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 |
5,505.0 |
5,520.0 |
15.0 |
0.3% |
5,364.0 |
High |
5,528.0 |
5,520.0 |
-8.0 |
-0.1% |
5,528.0 |
Low |
5,483.0 |
5,465.0 |
-18.0 |
-0.3% |
5,337.0 |
Close |
5,514.0 |
5,472.0 |
-42.0 |
-0.8% |
5,514.0 |
Range |
45.0 |
55.0 |
10.0 |
22.2% |
191.0 |
ATR |
65.1 |
64.3 |
-0.7 |
-1.1% |
0.0 |
Volume |
25,318 |
25,799 |
481 |
1.9% |
123,299 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,650.7 |
5,616.3 |
5,502.3 |
|
R3 |
5,595.7 |
5,561.3 |
5,487.1 |
|
R2 |
5,540.7 |
5,540.7 |
5,482.1 |
|
R1 |
5,506.3 |
5,506.3 |
5,477.0 |
5,496.0 |
PP |
5,485.7 |
5,485.7 |
5,485.7 |
5,480.5 |
S1 |
5,451.3 |
5,451.3 |
5,467.0 |
5,441.0 |
S2 |
5,430.7 |
5,430.7 |
5,461.9 |
|
S3 |
5,375.7 |
5,396.3 |
5,456.9 |
|
S4 |
5,320.7 |
5,341.3 |
5,441.8 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,032.7 |
5,964.3 |
5,619.1 |
|
R3 |
5,841.7 |
5,773.3 |
5,566.5 |
|
R2 |
5,650.7 |
5,650.7 |
5,549.0 |
|
R1 |
5,582.3 |
5,582.3 |
5,531.5 |
5,616.5 |
PP |
5,459.7 |
5,459.7 |
5,459.7 |
5,476.8 |
S1 |
5,391.3 |
5,391.3 |
5,496.5 |
5,425.5 |
S2 |
5,268.7 |
5,268.7 |
5,479.0 |
|
S3 |
5,077.7 |
5,200.3 |
5,461.5 |
|
S4 |
4,886.7 |
5,009.3 |
5,409.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,528.0 |
5,382.0 |
146.0 |
2.7% |
55.2 |
1.0% |
62% |
False |
False |
25,755 |
10 |
5,528.0 |
5,276.0 |
252.0 |
4.6% |
48.0 |
0.9% |
78% |
False |
False |
24,504 |
20 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
61.5 |
1.1% |
89% |
False |
False |
31,926 |
40 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
54.1 |
1.0% |
89% |
False |
False |
28,051 |
60 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
50.3 |
0.9% |
89% |
False |
False |
30,252 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.2% |
41.5 |
0.8% |
88% |
False |
False |
22,721 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
34.6 |
0.6% |
88% |
False |
False |
18,186 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
30.9 |
0.6% |
88% |
False |
False |
15,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,753.8 |
2.618 |
5,664.0 |
1.618 |
5,609.0 |
1.000 |
5,575.0 |
0.618 |
5,554.0 |
HIGH |
5,520.0 |
0.618 |
5,499.0 |
0.500 |
5,492.5 |
0.382 |
5,486.0 |
LOW |
5,465.0 |
0.618 |
5,431.0 |
1.000 |
5,410.0 |
1.618 |
5,376.0 |
2.618 |
5,321.0 |
4.250 |
5,231.3 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,492.5 |
5,496.5 |
PP |
5,485.7 |
5,488.3 |
S1 |
5,478.8 |
5,480.2 |
|