Trading Metrics calculated at close of trading on 30-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,196.6 |
1,190.7 |
-5.9 |
-0.5% |
1,210.6 |
High |
1,197.7 |
1,196.8 |
-0.9 |
-0.1% |
1,223.6 |
Low |
1,182.6 |
1,171.3 |
-11.3 |
-1.0% |
1,172.8 |
Close |
1,190.8 |
1,173.9 |
-16.9 |
-1.4% |
1,181.0 |
Range |
15.1 |
25.5 |
10.4 |
68.9% |
50.8 |
ATR |
20.3 |
20.7 |
0.4 |
1.8% |
0.0 |
Volume |
216,185 |
249,316 |
33,131 |
15.3% |
281,893 |
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.2 |
1,241.0 |
1,187.9 |
|
R3 |
1,231.7 |
1,215.5 |
1,180.9 |
|
R2 |
1,206.2 |
1,206.2 |
1,178.6 |
|
R1 |
1,190.0 |
1,190.0 |
1,176.2 |
1,185.4 |
PP |
1,180.7 |
1,180.7 |
1,180.7 |
1,178.3 |
S1 |
1,164.5 |
1,164.5 |
1,171.6 |
1,159.9 |
S2 |
1,155.2 |
1,155.2 |
1,169.2 |
|
S3 |
1,129.7 |
1,139.0 |
1,166.9 |
|
S4 |
1,104.2 |
1,113.5 |
1,159.9 |
|
|
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 |
1,217.6 |
1,171.3 |
46.3 |
3.9% |
22.5 |
1.9% |
6% |
False |
True |
163,458 |
10 |
1,236.1 |
1,171.3 |
64.8 |
5.5% |
18.8 |
1.6% |
4% |
False |
True |
96,139 |
20 |
1,341.0 |
1,171.3 |
169.7 |
14.5% |
23.3 |
2.0% |
2% |
False |
True |
63,786 |
40 |
1,341.0 |
1,171.3 |
169.7 |
14.5% |
17.8 |
1.5% |
2% |
False |
True |
35,927 |
60 |
1,360.7 |
1,171.3 |
189.4 |
16.1% |
16.6 |
1.4% |
1% |
False |
True |
25,588 |
80 |
1,368.0 |
1,171.3 |
196.7 |
16.8% |
16.4 |
1.4% |
1% |
False |
True |
20,365 |
100 |
1,378.1 |
1,171.3 |
206.8 |
17.6% |
16.5 |
1.4% |
1% |
False |
True |
16,800 |
120 |
1,387.1 |
1,171.3 |
215.8 |
18.4% |
17.1 |
1.5% |
1% |
False |
True |
14,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.2 |
2.618 |
1,263.6 |
1.618 |
1,238.1 |
1.000 |
1,222.3 |
0.618 |
1,212.6 |
HIGH |
1,196.8 |
0.618 |
1,187.1 |
0.500 |
1,184.1 |
0.382 |
1,181.0 |
LOW |
1,171.3 |
0.618 |
1,155.5 |
1.000 |
1,145.8 |
1.618 |
1,130.0 |
2.618 |
1,104.5 |
4.250 |
1,062.9 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,184.1 |
1,185.7 |
PP |
1,180.7 |
1,181.7 |
S1 |
1,177.3 |
1,177.8 |
|