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 |
5,520.0 |
5,465.0 |
-55.0 |
-1.0% |
5,364.0 |
High |
5,520.0 |
5,493.0 |
-27.0 |
-0.5% |
5,528.0 |
Low |
5,465.0 |
5,457.0 |
-8.0 |
-0.1% |
5,337.0 |
Close |
5,472.0 |
5,462.0 |
-10.0 |
-0.2% |
5,514.0 |
Range |
55.0 |
36.0 |
-19.0 |
-34.5% |
191.0 |
ATR |
64.3 |
62.3 |
-2.0 |
-3.1% |
0.0 |
Volume |
25,799 |
29,217 |
3,418 |
13.2% |
123,299 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,578.7 |
5,556.3 |
5,481.8 |
|
R3 |
5,542.7 |
5,520.3 |
5,471.9 |
|
R2 |
5,506.7 |
5,506.7 |
5,468.6 |
|
R1 |
5,484.3 |
5,484.3 |
5,465.3 |
5,477.5 |
PP |
5,470.7 |
5,470.7 |
5,470.7 |
5,467.3 |
S1 |
5,448.3 |
5,448.3 |
5,458.7 |
5,441.5 |
S2 |
5,434.7 |
5,434.7 |
5,455.4 |
|
S3 |
5,398.7 |
5,412.3 |
5,452.1 |
|
S4 |
5,362.7 |
5,376.3 |
5,442.2 |
|
|
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 |
5,405.0 |
123.0 |
2.3% |
52.4 |
1.0% |
46% |
False |
False |
26,656 |
10 |
5,528.0 |
5,276.0 |
252.0 |
4.6% |
48.1 |
0.9% |
74% |
False |
False |
24,724 |
20 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
61.8 |
1.1% |
87% |
False |
False |
31,972 |
40 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
54.0 |
1.0% |
87% |
False |
False |
28,183 |
60 |
5,528.0 |
5,029.0 |
499.0 |
9.1% |
50.7 |
0.9% |
87% |
False |
False |
30,738 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.2% |
41.9 |
0.8% |
86% |
False |
False |
23,084 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
34.9 |
0.6% |
86% |
False |
False |
18,478 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.2% |
31.1 |
0.6% |
86% |
False |
False |
15,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,646.0 |
2.618 |
5,587.2 |
1.618 |
5,551.2 |
1.000 |
5,529.0 |
0.618 |
5,515.2 |
HIGH |
5,493.0 |
0.618 |
5,479.2 |
0.500 |
5,475.0 |
0.382 |
5,470.8 |
LOW |
5,457.0 |
0.618 |
5,434.8 |
1.000 |
5,421.0 |
1.618 |
5,398.8 |
2.618 |
5,362.8 |
4.250 |
5,304.0 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,475.0 |
5,492.5 |
PP |
5,470.7 |
5,482.3 |
S1 |
5,466.3 |
5,472.2 |
|