| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,999.0 |
3,024.0 |
25.0 |
0.8% |
3,015.0 |
| High |
3,031.0 |
3,049.0 |
18.0 |
0.6% |
3,046.0 |
| Low |
2,990.0 |
3,018.0 |
28.0 |
0.9% |
2,990.0 |
| Close |
3,022.0 |
3,038.0 |
16.0 |
0.5% |
3,032.0 |
| Range |
41.0 |
31.0 |
-10.0 |
-24.4% |
56.0 |
| ATR |
42.3 |
41.5 |
-0.8 |
-1.9% |
0.0 |
| Volume |
37,780 |
96,685 |
58,905 |
155.9% |
59,488 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.0 |
3,114.0 |
3,055.1 |
|
| R3 |
3,097.0 |
3,083.0 |
3,046.5 |
|
| R2 |
3,066.0 |
3,066.0 |
3,043.7 |
|
| R1 |
3,052.0 |
3,052.0 |
3,040.8 |
3,059.0 |
| PP |
3,035.0 |
3,035.0 |
3,035.0 |
3,038.5 |
| S1 |
3,021.0 |
3,021.0 |
3,035.2 |
3,028.0 |
| S2 |
3,004.0 |
3,004.0 |
3,032.3 |
|
| S3 |
2,973.0 |
2,990.0 |
3,029.5 |
|
| S4 |
2,942.0 |
2,959.0 |
3,021.0 |
|
|
| 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 |
3,049.0 |
2,990.0 |
59.0 |
1.9% |
33.0 |
1.1% |
81% |
True |
False |
33,648 |
| 10 |
3,049.0 |
2,990.0 |
59.0 |
1.9% |
33.2 |
1.1% |
81% |
True |
False |
19,766 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.1% |
44.4 |
1.5% |
78% |
False |
False |
15,412 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.2% |
38.7 |
1.3% |
77% |
False |
False |
13,130 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.2% |
39.8 |
1.3% |
77% |
False |
False |
10,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,180.8 |
|
2.618 |
3,130.2 |
|
1.618 |
3,099.2 |
|
1.000 |
3,080.0 |
|
0.618 |
3,068.2 |
|
HIGH |
3,049.0 |
|
0.618 |
3,037.2 |
|
0.500 |
3,033.5 |
|
0.382 |
3,029.8 |
|
LOW |
3,018.0 |
|
0.618 |
2,998.8 |
|
1.000 |
2,987.0 |
|
1.618 |
2,967.8 |
|
2.618 |
2,936.8 |
|
4.250 |
2,886.3 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,036.5 |
3,031.8 |
| PP |
3,035.0 |
3,025.7 |
| S1 |
3,033.5 |
3,019.5 |
|