Trading Metrics calculated at close of trading on 25-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,215 |
18,435 |
220 |
1.2% |
18,045 |
High |
18,455 |
18,495 |
40 |
0.2% |
18,495 |
Low |
18,165 |
18,285 |
120 |
0.7% |
18,005 |
Close |
18,440 |
18,400 |
-40 |
-0.2% |
18,400 |
Range |
290 |
210 |
-80 |
-27.6% |
490 |
ATR |
295 |
289 |
-6 |
-2.1% |
0 |
Volume |
8,327 |
15,009 |
6,682 |
80.2% |
42,651 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,023 |
18,922 |
18,516 |
|
R3 |
18,813 |
18,712 |
18,458 |
|
R2 |
18,603 |
18,603 |
18,439 |
|
R1 |
18,502 |
18,502 |
18,419 |
18,448 |
PP |
18,393 |
18,393 |
18,393 |
18,366 |
S1 |
18,292 |
18,292 |
18,381 |
18,238 |
S2 |
18,183 |
18,183 |
18,362 |
|
S3 |
17,973 |
18,082 |
18,342 |
|
S4 |
17,763 |
17,872 |
18,285 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,770 |
19,575 |
18,670 |
|
R3 |
19,280 |
19,085 |
18,535 |
|
R2 |
18,790 |
18,790 |
18,490 |
|
R1 |
18,595 |
18,595 |
18,445 |
18,693 |
PP |
18,300 |
18,300 |
18,300 |
18,349 |
S1 |
18,105 |
18,105 |
18,355 |
18,203 |
S2 |
17,810 |
17,810 |
18,310 |
|
S3 |
17,320 |
17,615 |
18,265 |
|
S4 |
16,830 |
17,125 |
18,131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,495 |
17,935 |
560 |
3.0% |
220 |
1.2% |
83% |
True |
False |
10,929 |
10 |
18,495 |
17,290 |
1,205 |
6.5% |
261 |
1.4% |
92% |
True |
False |
11,355 |
20 |
18,495 |
16,140 |
2,355 |
12.8% |
319 |
1.7% |
96% |
True |
False |
13,862 |
40 |
18,495 |
16,140 |
2,355 |
12.8% |
262 |
1.4% |
96% |
True |
False |
11,647 |
60 |
18,495 |
16,140 |
2,355 |
12.8% |
265 |
1.4% |
96% |
True |
False |
11,494 |
80 |
18,495 |
15,900 |
2,595 |
14.1% |
246 |
1.3% |
96% |
True |
False |
8,648 |
100 |
18,495 |
15,200 |
3,295 |
17.9% |
254 |
1.4% |
97% |
True |
False |
6,922 |
120 |
18,495 |
15,060 |
3,435 |
18.7% |
249 |
1.4% |
97% |
True |
False |
5,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,388 |
2.618 |
19,045 |
1.618 |
18,835 |
1.000 |
18,705 |
0.618 |
18,625 |
HIGH |
18,495 |
0.618 |
18,415 |
0.500 |
18,390 |
0.382 |
18,365 |
LOW |
18,285 |
0.618 |
18,155 |
1.000 |
18,075 |
1.618 |
17,945 |
2.618 |
17,735 |
4.250 |
17,393 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,397 |
18,358 |
PP |
18,393 |
18,315 |
S1 |
18,390 |
18,273 |
|