Trading Metrics calculated at close of trading on 01-Dec-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2016 |
01-Dec-2016 |
Change |
Change % |
Previous Week |
Open |
19,135.64 |
19,149.20 |
13.56 |
0.1% |
18,898.68 |
High |
19,225.29 |
19,214.30 |
-10.99 |
-0.1% |
19,152.14 |
Low |
19,123.38 |
19,138.79 |
15.41 |
0.1% |
18,883.10 |
Close |
19,123.58 |
19,191.93 |
68.35 |
0.4% |
19,152.14 |
Range |
101.91 |
75.51 |
-26.40 |
-25.9% |
269.04 |
ATR |
124.64 |
122.21 |
-2.42 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,408.20 |
19,375.58 |
19,233.46 |
|
R3 |
19,332.69 |
19,300.07 |
19,212.70 |
|
R2 |
19,257.18 |
19,257.18 |
19,205.77 |
|
R1 |
19,224.56 |
19,224.56 |
19,198.85 |
19,240.87 |
PP |
19,181.67 |
19,181.67 |
19,181.67 |
19,189.83 |
S1 |
19,149.05 |
19,149.05 |
19,185.01 |
19,165.36 |
S2 |
19,106.16 |
19,106.16 |
19,178.09 |
|
S3 |
19,030.65 |
19,073.54 |
19,171.16 |
|
S4 |
18,955.14 |
18,998.03 |
19,150.40 |
|
|
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 |
19,225.29 |
19,062.22 |
163.07 |
0.8% |
76.90 |
0.4% |
80% |
False |
False |
|
10 |
19,225.29 |
18,845.27 |
380.02 |
2.0% |
74.73 |
0.4% |
91% |
False |
False |
|
20 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
126.50 |
0.7% |
98% |
False |
False |
|
40 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
128.70 |
0.7% |
98% |
False |
False |
|
60 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
144.94 |
0.8% |
98% |
False |
False |
|
80 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
133.76 |
0.7% |
98% |
False |
False |
|
100 |
19,225.29 |
17,883.56 |
1,341.73 |
7.0% |
126.41 |
0.7% |
98% |
False |
False |
|
120 |
19,225.29 |
17,063.08 |
2,162.21 |
11.3% |
137.65 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,535.22 |
2.618 |
19,411.99 |
1.618 |
19,336.48 |
1.000 |
19,289.81 |
0.618 |
19,260.97 |
HIGH |
19,214.30 |
0.618 |
19,185.46 |
0.500 |
19,176.55 |
0.382 |
19,167.63 |
LOW |
19,138.79 |
0.618 |
19,092.12 |
1.000 |
19,063.28 |
1.618 |
19,016.61 |
2.618 |
18,941.10 |
4.250 |
18,817.87 |
|
|
Fisher Pivots for day following 01-Dec-2016 |
Pivot |
1 day |
3 day |
R1 |
19,186.80 |
19,175.87 |
PP |
19,181.67 |
19,159.81 |
S1 |
19,176.55 |
19,143.76 |
|