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 |
18,370 |
18,265 |
-105 |
-0.6% |
18,045 |
High |
18,385 |
18,460 |
75 |
0.4% |
18,495 |
Low |
18,220 |
18,245 |
25 |
0.1% |
18,005 |
Close |
18,295 |
18,365 |
70 |
0.4% |
18,400 |
Range |
165 |
215 |
50 |
30.3% |
490 |
ATR |
281 |
277 |
-5 |
-1.7% |
0 |
Volume |
9,780 |
9,043 |
-737 |
-7.5% |
42,651 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,002 |
18,898 |
18,483 |
|
R3 |
18,787 |
18,683 |
18,424 |
|
R2 |
18,572 |
18,572 |
18,405 |
|
R1 |
18,468 |
18,468 |
18,385 |
18,520 |
PP |
18,357 |
18,357 |
18,357 |
18,383 |
S1 |
18,253 |
18,253 |
18,345 |
18,305 |
S2 |
18,142 |
18,142 |
18,326 |
|
S3 |
17,927 |
18,038 |
18,306 |
|
S4 |
17,712 |
17,823 |
18,247 |
|
|
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 |
18,050 |
445 |
2.4% |
218 |
1.2% |
71% |
False |
False |
10,219 |
10 |
18,495 |
17,630 |
865 |
4.7% |
232 |
1.3% |
85% |
False |
False |
10,250 |
20 |
18,495 |
16,140 |
2,355 |
12.8% |
324 |
1.8% |
94% |
False |
False |
13,847 |
40 |
18,495 |
16,140 |
2,355 |
12.8% |
261 |
1.4% |
94% |
False |
False |
11,590 |
60 |
18,495 |
16,140 |
2,355 |
12.8% |
262 |
1.4% |
94% |
False |
False |
11,774 |
80 |
18,495 |
16,140 |
2,355 |
12.8% |
244 |
1.3% |
94% |
False |
False |
8,883 |
100 |
18,495 |
15,420 |
3,075 |
16.7% |
254 |
1.4% |
96% |
False |
False |
7,111 |
120 |
18,495 |
15,060 |
3,435 |
18.7% |
252 |
1.4% |
96% |
False |
False |
5,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,374 |
2.618 |
19,023 |
1.618 |
18,808 |
1.000 |
18,675 |
0.618 |
18,593 |
HIGH |
18,460 |
0.618 |
18,378 |
0.500 |
18,353 |
0.382 |
18,327 |
LOW |
18,245 |
0.618 |
18,112 |
1.000 |
18,030 |
1.618 |
17,897 |
2.618 |
17,682 |
4.250 |
17,331 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,361 |
18,363 |
PP |
18,357 |
18,360 |
S1 |
18,353 |
18,358 |
|