |
False |
False |
10,399 |
| 10 |
3,052.0 |
2,990.0 |
62.0 |
2.0% |
35.7 |
1.2% |
58% |
False |
False |
7,004 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
45.4 |
1.5% |
73% |
False |
False |
16,208 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.7 |
1.3% |
72% |
False |
False |
9,515 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.1 |
1.3% |
72% |
False |
False |
7,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,112.8 |
|
2.618 |
3,081.7 |
|
1.618 |
3,062.7 |
|
1.000 |
3,051.0 |
|
0.618 |
3,043.7 |
|
HIGH |
3,032.0 |
|
0.618 |
3,024.7 |
|
0.500 |
3,022.5 |
|
0.382 |
3,020.3 |
|
LOW |
3,013.0 |
|
0.618 |
3,001.3 |
|
1.000 |
2,994.0 |
|
1.618 |
2,982.3 |
|
2.618 |
2,963.3 |
|
4.250 |
2,932.3 |
|
|
| Fisher Pivots for day following 24-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.8 |
3,025.0 |
| PP |
3,023.7 |
3,024.0 |
| S1 |
3,022.5 |
3,023.0 |
|