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 |
4,864.25 |
4,861.00 |
-3.25 |
-0.1% |
4,813.50 |
High |
4,879.75 |
4,897.75 |
18.00 |
0.4% |
4,884.75 |
Low |
4,842.75 |
4,847.50 |
4.75 |
0.1% |
4,803.25 |
Close |
4,861.00 |
4,875.00 |
14.00 |
0.3% |
4,868.50 |
Range |
37.00 |
50.25 |
13.25 |
35.8% |
81.50 |
ATR |
67.39 |
66.16 |
-1.22 |
-1.8% |
0.00 |
Volume |
143,185 |
175,916 |
32,731 |
22.9% |
560,142 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,024.25 |
4,999.75 |
4,902.75 |
|
R3 |
4,974.00 |
4,949.50 |
4,888.75 |
|
R2 |
4,923.75 |
4,923.75 |
4,884.25 |
|
R1 |
4,899.25 |
4,899.25 |
4,879.50 |
4,911.50 |
PP |
4,873.50 |
4,873.50 |
4,873.50 |
4,879.50 |
S1 |
4,849.00 |
4,849.00 |
4,870.50 |
4,861.25 |
S2 |
4,823.25 |
4,823.25 |
4,865.75 |
|
S3 |
4,773.00 |
4,798.75 |
4,861.25 |
|
S4 |
4,722.75 |
4,748.50 |
4,847.25 |
|
|
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 |
4,897.75 |
4,830.25 |
67.50 |
1.4% |
39.50 |
0.8% |
66% |
True |
False |
142,340 |
10 |
4,897.75 |
4,688.00 |
209.75 |
4.3% |
49.75 |
1.0% |
89% |
True |
False |
167,240 |
20 |
4,897.75 |
4,558.50 |
339.25 |
7.0% |
78.50 |
1.6% |
93% |
True |
False |
257,675 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
64.25 |
1.3% |
88% |
False |
False |
242,126 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
63.00 |
1.3% |
88% |
False |
False |
242,711 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
55.50 |
1.1% |
88% |
False |
False |
182,186 |
100 |
4,919.50 |
4,515.00 |
404.50 |
8.3% |
52.00 |
1.1% |
89% |
False |
False |
145,774 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
55.00 |
1.1% |
94% |
False |
False |
121,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,111.25 |
2.618 |
5,029.25 |
1.618 |
4,979.00 |
1.000 |
4,948.00 |
0.618 |
4,928.75 |
HIGH |
4,897.75 |
0.618 |
4,878.50 |
0.500 |
4,872.50 |
0.382 |
4,866.75 |
LOW |
4,847.50 |
0.618 |
4,816.50 |
1.000 |
4,797.25 |
1.618 |
4,766.25 |
2.618 |
4,716.00 |
4.250 |
4,634.00 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,874.25 |
4,873.00 |
PP |
4,873.50 |
4,870.75 |
S1 |
4,872.50 |
4,868.50 |
|