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 |
4,850.50 |
4,864.25 |
13.75 |
0.3% |
4,813.50 |
High |
4,870.00 |
4,879.75 |
9.75 |
0.2% |
4,884.75 |
Low |
4,839.50 |
4,842.75 |
3.25 |
0.1% |
4,803.25 |
Close |
4,868.50 |
4,861.00 |
-7.50 |
-0.2% |
4,868.50 |
Range |
30.50 |
37.00 |
6.50 |
21.3% |
81.50 |
ATR |
69.73 |
67.39 |
-2.34 |
-3.4% |
0.00 |
Volume |
75,485 |
143,185 |
67,700 |
89.7% |
560,142 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,972.25 |
4,953.50 |
4,881.25 |
|
R3 |
4,935.25 |
4,916.50 |
4,871.25 |
|
R2 |
4,898.25 |
4,898.25 |
4,867.75 |
|
R1 |
4,879.50 |
4,879.50 |
4,864.50 |
4,870.50 |
PP |
4,861.25 |
4,861.25 |
4,861.25 |
4,856.50 |
S1 |
4,842.50 |
4,842.50 |
4,857.50 |
4,833.50 |
S2 |
4,824.25 |
4,824.25 |
4,854.25 |
|
S3 |
4,787.25 |
4,805.50 |
4,850.75 |
|
S4 |
4,750.25 |
4,768.50 |
4,840.75 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,096.75 |
5,064.00 |
4,913.25 |
|
R3 |
5,015.25 |
4,982.50 |
4,891.00 |
|
R2 |
4,933.75 |
4,933.75 |
4,883.50 |
|
R1 |
4,901.00 |
4,901.00 |
4,876.00 |
4,917.50 |
PP |
4,852.25 |
4,852.25 |
4,852.25 |
4,860.25 |
S1 |
4,819.50 |
4,819.50 |
4,861.00 |
4,836.00 |
S2 |
4,770.75 |
4,770.75 |
4,853.50 |
|
S3 |
4,689.25 |
4,738.00 |
4,846.00 |
|
S4 |
4,607.75 |
4,656.50 |
4,823.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,884.75 |
4,803.25 |
81.50 |
1.7% |
41.25 |
0.8% |
71% |
False |
False |
140,665 |
10 |
4,884.75 |
4,672.75 |
212.00 |
4.4% |
56.00 |
1.1% |
89% |
False |
False |
178,152 |
20 |
4,884.75 |
4,558.50 |
326.25 |
6.7% |
78.00 |
1.6% |
93% |
False |
False |
258,838 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
63.75 |
1.3% |
84% |
False |
False |
242,157 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
62.75 |
1.3% |
84% |
False |
False |
239,814 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
55.50 |
1.1% |
84% |
False |
False |
179,990 |
100 |
4,919.50 |
4,433.75 |
485.75 |
10.0% |
52.25 |
1.1% |
88% |
False |
False |
144,016 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
54.75 |
1.1% |
92% |
False |
False |
120,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,037.00 |
2.618 |
4,976.50 |
1.618 |
4,939.50 |
1.000 |
4,916.75 |
0.618 |
4,902.50 |
HIGH |
4,879.75 |
0.618 |
4,865.50 |
0.500 |
4,861.25 |
0.382 |
4,857.00 |
LOW |
4,842.75 |
0.618 |
4,820.00 |
1.000 |
4,805.75 |
1.618 |
4,783.00 |
2.618 |
4,746.00 |
4.250 |
4,685.50 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,861.25 |
4,859.50 |
PP |
4,861.25 |
4,858.00 |
S1 |
4,861.00 |
4,856.50 |
|