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 |
1,184.4 |
1,196.6 |
12.2 |
1.0% |
1,210.6 |
High |
1,200.0 |
1,197.7 |
-2.3 |
-0.2% |
1,223.6 |
Low |
1,184.4 |
1,182.6 |
-1.8 |
-0.2% |
1,172.8 |
Close |
1,193.8 |
1,190.8 |
-3.0 |
-0.3% |
1,181.0 |
Range |
15.6 |
15.1 |
-0.5 |
-3.2% |
50.8 |
ATR |
20.7 |
20.3 |
-0.4 |
-1.9% |
0.0 |
Volume |
134,565 |
216,185 |
81,620 |
60.7% |
281,893 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,235.7 |
1,228.3 |
1,199.1 |
|
R3 |
1,220.6 |
1,213.2 |
1,195.0 |
|
R2 |
1,205.5 |
1,205.5 |
1,193.6 |
|
R1 |
1,198.1 |
1,198.1 |
1,192.2 |
1,194.3 |
PP |
1,190.4 |
1,190.4 |
1,190.4 |
1,188.4 |
S1 |
1,183.0 |
1,183.0 |
1,189.4 |
1,179.2 |
S2 |
1,175.3 |
1,175.3 |
1,188.0 |
|
S3 |
1,160.2 |
1,167.9 |
1,186.6 |
|
S4 |
1,145.1 |
1,152.8 |
1,182.5 |
|
|
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% |
20.4 |
1.7% |
35% |
False |
False |
121,321 |
10 |
1,236.1 |
1,172.8 |
63.3 |
5.3% |
17.5 |
1.5% |
28% |
False |
False |
72,803 |
20 |
1,341.0 |
1,172.8 |
168.2 |
14.1% |
22.8 |
1.9% |
11% |
False |
False |
51,991 |
40 |
1,341.0 |
1,172.8 |
168.2 |
14.1% |
18.3 |
1.5% |
11% |
False |
False |
30,120 |
60 |
1,360.7 |
1,172.8 |
187.9 |
15.8% |
16.7 |
1.4% |
10% |
False |
False |
21,569 |
80 |
1,368.0 |
1,172.8 |
195.2 |
16.4% |
16.2 |
1.4% |
9% |
False |
False |
17,305 |
100 |
1,383.6 |
1,172.8 |
210.8 |
17.7% |
16.4 |
1.4% |
9% |
False |
False |
14,317 |
120 |
1,387.1 |
1,172.8 |
214.3 |
18.0% |
17.0 |
1.4% |
8% |
False |
False |
12,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,261.9 |
2.618 |
1,237.2 |
1.618 |
1,222.1 |
1.000 |
1,212.8 |
0.618 |
1,207.0 |
HIGH |
1,197.7 |
0.618 |
1,191.9 |
0.500 |
1,190.2 |
0.382 |
1,188.4 |
LOW |
1,182.6 |
0.618 |
1,173.3 |
1.000 |
1,167.5 |
1.618 |
1,158.2 |
2.618 |
1,143.1 |
4.250 |
1,118.4 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,190.6 |
1,189.3 |
PP |
1,190.4 |
1,187.9 |
S1 |
1,190.2 |
1,186.4 |
|