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 |
18,435 |
18,370 |
-65 |
-0.4% |
18,045 |
High |
18,495 |
18,385 |
-110 |
-0.6% |
18,495 |
Low |
18,285 |
18,220 |
-65 |
-0.4% |
18,005 |
Close |
18,400 |
18,295 |
-105 |
-0.6% |
18,400 |
Range |
210 |
165 |
-45 |
-21.4% |
490 |
ATR |
289 |
281 |
-8 |
-2.7% |
0 |
Volume |
15,009 |
9,780 |
-5,229 |
-34.8% |
42,651 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,795 |
18,710 |
18,386 |
|
R3 |
18,630 |
18,545 |
18,341 |
|
R2 |
18,465 |
18,465 |
18,325 |
|
R1 |
18,380 |
18,380 |
18,310 |
18,340 |
PP |
18,300 |
18,300 |
18,300 |
18,280 |
S1 |
18,215 |
18,215 |
18,280 |
18,175 |
S2 |
18,135 |
18,135 |
18,265 |
|
S3 |
17,970 |
18,050 |
18,250 |
|
S4 |
17,805 |
17,885 |
18,204 |
|
|
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 |
18,005 |
490 |
2.7% |
210 |
1.1% |
59% |
False |
False |
10,486 |
10 |
18,495 |
17,435 |
1,060 |
5.8% |
243 |
1.3% |
81% |
False |
False |
10,756 |
20 |
18,495 |
16,140 |
2,355 |
12.9% |
320 |
1.7% |
92% |
False |
False |
13,779 |
40 |
18,495 |
16,140 |
2,355 |
12.9% |
259 |
1.4% |
92% |
False |
False |
11,534 |
60 |
18,495 |
16,140 |
2,355 |
12.9% |
264 |
1.4% |
92% |
False |
False |
11,639 |
80 |
18,495 |
16,140 |
2,355 |
12.9% |
244 |
1.3% |
92% |
False |
False |
8,771 |
100 |
18,495 |
15,200 |
3,295 |
18.0% |
254 |
1.4% |
94% |
False |
False |
7,020 |
120 |
18,495 |
15,060 |
3,435 |
18.8% |
251 |
1.4% |
94% |
False |
False |
5,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,086 |
2.618 |
18,817 |
1.618 |
18,652 |
1.000 |
18,550 |
0.618 |
18,487 |
HIGH |
18,385 |
0.618 |
18,322 |
0.500 |
18,303 |
0.382 |
18,283 |
LOW |
18,220 |
0.618 |
18,118 |
1.000 |
18,055 |
1.618 |
17,953 |
2.618 |
17,788 |
4.250 |
17,519 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,303 |
18,330 |
PP |
18,300 |
18,318 |
S1 |
18,298 |
18,307 |
|