| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,030.0 |
3,036.0 |
6.0 |
0.2% |
3,015.0 |
| High |
3,046.0 |
3,036.0 |
-10.0 |
-0.3% |
3,046.0 |
| Low |
3,016.0 |
2,992.0 |
-24.0 |
-0.8% |
2,990.0 |
| Close |
3,032.0 |
3,000.0 |
-32.0 |
-1.1% |
3,032.0 |
| Range |
30.0 |
44.0 |
14.0 |
46.7% |
56.0 |
| ATR |
42.3 |
42.4 |
0.1 |
0.3% |
0.0 |
| Volume |
8,161 |
2,376 |
-5,785 |
-70.9% |
59,488 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,141.3 |
3,114.7 |
3,024.2 |
|
| R3 |
3,097.3 |
3,070.7 |
3,012.1 |
|
| R2 |
3,053.3 |
3,053.3 |
3,008.1 |
|
| R1 |
3,026.7 |
3,026.7 |
3,004.0 |
3,018.0 |
| PP |
3,009.3 |
3,009.3 |
3,009.3 |
3,005.0 |
| S1 |
2,982.7 |
2,982.7 |
2,996.0 |
2,974.0 |
| S2 |
2,965.3 |
2,965.3 |
2,991.9 |
|
| S3 |
2,921.3 |
2,938.7 |
2,987.9 |
|
| S4 |
2,877.3 |
2,894.7 |
2,975.8 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.7 |
3,167.3 |
3,062.8 |
|
| R3 |
3,134.7 |
3,111.3 |
3,047.4 |
|
| R2 |
3,078.7 |
3,078.7 |
3,042.3 |
|
| R1 |
3,055.3 |
3,055.3 |
3,037.1 |
3,067.0 |
| PP |
3,022.7 |
3,022.7 |
3,022.7 |
3,028.5 |
| S1 |
2,999.3 |
2,999.3 |
3,026.9 |
3,011.0 |
| S2 |
2,966.7 |
2,966.7 |
3,021.7 |
|
| S3 |
2,910.7 |
2,943.3 |
3,016.6 |
|
| S4 |
2,854.7 |
2,887.3 |
3,001.2 |
|
|
| 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 |
2,992.0 |
54.0 |
1.8% |
29.0 |
1.0% |
15% |
False |
True |
11,516 |
| 10 |
3,048.0 |
2,990.0 |
58.0 |
1.9% |
34.1 |
1.1% |
17% |
False |
False |
7,744 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
46.5 |
1.5% |
61% |
False |
False |
13,367 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
38.8 |
1.3% |
60% |
False |
False |
9,775 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.4 |
1.3% |
60% |
False |
False |
7,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,223.0 |
|
2.618 |
3,151.2 |
|
1.618 |
3,107.2 |
|
1.000 |
3,080.0 |
|
0.618 |
3,063.2 |
|
HIGH |
3,036.0 |
|
0.618 |
3,019.2 |
|
0.500 |
3,014.0 |
|
0.382 |
3,008.8 |
|
LOW |
2,992.0 |
|
0.618 |
2,964.8 |
|
1.000 |
2,948.0 |
|
1.618 |
2,920.8 |
|
2.618 |
2,876.8 |
|
4.250 |
2,805.0 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.0 |
3,019.0 |
| PP |
3,009.3 |
3,012.7 |
| S1 |
3,004.7 |
3,006.3 |
|