| 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 |
220.51 |
219.98 |
-0.53 |
-0.2% |
217.03 |
| High |
220.79 |
220.76 |
-0.03 |
0.0% |
219.27 |
| Low |
219.73 |
219.75 |
0.02 |
0.0% |
215.72 |
| Close |
220.58 |
220.70 |
0.12 |
0.1% |
218.50 |
| Range |
1.06 |
1.01 |
-0.05 |
-4.7% |
3.55 |
| ATR |
1.84 |
1.78 |
-0.06 |
-3.2% |
0.00 |
| Volume |
67,428,896 |
56,620,200 |
-10,808,696 |
-16.0% |
407,912,800 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
223.43 |
223.08 |
221.26 |
|
| R3 |
222.42 |
222.07 |
220.98 |
|
| R2 |
221.41 |
221.41 |
220.89 |
|
| R1 |
221.06 |
221.06 |
220.79 |
221.24 |
| PP |
220.40 |
220.40 |
220.40 |
220.49 |
| S1 |
220.05 |
220.05 |
220.61 |
220.23 |
| S2 |
219.39 |
219.39 |
220.51 |
|
| S3 |
218.38 |
219.04 |
220.42 |
|
| S4 |
217.37 |
218.03 |
220.14 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
228.48 |
227.04 |
220.45 |
|
| R3 |
224.93 |
223.49 |
219.48 |
|
| R2 |
221.38 |
221.38 |
219.15 |
|
| R1 |
219.94 |
219.94 |
218.83 |
220.66 |
| PP |
217.83 |
217.83 |
217.83 |
218.19 |
| S1 |
216.39 |
216.39 |
218.17 |
217.11 |
| S2 |
214.28 |
214.28 |
217.85 |
|
| S3 |
210.73 |
212.84 |
217.52 |
|
| S4 |
207.18 |
209.29 |
216.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
220.79 |
217.92 |
2.87 |
1.3% |
1.07 |
0.5% |
97% |
False |
False |
70,502,899 |
| 10 |
220.79 |
215.22 |
5.57 |
2.5% |
1.36 |
0.6% |
98% |
False |
False |
87,703,049 |
| 20 |
220.79 |
208.38 |
12.41 |
5.6% |
1.79 |
0.8% |
99% |
False |
False |
102,765,799 |
| 40 |
220.79 |
208.38 |
12.41 |
5.6% |
1.66 |
0.8% |
99% |
False |
False |
93,676,724 |
| 60 |
220.79 |
208.38 |
12.41 |
5.6% |
1.73 |
0.8% |
99% |
False |
False |
98,171,519 |
| 80 |
220.79 |
208.38 |
12.41 |
5.6% |
1.59 |
0.7% |
99% |
False |
False |
89,488,945 |
| 100 |
220.79 |
207.06 |
13.73 |
6.2% |
1.57 |
0.7% |
99% |
False |
False |
87,573,158 |
| 120 |
220.79 |
198.65 |
22.14 |
10.0% |
1.65 |
0.7% |
100% |
False |
False |
94,201,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
225.05 |
|
2.618 |
223.40 |
|
1.618 |
222.39 |
|
1.000 |
221.77 |
|
0.618 |
221.38 |
|
HIGH |
220.76 |
|
0.618 |
220.37 |
|
0.500 |
220.26 |
|
0.382 |
220.14 |
|
LOW |
219.75 |
|
0.618 |
219.13 |
|
1.000 |
218.74 |
|
1.618 |
218.12 |
|
2.618 |
217.11 |
|
4.250 |
215.46 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
220.55 |
220.43 |
| PP |
220.40 |
220.16 |
| S1 |
220.26 |
219.90 |
|