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 |
19,125 |
19,087 |
-38 |
-0.2% |
18,852 |
High |
19,126 |
19,132 |
6 |
0.0% |
19,148 |
Low |
19,042 |
19,059 |
17 |
0.1% |
18,834 |
Close |
19,080 |
19,115 |
35 |
0.2% |
19,144 |
Range |
84 |
73 |
-11 |
-13.1% |
314 |
ATR |
171 |
164 |
-7 |
-4.1% |
0 |
Volume |
128,399 |
119,176 |
-9,223 |
-7.2% |
433,266 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,321 |
19,291 |
19,155 |
|
R3 |
19,248 |
19,218 |
19,135 |
|
R2 |
19,175 |
19,175 |
19,129 |
|
R1 |
19,145 |
19,145 |
19,122 |
19,160 |
PP |
19,102 |
19,102 |
19,102 |
19,110 |
S1 |
19,072 |
19,072 |
19,108 |
19,087 |
S2 |
19,029 |
19,029 |
19,102 |
|
S3 |
18,956 |
18,999 |
19,095 |
|
S4 |
18,883 |
18,926 |
19,075 |
|
|
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 |
18,912 |
236 |
1.2% |
92 |
0.5% |
86% |
False |
False |
113,630 |
10 |
19,148 |
18,756 |
392 |
2.1% |
93 |
0.5% |
92% |
False |
False |
118,938 |
20 |
19,148 |
17,418 |
1,730 |
9.1% |
190 |
1.0% |
98% |
False |
False |
185,631 |
40 |
19,148 |
17,418 |
1,730 |
9.1% |
175 |
0.9% |
98% |
False |
False |
171,576 |
60 |
19,148 |
17,418 |
1,730 |
9.1% |
186 |
1.0% |
98% |
False |
False |
164,656 |
80 |
19,148 |
17,418 |
1,730 |
9.1% |
168 |
0.9% |
98% |
False |
False |
123,547 |
100 |
19,148 |
17,418 |
1,730 |
9.1% |
159 |
0.8% |
98% |
False |
False |
98,853 |
120 |
19,148 |
16,876 |
2,272 |
11.9% |
168 |
0.9% |
99% |
False |
False |
82,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,442 |
2.618 |
19,323 |
1.618 |
19,250 |
1.000 |
19,205 |
0.618 |
19,177 |
HIGH |
19,132 |
0.618 |
19,104 |
0.500 |
19,096 |
0.382 |
19,087 |
LOW |
19,059 |
0.618 |
19,014 |
1.000 |
18,986 |
1.618 |
18,941 |
2.618 |
18,868 |
4.250 |
18,749 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
19,109 |
19,107 |
PP |
19,102 |
19,098 |
S1 |
19,096 |
19,090 |
|