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 |
19,122.14 |
19,064.07 |
-58.07 |
-0.3% |
18,898.68 |
High |
19,138.72 |
19,144.40 |
5.68 |
0.0% |
19,152.14 |
Low |
19,072.25 |
19,062.22 |
-10.03 |
-0.1% |
18,883.10 |
Close |
19,097.90 |
19,121.60 |
23.70 |
0.1% |
19,152.14 |
Range |
66.47 |
82.18 |
15.71 |
23.6% |
269.04 |
ATR |
129.64 |
126.25 |
-3.39 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,355.95 |
19,320.95 |
19,166.80 |
|
R3 |
19,273.77 |
19,238.77 |
19,144.20 |
|
R2 |
19,191.59 |
19,191.59 |
19,136.67 |
|
R1 |
19,156.59 |
19,156.59 |
19,129.13 |
19,174.09 |
PP |
19,109.41 |
19,109.41 |
19,109.41 |
19,118.16 |
S1 |
19,074.41 |
19,074.41 |
19,114.07 |
19,091.91 |
S2 |
19,027.23 |
19,027.23 |
19,106.53 |
|
S3 |
18,945.05 |
18,992.23 |
19,099.00 |
|
S4 |
18,862.87 |
18,910.05 |
19,076.40 |
|
|
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 |
18,962.82 |
189.32 |
1.0% |
74.31 |
0.4% |
84% |
False |
False |
|
10 |
19,152.14 |
18,806.06 |
346.08 |
1.8% |
77.30 |
0.4% |
91% |
False |
False |
|
20 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
135.06 |
0.7% |
98% |
False |
False |
|
40 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
131.96 |
0.7% |
98% |
False |
False |
|
60 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
144.70 |
0.8% |
98% |
False |
False |
|
80 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
133.35 |
0.7% |
98% |
False |
False |
|
100 |
19,152.14 |
17,883.56 |
1,268.58 |
6.6% |
126.99 |
0.7% |
98% |
False |
False |
|
120 |
19,152.14 |
17,063.08 |
2,089.06 |
10.9% |
138.58 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,493.67 |
2.618 |
19,359.55 |
1.618 |
19,277.37 |
1.000 |
19,226.58 |
0.618 |
19,195.19 |
HIGH |
19,144.40 |
0.618 |
19,113.01 |
0.500 |
19,103.31 |
0.382 |
19,093.61 |
LOW |
19,062.22 |
0.618 |
19,011.43 |
1.000 |
18,980.04 |
1.618 |
18,929.25 |
2.618 |
18,847.07 |
4.250 |
18,712.96 |
|
|
Fisher Pivots for day following 29-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
19,115.50 |
19,116.79 |
PP |
19,109.41 |
19,111.99 |
S1 |
19,103.31 |
19,107.18 |
|