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 |
19,093.72 |
19,122.14 |
28.42 |
0.1% |
18,898.68 |
High |
19,152.14 |
19,138.72 |
-13.42 |
-0.1% |
19,152.14 |
Low |
19,093.72 |
19,072.25 |
-21.47 |
-0.1% |
18,883.10 |
Close |
19,152.14 |
19,097.90 |
-54.24 |
-0.3% |
19,152.14 |
Range |
58.42 |
66.47 |
8.05 |
13.8% |
269.04 |
ATR |
133.47 |
129.64 |
-3.83 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,302.37 |
19,266.60 |
19,134.46 |
|
R3 |
19,235.90 |
19,200.13 |
19,116.18 |
|
R2 |
19,169.43 |
19,169.43 |
19,110.09 |
|
R1 |
19,133.66 |
19,133.66 |
19,103.99 |
19,118.31 |
PP |
19,102.96 |
19,102.96 |
19,102.96 |
19,095.28 |
S1 |
19,067.19 |
19,067.19 |
19,091.81 |
19,051.84 |
S2 |
19,036.49 |
19,036.49 |
19,085.71 |
|
S3 |
18,970.02 |
19,000.72 |
19,079.62 |
|
S4 |
18,903.55 |
18,934.25 |
19,061.34 |
|
|
Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,869.58 |
19,779.90 |
19,300.11 |
|
R3 |
19,600.54 |
19,510.86 |
19,226.13 |
|
R2 |
19,331.50 |
19,331.50 |
19,201.46 |
|
R1 |
19,241.82 |
19,241.82 |
19,176.80 |
19,286.66 |
PP |
19,062.46 |
19,062.46 |
19,062.46 |
19,084.88 |
S1 |
18,972.78 |
18,972.78 |
19,127.48 |
19,017.62 |
S2 |
18,793.42 |
18,793.42 |
19,102.82 |
|
S3 |
18,524.38 |
18,703.74 |
19,078.15 |
|
S4 |
18,255.34 |
18,434.70 |
19,004.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,152.14 |
18,883.10 |
269.04 |
1.4% |
73.40 |
0.4% |
80% |
False |
False |
|
10 |
19,152.14 |
18,806.06 |
346.08 |
1.8% |
80.91 |
0.4% |
84% |
False |
False |
|
20 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
134.10 |
0.7% |
96% |
False |
False |
|
40 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
131.81 |
0.7% |
96% |
False |
False |
|
60 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
145.10 |
0.8% |
96% |
False |
False |
|
80 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
134.08 |
0.7% |
96% |
False |
False |
|
100 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
128.13 |
0.7% |
96% |
False |
False |
|
120 |
19,152.14 |
17,063.08 |
2,089.06 |
10.9% |
138.64 |
0.7% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,421.22 |
2.618 |
19,312.74 |
1.618 |
19,246.27 |
1.000 |
19,205.19 |
0.618 |
19,179.80 |
HIGH |
19,138.72 |
0.618 |
19,113.33 |
0.500 |
19,105.49 |
0.382 |
19,097.64 |
LOW |
19,072.25 |
0.618 |
19,031.17 |
1.000 |
19,005.78 |
1.618 |
18,964.70 |
2.618 |
18,898.23 |
4.250 |
18,789.75 |
|
|
Fisher Pivots for day following 28-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
19,105.49 |
19,090.69 |
PP |
19,102.96 |
19,083.47 |
S1 |
19,100.43 |
19,076.26 |
|