Trading Metrics calculated at close of trading on 29-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,184.4 |
1,193.2 |
8.8 |
0.7% |
1,207.3 |
High |
1,197.2 |
1,194.8 |
-2.4 |
-0.2% |
1,220.9 |
Low |
1,182.4 |
1,179.3 |
-3.1 |
-0.3% |
1,170.3 |
Close |
1,190.8 |
1,187.9 |
-2.9 |
-0.2% |
1,178.4 |
Range |
14.8 |
15.5 |
0.7 |
4.7% |
50.6 |
ATR |
20.9 |
20.6 |
-0.4 |
-1.9% |
0.0 |
Volume |
189,914 |
42,124 |
-147,790 |
-77.8% |
1,046,472 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.8 |
1,226.4 |
1,196.4 |
|
R3 |
1,218.3 |
1,210.9 |
1,192.2 |
|
R2 |
1,202.8 |
1,202.8 |
1,190.7 |
|
R1 |
1,195.4 |
1,195.4 |
1,189.3 |
1,191.4 |
PP |
1,187.3 |
1,187.3 |
1,187.3 |
1,185.3 |
S1 |
1,179.9 |
1,179.9 |
1,186.5 |
1,175.9 |
S2 |
1,171.8 |
1,171.8 |
1,185.1 |
|
S3 |
1,156.3 |
1,164.4 |
1,183.6 |
|
S4 |
1,140.8 |
1,148.9 |
1,179.4 |
|
|
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% |
20.3 |
1.7% |
35% |
False |
False |
222,136 |
10 |
1,233.1 |
1,170.3 |
62.8 |
5.3% |
17.6 |
1.5% |
28% |
False |
False |
221,203 |
20 |
1,338.3 |
1,170.3 |
168.0 |
14.1% |
23.0 |
1.9% |
10% |
False |
False |
277,891 |
40 |
1,338.3 |
1,170.3 |
168.0 |
14.1% |
18.6 |
1.6% |
10% |
False |
False |
222,835 |
60 |
1,357.6 |
1,170.3 |
187.3 |
15.8% |
17.1 |
1.4% |
9% |
False |
False |
204,829 |
80 |
1,364.3 |
1,170.3 |
194.0 |
16.3% |
16.6 |
1.4% |
9% |
False |
False |
198,524 |
100 |
1,383.5 |
1,170.3 |
213.2 |
17.9% |
17.1 |
1.4% |
8% |
False |
False |
178,586 |
120 |
1,384.4 |
1,170.3 |
214.1 |
18.0% |
18.3 |
1.5% |
8% |
False |
False |
151,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,260.7 |
2.618 |
1,235.4 |
1.618 |
1,219.9 |
1.000 |
1,210.3 |
0.618 |
1,204.4 |
HIGH |
1,194.8 |
0.618 |
1,188.9 |
0.500 |
1,187.1 |
0.382 |
1,185.2 |
LOW |
1,179.3 |
0.618 |
1,169.7 |
1.000 |
1,163.8 |
1.618 |
1,154.2 |
2.618 |
1,138.7 |
4.250 |
1,113.4 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,187.6 |
1,186.5 |
PP |
1,187.3 |
1,185.1 |
S1 |
1,187.1 |
1,183.8 |
|