Trading Metrics calculated at close of trading on 24-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
24-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,422.0 |
5,498.0 |
76.0 |
1.4% |
5,340.0 |
High |
5,497.0 |
5,510.0 |
13.0 |
0.2% |
5,370.0 |
Low |
5,405.0 |
5,476.0 |
71.0 |
1.3% |
5,276.0 |
Close |
5,496.0 |
5,497.0 |
1.0 |
0.0% |
5,362.0 |
Range |
92.0 |
34.0 |
-58.0 |
-63.0% |
94.0 |
ATR |
69.1 |
66.6 |
-2.5 |
-3.6% |
0.0 |
Volume |
32,377 |
20,570 |
-11,807 |
-36.5% |
130,033 |
|
Daily Pivots for day following 24-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,596.3 |
5,580.7 |
5,515.7 |
|
R3 |
5,562.3 |
5,546.7 |
5,506.4 |
|
R2 |
5,528.3 |
5,528.3 |
5,503.2 |
|
R1 |
5,512.7 |
5,512.7 |
5,500.1 |
5,503.5 |
PP |
5,494.3 |
5,494.3 |
5,494.3 |
5,489.8 |
S1 |
5,478.7 |
5,478.7 |
5,493.9 |
5,469.5 |
S2 |
5,460.3 |
5,460.3 |
5,490.8 |
|
S3 |
5,426.3 |
5,444.7 |
5,487.7 |
|
S4 |
5,392.3 |
5,410.7 |
5,478.3 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,618.0 |
5,584.0 |
5,413.7 |
|
R3 |
5,524.0 |
5,490.0 |
5,387.9 |
|
R2 |
5,430.0 |
5,430.0 |
5,379.2 |
|
R1 |
5,396.0 |
5,396.0 |
5,370.6 |
5,413.0 |
PP |
5,336.0 |
5,336.0 |
5,336.0 |
5,344.5 |
S1 |
5,302.0 |
5,302.0 |
5,353.4 |
5,319.0 |
S2 |
5,242.0 |
5,242.0 |
5,344.8 |
|
S3 |
5,148.0 |
5,208.0 |
5,336.2 |
|
S4 |
5,054.0 |
5,114.0 |
5,310.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,510.0 |
5,337.0 |
173.0 |
3.1% |
46.8 |
0.9% |
92% |
True |
False |
23,071 |
10 |
5,510.0 |
5,276.0 |
234.0 |
4.3% |
47.3 |
0.9% |
94% |
True |
False |
26,927 |
20 |
5,510.0 |
5,029.0 |
481.0 |
8.8% |
62.6 |
1.1% |
97% |
True |
False |
32,293 |
40 |
5,510.0 |
5,029.0 |
481.0 |
8.8% |
53.5 |
1.0% |
97% |
True |
False |
27,901 |
60 |
5,510.0 |
5,029.0 |
481.0 |
8.8% |
49.9 |
0.9% |
97% |
True |
False |
29,409 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.1% |
40.5 |
0.7% |
93% |
False |
False |
22,082 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
33.6 |
0.6% |
93% |
False |
False |
17,678 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
30.0 |
0.5% |
93% |
False |
False |
14,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,654.5 |
2.618 |
5,599.0 |
1.618 |
5,565.0 |
1.000 |
5,544.0 |
0.618 |
5,531.0 |
HIGH |
5,510.0 |
0.618 |
5,497.0 |
0.500 |
5,493.0 |
0.382 |
5,489.0 |
LOW |
5,476.0 |
0.618 |
5,455.0 |
1.000 |
5,442.0 |
1.618 |
5,421.0 |
2.618 |
5,387.0 |
4.250 |
5,331.5 |
|
|
Fisher Pivots for day following 24-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,495.7 |
5,480.0 |
PP |
5,494.3 |
5,463.0 |
S1 |
5,493.0 |
5,446.0 |
|