Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,212.6 |
1,189.4 |
-23.2 |
-1.9% |
1,207.3 |
High |
1,214.7 |
1,192.7 |
-22.0 |
-1.8% |
1,220.9 |
Low |
1,181.2 |
1,170.3 |
-10.9 |
-0.9% |
1,170.3 |
Close |
1,189.3 |
1,178.4 |
-10.9 |
-0.9% |
1,178.4 |
Range |
33.5 |
22.4 |
-11.1 |
-33.1% |
50.6 |
ATR |
21.0 |
21.1 |
0.1 |
0.5% |
0.0 |
Volume |
367,807 |
300,283 |
-67,524 |
-18.4% |
1,046,472 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,247.7 |
1,235.4 |
1,190.7 |
|
R3 |
1,225.3 |
1,213.0 |
1,184.6 |
|
R2 |
1,202.9 |
1,202.9 |
1,182.5 |
|
R1 |
1,190.6 |
1,190.6 |
1,180.5 |
1,185.6 |
PP |
1,180.5 |
1,180.5 |
1,180.5 |
1,177.9 |
S1 |
1,168.2 |
1,168.2 |
1,176.3 |
1,163.2 |
S2 |
1,158.1 |
1,158.1 |
1,174.3 |
|
S3 |
1,135.7 |
1,145.8 |
1,172.2 |
|
S4 |
1,113.3 |
1,123.4 |
1,166.1 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.7 |
1,310.6 |
1,206.2 |
|
R3 |
1,291.1 |
1,260.0 |
1,192.3 |
|
R2 |
1,240.5 |
1,240.5 |
1,187.7 |
|
R1 |
1,209.4 |
1,209.4 |
1,183.0 |
1,199.7 |
PP |
1,189.9 |
1,189.9 |
1,189.9 |
1,185.0 |
S1 |
1,158.8 |
1,158.8 |
1,173.8 |
1,149.1 |
S2 |
1,139.3 |
1,139.3 |
1,169.1 |
|
S3 |
1,088.7 |
1,108.2 |
1,164.5 |
|
S4 |
1,038.1 |
1,057.6 |
1,150.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.9 |
1,170.3 |
50.6 |
4.3% |
20.0 |
1.7% |
16% |
False |
True |
260,716 |
10 |
1,265.0 |
1,170.3 |
94.7 |
8.0% |
21.2 |
1.8% |
9% |
False |
True |
277,654 |
20 |
1,338.3 |
1,170.3 |
168.0 |
14.3% |
23.1 |
2.0% |
5% |
False |
True |
284,118 |
40 |
1,338.3 |
1,170.3 |
168.0 |
14.3% |
18.5 |
1.6% |
5% |
False |
True |
225,641 |
60 |
1,357.6 |
1,170.3 |
187.3 |
15.9% |
17.3 |
1.5% |
4% |
False |
True |
207,860 |
80 |
1,371.4 |
1,170.3 |
201.1 |
17.1% |
16.8 |
1.4% |
4% |
False |
True |
200,537 |
100 |
1,383.5 |
1,170.3 |
213.2 |
18.1% |
17.3 |
1.5% |
4% |
False |
True |
176,690 |
120 |
1,384.4 |
1,170.3 |
214.1 |
18.2% |
18.4 |
1.6% |
4% |
False |
True |
149,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.9 |
2.618 |
1,251.3 |
1.618 |
1,228.9 |
1.000 |
1,215.1 |
0.618 |
1,206.5 |
HIGH |
1,192.7 |
0.618 |
1,184.1 |
0.500 |
1,181.5 |
0.382 |
1,178.9 |
LOW |
1,170.3 |
0.618 |
1,156.5 |
1.000 |
1,147.9 |
1.618 |
1,134.1 |
2.618 |
1,111.7 |
4.250 |
1,075.1 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,181.5 |
1,195.6 |
PP |
1,180.5 |
1,189.9 |
S1 |
1,179.4 |
1,184.1 |
|