Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
10,743.5 |
10,705.0 |
-38.5 |
-0.4% |
10,688.0 |
High |
10,745.5 |
10,714.5 |
-31.0 |
-0.3% |
10,781.5 |
Low |
10,599.5 |
10,646.0 |
46.5 |
0.4% |
10,587.5 |
Close |
10,667.5 |
10,691.0 |
23.5 |
0.2% |
10,691.0 |
Range |
146.0 |
68.5 |
-77.5 |
-53.1% |
194.0 |
ATR |
161.7 |
155.1 |
-6.7 |
-4.1% |
0.0 |
Volume |
99,375 |
48,867 |
-50,508 |
-50.8% |
308,639 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,889.3 |
10,858.7 |
10,728.7 |
|
R3 |
10,820.8 |
10,790.2 |
10,709.8 |
|
R2 |
10,752.3 |
10,752.3 |
10,703.6 |
|
R1 |
10,721.7 |
10,721.7 |
10,697.3 |
10,702.8 |
PP |
10,683.8 |
10,683.8 |
10,683.8 |
10,674.4 |
S1 |
10,653.2 |
10,653.2 |
10,684.7 |
10,634.3 |
S2 |
10,615.3 |
10,615.3 |
10,678.4 |
|
S3 |
10,546.8 |
10,584.7 |
10,672.2 |
|
S4 |
10,478.3 |
10,516.2 |
10,653.3 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,268.7 |
11,173.8 |
10,797.7 |
|
R3 |
11,074.7 |
10,979.8 |
10,744.4 |
|
R2 |
10,880.7 |
10,880.7 |
10,726.6 |
|
R1 |
10,785.8 |
10,785.8 |
10,708.8 |
10,833.3 |
PP |
10,686.7 |
10,686.7 |
10,686.7 |
10,710.4 |
S1 |
10,591.8 |
10,591.8 |
10,673.2 |
10,639.3 |
S2 |
10,492.7 |
10,492.7 |
10,655.4 |
|
S3 |
10,298.7 |
10,397.8 |
10,637.7 |
|
S4 |
10,104.7 |
10,203.8 |
10,584.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,781.5 |
10,587.5 |
194.0 |
1.8% |
108.1 |
1.0% |
53% |
False |
False |
79,393 |
10 |
10,798.0 |
10,581.5 |
216.5 |
2.0% |
121.0 |
1.1% |
51% |
False |
False |
86,551 |
20 |
10,798.0 |
10,013.0 |
785.0 |
7.3% |
160.3 |
1.5% |
86% |
False |
False |
101,955 |
40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
155.6 |
1.5% |
83% |
False |
False |
98,233 |
60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
154.9 |
1.4% |
83% |
False |
False |
86,558 |
80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
146.6 |
1.4% |
83% |
False |
False |
64,963 |
100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.5% |
143.6 |
1.3% |
91% |
False |
False |
51,994 |
120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.5% |
146.3 |
1.4% |
92% |
False |
False |
43,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,005.6 |
2.618 |
10,893.8 |
1.618 |
10,825.3 |
1.000 |
10,783.0 |
0.618 |
10,756.8 |
HIGH |
10,714.5 |
0.618 |
10,688.3 |
0.500 |
10,680.3 |
0.382 |
10,672.2 |
LOW |
10,646.0 |
0.618 |
10,603.7 |
1.000 |
10,577.5 |
1.618 |
10,535.2 |
2.618 |
10,466.7 |
4.250 |
10,354.9 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
10,687.4 |
10,690.8 |
PP |
10,683.8 |
10,690.7 |
S1 |
10,680.3 |
10,690.5 |
|