| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
18,898.68 |
18,970.39 |
71.71 |
0.4% |
18,876.77 |
| High |
18,960.76 |
19,043.90 |
83.14 |
0.4% |
18,934.05 |
| Low |
18,883.10 |
18,962.82 |
79.72 |
0.4% |
18,806.06 |
| Close |
18,956.69 |
19,023.87 |
67.18 |
0.4% |
18,867.93 |
| Range |
77.66 |
81.08 |
3.42 |
4.4% |
127.99 |
| ATR |
146.93 |
142.66 |
-4.27 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,253.44 |
19,219.73 |
19,068.46 |
|
| R3 |
19,172.36 |
19,138.65 |
19,046.17 |
|
| R2 |
19,091.28 |
19,091.28 |
19,038.73 |
|
| R1 |
19,057.57 |
19,057.57 |
19,031.30 |
19,074.43 |
| PP |
19,010.20 |
19,010.20 |
19,010.20 |
19,018.62 |
| S1 |
18,976.49 |
18,976.49 |
19,016.44 |
18,993.35 |
| S2 |
18,929.12 |
18,929.12 |
19,009.01 |
|
| S3 |
18,848.04 |
18,895.41 |
19,001.57 |
|
| S4 |
18,766.96 |
18,814.33 |
18,979.28 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,253.32 |
19,188.61 |
18,938.32 |
|
| R3 |
19,125.33 |
19,060.62 |
18,903.13 |
|
| R2 |
18,997.34 |
18,997.34 |
18,891.39 |
|
| R1 |
18,932.63 |
18,932.63 |
18,879.66 |
18,900.99 |
| PP |
18,869.35 |
18,869.35 |
18,869.35 |
18,853.53 |
| S1 |
18,804.64 |
18,804.64 |
18,856.20 |
18,773.00 |
| S2 |
18,741.36 |
18,741.36 |
18,844.47 |
|
| S3 |
18,613.37 |
18,676.65 |
18,832.73 |
|
| S4 |
18,485.38 |
18,548.66 |
18,797.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,043.90 |
18,825.89 |
218.01 |
1.1% |
72.67 |
0.4% |
91% |
True |
False |
|
| 10 |
19,043.90 |
18,252.55 |
791.35 |
4.2% |
138.77 |
0.7% |
97% |
True |
False |
|
| 20 |
19,043.90 |
17,883.56 |
1,160.34 |
6.1% |
145.68 |
0.8% |
98% |
True |
False |
|
| 40 |
19,043.90 |
17,883.56 |
1,160.34 |
6.1% |
142.43 |
0.7% |
98% |
True |
False |
|
| 60 |
19,043.90 |
17,883.56 |
1,160.34 |
6.1% |
147.40 |
0.8% |
98% |
True |
False |
|
| 80 |
19,043.90 |
17,883.56 |
1,160.34 |
6.1% |
135.23 |
0.7% |
98% |
True |
False |
|
| 100 |
19,043.90 |
17,713.45 |
1,330.45 |
7.0% |
131.05 |
0.7% |
98% |
True |
False |
|
| 120 |
19,043.90 |
17,063.08 |
1,980.82 |
10.4% |
139.22 |
0.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,388.49 |
|
2.618 |
19,256.17 |
|
1.618 |
19,175.09 |
|
1.000 |
19,124.98 |
|
0.618 |
19,094.01 |
|
HIGH |
19,043.90 |
|
0.618 |
19,012.93 |
|
0.500 |
19,003.36 |
|
0.382 |
18,993.79 |
|
LOW |
18,962.82 |
|
0.618 |
18,912.71 |
|
1.000 |
18,881.74 |
|
1.618 |
18,831.63 |
|
2.618 |
18,750.55 |
|
4.250 |
18,618.23 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,017.03 |
18,998.87 |
| PP |
19,010.20 |
18,973.87 |
| S1 |
19,003.36 |
18,948.87 |
|