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 |
19,065 |
19,125 |
60 |
0.3% |
18,852 |
High |
19,148 |
19,126 |
-22 |
-0.1% |
19,148 |
Low |
19,032 |
19,042 |
10 |
0.1% |
18,834 |
Close |
19,144 |
19,080 |
-64 |
-0.3% |
19,144 |
Range |
116 |
84 |
-32 |
-27.6% |
314 |
ATR |
177 |
171 |
-5 |
-3.0% |
0 |
Volume |
84,532 |
128,399 |
43,867 |
51.9% |
433,266 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,335 |
19,291 |
19,126 |
|
R3 |
19,251 |
19,207 |
19,103 |
|
R2 |
19,167 |
19,167 |
19,096 |
|
R1 |
19,123 |
19,123 |
19,088 |
19,103 |
PP |
19,083 |
19,083 |
19,083 |
19,073 |
S1 |
19,039 |
19,039 |
19,072 |
19,019 |
S2 |
18,999 |
18,999 |
19,065 |
|
S3 |
18,915 |
18,955 |
19,057 |
|
S4 |
18,831 |
18,871 |
19,034 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,984 |
19,878 |
19,317 |
|
R3 |
19,670 |
19,564 |
19,230 |
|
R2 |
19,356 |
19,356 |
19,202 |
|
R1 |
19,250 |
19,250 |
19,173 |
19,303 |
PP |
19,042 |
19,042 |
19,042 |
19,069 |
S1 |
18,936 |
18,936 |
19,115 |
18,989 |
S2 |
18,728 |
18,728 |
19,087 |
|
S3 |
18,414 |
18,622 |
19,058 |
|
S4 |
18,100 |
18,308 |
18,971 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,148 |
18,834 |
314 |
1.6% |
96 |
0.5% |
78% |
False |
False |
112,333 |
10 |
19,148 |
18,756 |
392 |
2.1% |
102 |
0.5% |
83% |
False |
False |
128,272 |
20 |
19,148 |
17,418 |
1,730 |
9.1% |
192 |
1.0% |
96% |
False |
False |
186,344 |
40 |
19,148 |
17,418 |
1,730 |
9.1% |
177 |
0.9% |
96% |
False |
False |
171,623 |
60 |
19,148 |
17,418 |
1,730 |
9.1% |
187 |
1.0% |
96% |
False |
False |
162,681 |
80 |
19,148 |
17,418 |
1,730 |
9.1% |
169 |
0.9% |
96% |
False |
False |
122,059 |
100 |
19,148 |
17,418 |
1,730 |
9.1% |
160 |
0.8% |
96% |
False |
False |
97,663 |
120 |
19,148 |
16,876 |
2,272 |
11.9% |
168 |
0.9% |
97% |
False |
False |
81,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,483 |
2.618 |
19,346 |
1.618 |
19,262 |
1.000 |
19,210 |
0.618 |
19,178 |
HIGH |
19,126 |
0.618 |
19,094 |
0.500 |
19,084 |
0.382 |
19,074 |
LOW |
19,042 |
0.618 |
18,990 |
1.000 |
18,958 |
1.618 |
18,906 |
2.618 |
18,822 |
4.250 |
18,685 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
19,084 |
19,074 |
PP |
19,083 |
19,068 |
S1 |
19,081 |
19,062 |
|