Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,193.2 |
1,187.1 |
-6.1 |
-0.5% |
1,207.3 |
High |
1,194.8 |
1,193.3 |
-1.5 |
-0.1% |
1,220.9 |
Low |
1,179.3 |
1,167.9 |
-11.4 |
-1.0% |
1,170.3 |
Close |
1,187.9 |
1,170.8 |
-17.1 |
-1.4% |
1,178.4 |
Range |
15.5 |
25.4 |
9.9 |
63.9% |
50.6 |
ATR |
20.6 |
20.9 |
0.3 |
1.7% |
0.0 |
Volume |
42,124 |
7,158 |
-34,966 |
-83.0% |
1,046,472 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,253.5 |
1,237.6 |
1,184.8 |
|
R3 |
1,228.1 |
1,212.2 |
1,177.8 |
|
R2 |
1,202.7 |
1,202.7 |
1,175.5 |
|
R1 |
1,186.8 |
1,186.8 |
1,173.1 |
1,182.1 |
PP |
1,177.3 |
1,177.3 |
1,177.3 |
1,175.0 |
S1 |
1,161.4 |
1,161.4 |
1,168.5 |
1,156.7 |
S2 |
1,151.9 |
1,151.9 |
1,166.1 |
|
S3 |
1,126.5 |
1,136.0 |
1,163.8 |
|
S4 |
1,101.1 |
1,110.6 |
1,156.8 |
|
|
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 |
1,214.7 |
1,167.9 |
46.8 |
4.0% |
22.3 |
1.9% |
6% |
False |
True |
181,457 |
10 |
1,233.1 |
1,167.9 |
65.2 |
5.6% |
18.8 |
1.6% |
4% |
False |
True |
198,502 |
20 |
1,338.3 |
1,167.9 |
170.4 |
14.6% |
23.5 |
2.0% |
2% |
False |
True |
267,886 |
40 |
1,338.3 |
1,167.9 |
170.4 |
14.6% |
18.1 |
1.5% |
2% |
False |
True |
214,233 |
60 |
1,357.6 |
1,167.9 |
189.7 |
16.2% |
17.0 |
1.5% |
2% |
False |
True |
200,261 |
80 |
1,364.3 |
1,167.9 |
196.4 |
16.8% |
16.8 |
1.4% |
1% |
False |
True |
196,894 |
100 |
1,374.2 |
1,167.9 |
206.3 |
17.6% |
17.1 |
1.5% |
1% |
False |
True |
178,244 |
120 |
1,384.4 |
1,167.9 |
216.5 |
18.5% |
18.4 |
1.6% |
1% |
False |
True |
151,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.3 |
2.618 |
1,259.8 |
1.618 |
1,234.4 |
1.000 |
1,218.7 |
0.618 |
1,209.0 |
HIGH |
1,193.3 |
0.618 |
1,183.6 |
0.500 |
1,180.6 |
0.382 |
1,177.6 |
LOW |
1,167.9 |
0.618 |
1,152.2 |
1.000 |
1,142.5 |
1.618 |
1,126.8 |
2.618 |
1,101.4 |
4.250 |
1,060.0 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,180.6 |
1,182.6 |
PP |
1,177.3 |
1,178.6 |
S1 |
1,174.1 |
1,174.7 |
|