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 |
1,188.2 |
1,184.4 |
-3.8 |
-0.3% |
1,210.6 |
High |
1,195.4 |
1,200.0 |
4.6 |
0.4% |
1,223.6 |
Low |
1,172.8 |
1,184.4 |
11.6 |
1.0% |
1,172.8 |
Close |
1,181.0 |
1,193.8 |
12.8 |
1.1% |
1,181.0 |
Range |
22.6 |
15.6 |
-7.0 |
-31.0% |
50.8 |
ATR |
20.9 |
20.7 |
-0.1 |
-0.6% |
0.0 |
Volume |
90,855 |
134,565 |
43,710 |
48.1% |
281,893 |
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,239.5 |
1,232.3 |
1,202.4 |
|
R3 |
1,223.9 |
1,216.7 |
1,198.1 |
|
R2 |
1,208.3 |
1,208.3 |
1,196.7 |
|
R1 |
1,201.1 |
1,201.1 |
1,195.2 |
1,204.7 |
PP |
1,192.7 |
1,192.7 |
1,192.7 |
1,194.6 |
S1 |
1,185.5 |
1,185.5 |
1,192.4 |
1,189.1 |
S2 |
1,177.1 |
1,177.1 |
1,190.9 |
|
S3 |
1,161.5 |
1,169.9 |
1,189.5 |
|
S4 |
1,145.9 |
1,154.3 |
1,185.2 |
|
|
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% |
41% |
False |
False |
83,291 |
10 |
1,236.1 |
1,172.8 |
63.3 |
5.3% |
18.0 |
1.5% |
33% |
False |
False |
53,377 |
20 |
1,341.0 |
1,172.8 |
168.2 |
14.1% |
22.5 |
1.9% |
12% |
False |
False |
41,485 |
40 |
1,341.0 |
1,172.8 |
168.2 |
14.1% |
18.2 |
1.5% |
12% |
False |
False |
24,832 |
60 |
1,360.7 |
1,172.8 |
187.9 |
15.7% |
16.9 |
1.4% |
11% |
False |
False |
18,037 |
80 |
1,375.2 |
1,172.8 |
202.4 |
17.0% |
16.4 |
1.4% |
10% |
False |
False |
14,665 |
100 |
1,383.6 |
1,172.8 |
210.8 |
17.7% |
16.6 |
1.4% |
10% |
False |
False |
12,164 |
120 |
1,387.1 |
1,172.8 |
214.3 |
18.0% |
17.0 |
1.4% |
10% |
False |
False |
10,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,266.3 |
2.618 |
1,240.8 |
1.618 |
1,225.2 |
1.000 |
1,215.6 |
0.618 |
1,209.6 |
HIGH |
1,200.0 |
0.618 |
1,194.0 |
0.500 |
1,192.2 |
0.382 |
1,190.4 |
LOW |
1,184.4 |
0.618 |
1,174.8 |
1.000 |
1,168.8 |
1.618 |
1,159.2 |
2.618 |
1,143.6 |
4.250 |
1,118.1 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,193.3 |
1,195.2 |
PP |
1,192.7 |
1,194.7 |
S1 |
1,192.2 |
1,194.3 |
|