| 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 |
5,386.0 |
5,422.0 |
36.0 |
0.7% |
5,340.0 |
| High |
5,432.0 |
5,497.0 |
65.0 |
1.2% |
5,370.0 |
| Low |
5,382.0 |
5,405.0 |
23.0 |
0.4% |
5,276.0 |
| Close |
5,421.0 |
5,496.0 |
75.0 |
1.4% |
5,362.0 |
| Range |
50.0 |
92.0 |
42.0 |
84.0% |
94.0 |
| ATR |
67.4 |
69.1 |
1.8 |
2.6% |
0.0 |
| Volume |
24,713 |
32,377 |
7,664 |
31.0% |
130,033 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,742.0 |
5,711.0 |
5,546.6 |
|
| R3 |
5,650.0 |
5,619.0 |
5,521.3 |
|
| R2 |
5,558.0 |
5,558.0 |
5,512.9 |
|
| R1 |
5,527.0 |
5,527.0 |
5,504.4 |
5,542.5 |
| PP |
5,466.0 |
5,466.0 |
5,466.0 |
5,473.8 |
| S1 |
5,435.0 |
5,435.0 |
5,487.6 |
5,450.5 |
| S2 |
5,374.0 |
5,374.0 |
5,479.1 |
|
| S3 |
5,282.0 |
5,343.0 |
5,470.7 |
|
| S4 |
5,190.0 |
5,251.0 |
5,445.4 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,618.0 |
5,584.0 |
5,413.7 |
|
| R3 |
5,524.0 |
5,490.0 |
5,387.9 |
|
| R2 |
5,430.0 |
5,430.0 |
5,379.2 |
|
| R1 |
5,396.0 |
5,396.0 |
5,370.6 |
5,413.0 |
| PP |
5,336.0 |
5,336.0 |
5,336.0 |
5,344.5 |
| S1 |
5,302.0 |
5,302.0 |
5,353.4 |
5,319.0 |
| S2 |
5,242.0 |
5,242.0 |
5,344.8 |
|
| S3 |
5,148.0 |
5,208.0 |
5,336.2 |
|
| S4 |
5,054.0 |
5,114.0 |
5,310.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,497.0 |
5,276.0 |
221.0 |
4.0% |
54.8 |
1.0% |
100% |
True |
False |
24,678 |
| 10 |
5,497.0 |
5,270.0 |
227.0 |
4.1% |
52.4 |
1.0% |
100% |
True |
False |
30,032 |
| 20 |
5,497.0 |
5,029.0 |
468.0 |
8.5% |
65.7 |
1.2% |
100% |
True |
False |
33,074 |
| 40 |
5,497.0 |
5,029.0 |
468.0 |
8.5% |
53.3 |
1.0% |
100% |
True |
False |
27,976 |
| 60 |
5,497.0 |
5,029.0 |
468.0 |
8.5% |
49.7 |
0.9% |
100% |
True |
False |
29,066 |
| 80 |
5,531.0 |
5,029.0 |
502.0 |
9.1% |
40.1 |
0.7% |
93% |
False |
False |
21,825 |
| 100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
33.2 |
0.6% |
93% |
False |
False |
17,472 |
| 120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
29.7 |
0.5% |
93% |
False |
False |
14,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,888.0 |
|
2.618 |
5,737.9 |
|
1.618 |
5,645.9 |
|
1.000 |
5,589.0 |
|
0.618 |
5,553.9 |
|
HIGH |
5,497.0 |
|
0.618 |
5,461.9 |
|
0.500 |
5,451.0 |
|
0.382 |
5,440.1 |
|
LOW |
5,405.0 |
|
0.618 |
5,348.1 |
|
1.000 |
5,313.0 |
|
1.618 |
5,256.1 |
|
2.618 |
5,164.1 |
|
4.250 |
5,014.0 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,481.0 |
5,469.7 |
| PP |
5,466.0 |
5,443.3 |
| S1 |
5,451.0 |
5,417.0 |
|