Trading Metrics calculated at close of trading on 28-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,189.4 |
1,184.4 |
-5.0 |
-0.4% |
1,207.3 |
High |
1,192.7 |
1,197.2 |
4.5 |
0.4% |
1,220.9 |
Low |
1,170.3 |
1,182.4 |
12.1 |
1.0% |
1,170.3 |
Close |
1,178.4 |
1,190.8 |
12.4 |
1.1% |
1,178.4 |
Range |
22.4 |
14.8 |
-7.6 |
-33.9% |
50.6 |
ATR |
21.1 |
20.9 |
-0.2 |
-0.8% |
0.0 |
Volume |
300,283 |
189,914 |
-110,369 |
-36.8% |
1,046,472 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,234.5 |
1,227.5 |
1,198.9 |
|
R3 |
1,219.7 |
1,212.7 |
1,194.9 |
|
R2 |
1,204.9 |
1,204.9 |
1,193.5 |
|
R1 |
1,197.9 |
1,197.9 |
1,192.2 |
1,201.4 |
PP |
1,190.1 |
1,190.1 |
1,190.1 |
1,191.9 |
S1 |
1,183.1 |
1,183.1 |
1,189.4 |
1,186.6 |
S2 |
1,175.3 |
1,175.3 |
1,188.1 |
|
S3 |
1,160.5 |
1,168.3 |
1,186.7 |
|
S4 |
1,145.7 |
1,153.5 |
1,182.7 |
|
|
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 |
4.2% |
19.7 |
1.7% |
41% |
False |
False |
247,277 |
10 |
1,233.1 |
1,170.3 |
62.8 |
5.3% |
18.0 |
1.5% |
33% |
False |
False |
252,187 |
20 |
1,338.3 |
1,170.3 |
168.0 |
14.1% |
22.7 |
1.9% |
12% |
False |
False |
281,969 |
40 |
1,338.3 |
1,170.3 |
168.0 |
14.1% |
18.5 |
1.6% |
12% |
False |
False |
225,036 |
60 |
1,357.6 |
1,170.3 |
187.3 |
15.7% |
17.3 |
1.5% |
11% |
False |
False |
208,032 |
80 |
1,371.0 |
1,170.3 |
200.7 |
16.9% |
16.8 |
1.4% |
10% |
False |
False |
200,786 |
100 |
1,383.5 |
1,170.3 |
213.2 |
17.9% |
17.3 |
1.5% |
10% |
False |
False |
178,449 |
120 |
1,384.4 |
1,170.3 |
214.1 |
18.0% |
18.3 |
1.5% |
10% |
False |
False |
150,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.1 |
2.618 |
1,235.9 |
1.618 |
1,221.1 |
1.000 |
1,212.0 |
0.618 |
1,206.3 |
HIGH |
1,197.2 |
0.618 |
1,191.5 |
0.500 |
1,189.8 |
0.382 |
1,188.1 |
LOW |
1,182.4 |
0.618 |
1,173.3 |
1.000 |
1,167.6 |
1.618 |
1,158.5 |
2.618 |
1,143.7 |
4.250 |
1,119.5 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,190.5 |
1,192.5 |
PP |
1,190.1 |
1,191.9 |
S1 |
1,189.8 |
1,191.4 |
|