| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,036.0 |
2,999.0 |
-37.0 |
-1.2% |
3,015.0 |
| High |
3,036.0 |
3,031.0 |
-5.0 |
-0.2% |
3,046.0 |
| Low |
2,992.0 |
2,990.0 |
-2.0 |
-0.1% |
2,990.0 |
| Close |
3,000.0 |
3,022.0 |
22.0 |
0.7% |
3,032.0 |
| Range |
44.0 |
41.0 |
-3.0 |
-6.8% |
56.0 |
| ATR |
42.4 |
42.3 |
-0.1 |
-0.2% |
0.0 |
| Volume |
2,376 |
37,780 |
35,404 |
1,490.1% |
59,488 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.3 |
3,120.7 |
3,044.6 |
|
| R3 |
3,096.3 |
3,079.7 |
3,033.3 |
|
| R2 |
3,055.3 |
3,055.3 |
3,029.5 |
|
| R1 |
3,038.7 |
3,038.7 |
3,025.8 |
3,047.0 |
| PP |
3,014.3 |
3,014.3 |
3,014.3 |
3,018.5 |
| S1 |
2,997.7 |
2,997.7 |
3,018.2 |
3,006.0 |
| S2 |
2,973.3 |
2,973.3 |
3,014.5 |
|
| S3 |
2,932.3 |
2,956.7 |
3,010.7 |
|
| S4 |
2,891.3 |
2,915.7 |
2,999.5 |
|
|
| 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 |
2,990.0 |
56.0 |
1.9% |
33.0 |
1.1% |
57% |
False |
True |
15,275 |
| 10 |
3,048.0 |
2,990.0 |
58.0 |
1.9% |
35.3 |
1.2% |
55% |
False |
True |
11,493 |
| 20 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
44.6 |
1.5% |
71% |
False |
False |
14,095 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
38.8 |
1.3% |
70% |
False |
False |
10,715 |
| 60 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
39.8 |
1.3% |
70% |
False |
False |
8,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,205.3 |
|
2.618 |
3,138.3 |
|
1.618 |
3,097.3 |
|
1.000 |
3,072.0 |
|
0.618 |
3,056.3 |
|
HIGH |
3,031.0 |
|
0.618 |
3,015.3 |
|
0.500 |
3,010.5 |
|
0.382 |
3,005.7 |
|
LOW |
2,990.0 |
|
0.618 |
2,964.7 |
|
1.000 |
2,949.0 |
|
1.618 |
2,923.7 |
|
2.618 |
2,882.7 |
|
4.250 |
2,815.8 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.2 |
3,020.7 |
| PP |
3,014.3 |
3,019.3 |
| S1 |
3,010.5 |
3,018.0 |
|