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 |
19,064.07 |
19,135.64 |
71.57 |
0.4% |
18,898.68 |
High |
19,144.40 |
19,225.29 |
80.89 |
0.4% |
19,152.14 |
Low |
19,062.22 |
19,123.38 |
61.16 |
0.3% |
18,883.10 |
Close |
19,121.60 |
19,123.58 |
1.98 |
0.0% |
19,152.14 |
Range |
82.18 |
101.91 |
19.73 |
24.0% |
269.04 |
ATR |
126.25 |
124.64 |
-1.61 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,463.15 |
19,395.27 |
19,179.63 |
|
R3 |
19,361.24 |
19,293.36 |
19,151.61 |
|
R2 |
19,259.33 |
19,259.33 |
19,142.26 |
|
R1 |
19,191.45 |
19,191.45 |
19,132.92 |
19,174.44 |
PP |
19,157.42 |
19,157.42 |
19,157.42 |
19,148.91 |
S1 |
19,089.54 |
19,089.54 |
19,114.24 |
19,072.53 |
S2 |
19,055.51 |
19,055.51 |
19,104.90 |
|
S3 |
18,953.60 |
18,987.63 |
19,095.55 |
|
S4 |
18,851.69 |
18,885.72 |
19,067.53 |
|
|
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 |
19,225.29 |
19,000.38 |
224.91 |
1.2% |
78.47 |
0.4% |
55% |
True |
False |
|
10 |
19,225.29 |
18,825.89 |
399.40 |
2.1% |
75.57 |
0.4% |
75% |
True |
False |
|
20 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
128.34 |
0.7% |
92% |
True |
False |
|
40 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
129.57 |
0.7% |
92% |
True |
False |
|
60 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
144.72 |
0.8% |
92% |
True |
False |
|
80 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
133.78 |
0.7% |
92% |
True |
False |
|
100 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
126.79 |
0.7% |
92% |
True |
False |
|
120 |
19,225.29 |
17,063.08 |
2,162.21 |
11.3% |
138.37 |
0.7% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,658.41 |
2.618 |
19,492.09 |
1.618 |
19,390.18 |
1.000 |
19,327.20 |
0.618 |
19,288.27 |
HIGH |
19,225.29 |
0.618 |
19,186.36 |
0.500 |
19,174.34 |
0.382 |
19,162.31 |
LOW |
19,123.38 |
0.618 |
19,060.40 |
1.000 |
19,021.47 |
1.618 |
18,958.49 |
2.618 |
18,856.58 |
4.250 |
18,690.26 |
|
|
Fisher Pivots for day following 30-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
19,174.34 |
19,143.76 |
PP |
19,157.42 |
19,137.03 |
S1 |
19,140.50 |
19,130.31 |
|