Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,861.00 |
4,872.50 |
11.50 |
0.2% |
4,813.50 |
High |
4,897.75 |
4,885.50 |
-12.25 |
-0.3% |
4,884.75 |
Low |
4,847.50 |
4,812.50 |
-35.00 |
-0.7% |
4,803.25 |
Close |
4,875.00 |
4,816.00 |
-59.00 |
-1.2% |
4,868.50 |
Range |
50.25 |
73.00 |
22.75 |
45.3% |
81.50 |
ATR |
66.16 |
66.65 |
0.49 |
0.7% |
0.00 |
Volume |
175,916 |
231,494 |
55,578 |
31.6% |
560,142 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,057.00 |
5,009.50 |
4,856.25 |
|
R3 |
4,984.00 |
4,936.50 |
4,836.00 |
|
R2 |
4,911.00 |
4,911.00 |
4,829.50 |
|
R1 |
4,863.50 |
4,863.50 |
4,822.75 |
4,850.75 |
PP |
4,838.00 |
4,838.00 |
4,838.00 |
4,831.50 |
S1 |
4,790.50 |
4,790.50 |
4,809.25 |
4,777.75 |
S2 |
4,765.00 |
4,765.00 |
4,802.50 |
|
S3 |
4,692.00 |
4,717.50 |
4,796.00 |
|
S4 |
4,619.00 |
4,644.50 |
4,775.75 |
|
|
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 |
4,897.75 |
4,812.50 |
85.25 |
1.8% |
48.50 |
1.0% |
4% |
False |
True |
157,146 |
10 |
4,897.75 |
4,736.25 |
161.50 |
3.4% |
48.00 |
1.0% |
49% |
False |
False |
166,541 |
20 |
4,897.75 |
4,558.50 |
339.25 |
7.0% |
77.25 |
1.6% |
76% |
False |
False |
253,859 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
64.75 |
1.3% |
71% |
False |
False |
240,989 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
63.50 |
1.3% |
71% |
False |
False |
246,502 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
56.00 |
1.2% |
71% |
False |
False |
185,078 |
100 |
4,919.50 |
4,546.25 |
373.25 |
7.8% |
52.25 |
1.1% |
72% |
False |
False |
148,089 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
55.25 |
1.1% |
86% |
False |
False |
123,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,195.75 |
2.618 |
5,076.50 |
1.618 |
5,003.50 |
1.000 |
4,958.50 |
0.618 |
4,930.50 |
HIGH |
4,885.50 |
0.618 |
4,857.50 |
0.500 |
4,849.00 |
0.382 |
4,840.50 |
LOW |
4,812.50 |
0.618 |
4,767.50 |
1.000 |
4,739.50 |
1.618 |
4,694.50 |
2.618 |
4,621.50 |
4.250 |
4,502.25 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,849.00 |
4,855.00 |
PP |
4,838.00 |
4,842.00 |
S1 |
4,827.00 |
4,829.00 |
|