| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
5,498.0 |
5,505.0 |
7.0 |
0.1% |
5,364.0 |
| High |
5,510.0 |
5,528.0 |
18.0 |
0.3% |
5,528.0 |
| Low |
5,476.0 |
5,483.0 |
7.0 |
0.1% |
5,337.0 |
| Close |
5,497.0 |
5,514.0 |
17.0 |
0.3% |
5,514.0 |
| Range |
34.0 |
45.0 |
11.0 |
32.4% |
191.0 |
| ATR |
66.6 |
65.1 |
-1.5 |
-2.3% |
0.0 |
| Volume |
20,570 |
25,318 |
4,748 |
23.1% |
123,299 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,643.3 |
5,623.7 |
5,538.8 |
|
| R3 |
5,598.3 |
5,578.7 |
5,526.4 |
|
| R2 |
5,553.3 |
5,553.3 |
5,522.3 |
|
| R1 |
5,533.7 |
5,533.7 |
5,518.1 |
5,543.5 |
| PP |
5,508.3 |
5,508.3 |
5,508.3 |
5,513.3 |
| S1 |
5,488.7 |
5,488.7 |
5,509.9 |
5,498.5 |
| S2 |
5,463.3 |
5,463.3 |
5,505.8 |
|
| S3 |
5,418.3 |
5,443.7 |
5,501.6 |
|
| S4 |
5,373.3 |
5,398.7 |
5,489.3 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,032.7 |
5,964.3 |
5,619.1 |
|
| R3 |
5,841.7 |
5,773.3 |
5,566.5 |
|
| R2 |
5,650.7 |
5,650.7 |
5,549.0 |
|
| R1 |
5,582.3 |
5,582.3 |
5,531.5 |
5,616.5 |
| PP |
5,459.7 |
5,459.7 |
5,459.7 |
5,476.8 |
| S1 |
5,391.3 |
5,391.3 |
5,496.5 |
5,425.5 |
| S2 |
5,268.7 |
5,268.7 |
5,479.0 |
|
| S3 |
5,077.7 |
5,200.3 |
5,461.5 |
|
| S4 |
4,886.7 |
5,009.3 |
5,409.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,528.0 |
5,337.0 |
191.0 |
3.5% |
50.6 |
0.9% |
93% |
True |
False |
24,659 |
| 10 |
5,528.0 |
5,276.0 |
252.0 |
4.6% |
46.5 |
0.8% |
94% |
True |
False |
25,333 |
| 20 |
5,528.0 |
5,029.0 |
499.0 |
9.0% |
61.8 |
1.1% |
97% |
True |
False |
31,952 |
| 40 |
5,528.0 |
5,029.0 |
499.0 |
9.0% |
53.8 |
1.0% |
97% |
True |
False |
27,874 |
| 60 |
5,528.0 |
5,029.0 |
499.0 |
9.0% |
50.0 |
0.9% |
97% |
True |
False |
29,825 |
| 80 |
5,531.0 |
5,029.0 |
502.0 |
9.1% |
40.8 |
0.7% |
97% |
False |
False |
22,399 |
| 100 |
5,532.0 |
5,029.0 |
503.0 |
9.1% |
34.0 |
0.6% |
96% |
False |
False |
17,929 |
| 120 |
5,532.0 |
5,029.0 |
503.0 |
9.1% |
30.4 |
0.6% |
96% |
False |
False |
14,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,719.3 |
|
2.618 |
5,645.8 |
|
1.618 |
5,600.8 |
|
1.000 |
5,573.0 |
|
0.618 |
5,555.8 |
|
HIGH |
5,528.0 |
|
0.618 |
5,510.8 |
|
0.500 |
5,505.5 |
|
0.382 |
5,500.2 |
|
LOW |
5,483.0 |
|
0.618 |
5,455.2 |
|
1.000 |
5,438.0 |
|
1.618 |
5,410.2 |
|
2.618 |
5,365.2 |
|
4.250 |
5,291.8 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,511.2 |
5,498.2 |
| PP |
5,508.3 |
5,482.3 |
| S1 |
5,505.5 |
5,466.5 |
|