| 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 |
5,465.0 |
5,469.0 |
4.0 |
0.1% |
5,364.0 |
| High |
5,493.0 |
5,471.0 |
-22.0 |
-0.4% |
5,528.0 |
| Low |
5,457.0 |
5,426.0 |
-31.0 |
-0.6% |
5,337.0 |
| Close |
5,462.0 |
5,442.0 |
-20.0 |
-0.4% |
5,514.0 |
| Range |
36.0 |
45.0 |
9.0 |
25.0% |
191.0 |
| ATR |
62.3 |
61.1 |
-1.2 |
-2.0% |
0.0 |
| Volume |
29,217 |
37,225 |
8,008 |
27.4% |
123,299 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,581.3 |
5,556.7 |
5,466.8 |
|
| R3 |
5,536.3 |
5,511.7 |
5,454.4 |
|
| R2 |
5,491.3 |
5,491.3 |
5,450.3 |
|
| R1 |
5,466.7 |
5,466.7 |
5,446.1 |
5,456.5 |
| PP |
5,446.3 |
5,446.3 |
5,446.3 |
5,441.3 |
| S1 |
5,421.7 |
5,421.7 |
5,437.9 |
5,411.5 |
| S2 |
5,401.3 |
5,401.3 |
5,433.8 |
|
| S3 |
5,356.3 |
5,376.7 |
5,429.6 |
|
| S4 |
5,311.3 |
5,331.7 |
5,417.3 |
|
|
| 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 |
5,426.0 |
102.0 |
1.9% |
43.0 |
0.8% |
16% |
False |
True |
27,625 |
| 10 |
5,528.0 |
5,276.0 |
252.0 |
4.6% |
48.9 |
0.9% |
66% |
False |
False |
26,151 |
| 20 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
61.5 |
1.1% |
83% |
False |
False |
32,000 |
| 40 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
54.4 |
1.0% |
83% |
False |
False |
28,586 |
| 60 |
5,528.0 |
5,029.0 |
499.0 |
9.2% |
50.8 |
0.9% |
83% |
False |
False |
31,348 |
| 80 |
5,531.0 |
5,029.0 |
502.0 |
9.2% |
42.4 |
0.8% |
82% |
False |
False |
23,546 |
| 100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
35.4 |
0.7% |
82% |
False |
False |
18,850 |
| 120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
31.1 |
0.6% |
82% |
False |
False |
15,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,662.3 |
|
2.618 |
5,588.8 |
|
1.618 |
5,543.8 |
|
1.000 |
5,516.0 |
|
0.618 |
5,498.8 |
|
HIGH |
5,471.0 |
|
0.618 |
5,453.8 |
|
0.500 |
5,448.5 |
|
0.382 |
5,443.2 |
|
LOW |
5,426.0 |
|
0.618 |
5,398.2 |
|
1.000 |
5,381.0 |
|
1.618 |
5,353.2 |
|
2.618 |
5,308.2 |
|
4.250 |
5,234.8 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
5,448.5 |
5,473.0 |
| PP |
5,446.3 |
5,462.7 |
| S1 |
5,444.2 |
5,452.3 |
|