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 |
1,216.3 |
1,188.2 |
-28.1 |
-2.3% |
1,210.6 |
High |
1,217.6 |
1,195.4 |
-22.2 |
-1.8% |
1,223.6 |
Low |
1,184.0 |
1,172.8 |
-11.2 |
-0.9% |
1,172.8 |
Close |
1,192.4 |
1,181.0 |
-11.4 |
-1.0% |
1,181.0 |
Range |
33.6 |
22.6 |
-11.0 |
-32.7% |
50.8 |
ATR |
20.8 |
20.9 |
0.1 |
0.6% |
0.0 |
Volume |
126,372 |
90,855 |
-35,517 |
-28.1% |
281,893 |
|
Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.9 |
1,238.5 |
1,193.4 |
|
R3 |
1,228.3 |
1,215.9 |
1,187.2 |
|
R2 |
1,205.7 |
1,205.7 |
1,185.1 |
|
R1 |
1,193.3 |
1,193.3 |
1,183.1 |
1,188.2 |
PP |
1,183.1 |
1,183.1 |
1,183.1 |
1,180.5 |
S1 |
1,170.7 |
1,170.7 |
1,178.9 |
1,165.6 |
S2 |
1,160.5 |
1,160.5 |
1,176.9 |
|
S3 |
1,137.9 |
1,148.1 |
1,174.8 |
|
S4 |
1,115.3 |
1,125.5 |
1,168.6 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.9 |
1,313.7 |
1,208.9 |
|
R3 |
1,294.1 |
1,262.9 |
1,195.0 |
|
R2 |
1,243.3 |
1,243.3 |
1,190.3 |
|
R1 |
1,212.1 |
1,212.1 |
1,185.7 |
1,202.3 |
PP |
1,192.5 |
1,192.5 |
1,192.5 |
1,187.6 |
S1 |
1,161.3 |
1,161.3 |
1,176.3 |
1,151.5 |
S2 |
1,141.7 |
1,141.7 |
1,171.7 |
|
S3 |
1,090.9 |
1,110.5 |
1,167.0 |
|
S4 |
1,040.1 |
1,059.7 |
1,153.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,223.6 |
1,172.8 |
50.8 |
4.3% |
19.8 |
1.7% |
16% |
False |
True |
62,216 |
10 |
1,268.1 |
1,172.8 |
95.3 |
8.1% |
21.1 |
1.8% |
9% |
False |
True |
45,335 |
20 |
1,341.0 |
1,172.8 |
168.2 |
14.2% |
22.9 |
1.9% |
5% |
False |
True |
35,062 |
40 |
1,341.0 |
1,172.8 |
168.2 |
14.2% |
18.2 |
1.5% |
5% |
False |
True |
21,586 |
60 |
1,360.7 |
1,172.8 |
187.9 |
15.9% |
16.8 |
1.4% |
4% |
False |
True |
15,844 |
80 |
1,375.6 |
1,172.8 |
202.8 |
17.2% |
16.4 |
1.4% |
4% |
False |
True |
13,056 |
100 |
1,383.6 |
1,172.8 |
210.8 |
17.8% |
16.6 |
1.4% |
4% |
False |
True |
10,821 |
120 |
1,387.1 |
1,172.8 |
214.3 |
18.1% |
17.0 |
1.4% |
4% |
False |
True |
9,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,291.5 |
2.618 |
1,254.6 |
1.618 |
1,232.0 |
1.000 |
1,218.0 |
0.618 |
1,209.4 |
HIGH |
1,195.4 |
0.618 |
1,186.8 |
0.500 |
1,184.1 |
0.382 |
1,181.4 |
LOW |
1,172.8 |
0.618 |
1,158.8 |
1.000 |
1,150.2 |
1.618 |
1,136.2 |
2.618 |
1,113.6 |
4.250 |
1,076.8 |
|
|
Fisher Pivots for day following 25-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,184.1 |
1,198.2 |
PP |
1,183.1 |
1,192.5 |
S1 |
1,182.0 |
1,186.7 |
|