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 |
10,679.0 |
10,568.0 |
-111.0 |
-1.0% |
10,688.0 |
High |
10,689.5 |
10,645.0 |
-44.5 |
-0.4% |
10,781.5 |
Low |
10,550.5 |
10,536.0 |
-14.5 |
-0.1% |
10,587.5 |
Close |
10,575.0 |
10,606.5 |
31.5 |
0.3% |
10,691.0 |
Range |
139.0 |
109.0 |
-30.0 |
-21.6% |
194.0 |
ATR |
154.0 |
150.8 |
-3.2 |
-2.1% |
0.0 |
Volume |
104,153 |
90,505 |
-13,648 |
-13.1% |
308,639 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,922.8 |
10,873.7 |
10,666.5 |
|
R3 |
10,813.8 |
10,764.7 |
10,636.5 |
|
R2 |
10,704.8 |
10,704.8 |
10,626.5 |
|
R1 |
10,655.7 |
10,655.7 |
10,616.5 |
10,680.3 |
PP |
10,595.8 |
10,595.8 |
10,595.8 |
10,608.1 |
S1 |
10,546.7 |
10,546.7 |
10,596.5 |
10,571.3 |
S2 |
10,486.8 |
10,486.8 |
10,586.5 |
|
S3 |
10,377.8 |
10,437.7 |
10,576.5 |
|
S4 |
10,268.8 |
10,328.7 |
10,546.6 |
|
|
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 |
10,536.0 |
245.5 |
2.3% |
109.2 |
1.0% |
29% |
False |
True |
83,900 |
10 |
10,782.0 |
10,536.0 |
246.0 |
2.3% |
119.7 |
1.1% |
29% |
False |
True |
86,577 |
20 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
162.6 |
1.5% |
76% |
False |
False |
101,885 |
40 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
144.5 |
1.4% |
73% |
False |
False |
96,612 |
60 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
154.3 |
1.5% |
73% |
False |
False |
89,784 |
80 |
10,826.0 |
10,013.0 |
813.0 |
7.7% |
147.2 |
1.4% |
73% |
False |
False |
67,393 |
100 |
10,826.0 |
9,352.5 |
1,473.5 |
13.9% |
142.5 |
1.3% |
85% |
False |
False |
53,938 |
120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.7% |
147.6 |
1.4% |
87% |
False |
False |
44,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,108.3 |
2.618 |
10,930.4 |
1.618 |
10,821.4 |
1.000 |
10,754.0 |
0.618 |
10,712.4 |
HIGH |
10,645.0 |
0.618 |
10,603.4 |
0.500 |
10,590.5 |
0.382 |
10,577.6 |
LOW |
10,536.0 |
0.618 |
10,468.6 |
1.000 |
10,427.0 |
1.618 |
10,359.6 |
2.618 |
10,250.6 |
4.250 |
10,072.8 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
10,601.2 |
10,625.3 |
PP |
10,595.8 |
10,619.0 |
S1 |
10,590.5 |
10,612.8 |
|