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 |
221.16 |
220.52 |
-0.64 |
-0.3% |
219.17 |
High |
221.48 |
221.44 |
-0.04 |
0.0% |
221.56 |
Low |
220.36 |
220.17 |
-0.19 |
-0.1% |
219.00 |
Close |
220.48 |
220.91 |
0.43 |
0.2% |
221.52 |
Range |
1.12 |
1.27 |
0.15 |
13.4% |
2.56 |
ATR |
1.67 |
1.65 |
-0.03 |
-1.7% |
0.00 |
Volume |
76,572,496 |
69,886,600 |
-6,685,896 |
-8.7% |
234,323,896 |
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
224.65 |
224.05 |
221.61 |
|
R3 |
223.38 |
222.78 |
221.26 |
|
R2 |
222.11 |
222.11 |
221.14 |
|
R1 |
221.51 |
221.51 |
221.03 |
221.81 |
PP |
220.84 |
220.84 |
220.84 |
220.99 |
S1 |
220.24 |
220.24 |
220.79 |
220.54 |
S2 |
219.57 |
219.57 |
220.68 |
|
S3 |
218.30 |
218.97 |
220.56 |
|
S4 |
217.03 |
217.70 |
220.21 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
228.37 |
227.51 |
222.93 |
|
R3 |
225.81 |
224.95 |
222.22 |
|
R2 |
223.25 |
223.25 |
221.99 |
|
R1 |
222.39 |
222.39 |
221.75 |
222.82 |
PP |
220.69 |
220.69 |
220.69 |
220.91 |
S1 |
219.83 |
219.83 |
221.29 |
220.26 |
S2 |
218.13 |
218.13 |
221.05 |
|
S3 |
215.57 |
217.27 |
220.82 |
|
S4 |
213.01 |
214.71 |
220.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
221.56 |
219.73 |
1.83 |
0.8% |
1.00 |
0.5% |
64% |
False |
False |
61,676,078 |
10 |
221.56 |
216.80 |
4.76 |
2.2% |
1.05 |
0.5% |
86% |
False |
False |
69,411,588 |
20 |
221.56 |
208.38 |
13.18 |
6.0% |
1.71 |
0.8% |
95% |
False |
False |
98,026,574 |
40 |
221.56 |
208.38 |
13.18 |
6.0% |
1.59 |
0.7% |
95% |
False |
False |
90,067,639 |
60 |
221.56 |
208.38 |
13.18 |
6.0% |
1.71 |
0.8% |
95% |
False |
False |
96,870,251 |
80 |
221.56 |
208.38 |
13.18 |
6.0% |
1.57 |
0.7% |
95% |
False |
False |
89,637,197 |
100 |
221.56 |
208.38 |
13.18 |
6.0% |
1.53 |
0.7% |
95% |
False |
False |
86,260,610 |
120 |
221.56 |
198.65 |
22.91 |
10.4% |
1.65 |
0.7% |
97% |
False |
False |
94,063,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
226.84 |
2.618 |
224.76 |
1.618 |
223.49 |
1.000 |
222.71 |
0.618 |
222.22 |
HIGH |
221.44 |
0.618 |
220.95 |
0.500 |
220.81 |
0.382 |
220.66 |
LOW |
220.17 |
0.618 |
219.39 |
1.000 |
218.90 |
1.618 |
218.12 |
2.618 |
216.85 |
4.250 |
214.77 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
220.88 |
220.90 |
PP |
220.84 |
220.88 |
S1 |
220.81 |
220.87 |
|