| 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 |
19,087 |
19,119 |
32 |
0.2% |
18,852 |
| High |
19,132 |
19,215 |
83 |
0.4% |
19,148 |
| Low |
19,059 |
19,100 |
41 |
0.2% |
18,834 |
| Close |
19,115 |
19,132 |
17 |
0.1% |
19,144 |
| Range |
73 |
115 |
42 |
57.5% |
314 |
| ATR |
164 |
161 |
-4 |
-2.1% |
0 |
| Volume |
119,176 |
162,273 |
43,097 |
36.2% |
433,266 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,494 |
19,428 |
19,195 |
|
| R3 |
19,379 |
19,313 |
19,164 |
|
| R2 |
19,264 |
19,264 |
19,153 |
|
| R1 |
19,198 |
19,198 |
19,143 |
19,231 |
| PP |
19,149 |
19,149 |
19,149 |
19,166 |
| S1 |
19,083 |
19,083 |
19,122 |
19,116 |
| S2 |
19,034 |
19,034 |
19,111 |
|
| S3 |
18,919 |
18,968 |
19,101 |
|
| S4 |
18,804 |
18,853 |
19,069 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,984 |
19,878 |
19,317 |
|
| R3 |
19,670 |
19,564 |
19,230 |
|
| R2 |
19,356 |
19,356 |
19,202 |
|
| R1 |
19,250 |
19,250 |
19,173 |
19,303 |
| PP |
19,042 |
19,042 |
19,042 |
19,069 |
| S1 |
18,936 |
18,936 |
19,115 |
18,989 |
| S2 |
18,728 |
18,728 |
19,087 |
|
| S3 |
18,414 |
18,622 |
19,058 |
|
| S4 |
18,100 |
18,308 |
18,971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,215 |
18,975 |
240 |
1.3% |
95 |
0.5% |
65% |
True |
False |
122,971 |
| 10 |
19,215 |
18,793 |
422 |
2.2% |
92 |
0.5% |
80% |
True |
False |
120,534 |
| 20 |
19,215 |
17,418 |
1,797 |
9.4% |
183 |
1.0% |
95% |
True |
False |
182,340 |
| 40 |
19,215 |
17,418 |
1,797 |
9.4% |
173 |
0.9% |
95% |
True |
False |
170,449 |
| 60 |
19,215 |
17,418 |
1,797 |
9.4% |
186 |
1.0% |
95% |
True |
False |
167,331 |
| 80 |
19,215 |
17,418 |
1,797 |
9.4% |
168 |
0.9% |
95% |
True |
False |
125,574 |
| 100 |
19,215 |
17,418 |
1,797 |
9.4% |
158 |
0.8% |
95% |
True |
False |
100,475 |
| 120 |
19,215 |
16,876 |
2,339 |
12.2% |
167 |
0.9% |
96% |
True |
False |
83,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,704 |
|
2.618 |
19,516 |
|
1.618 |
19,401 |
|
1.000 |
19,330 |
|
0.618 |
19,286 |
|
HIGH |
19,215 |
|
0.618 |
19,171 |
|
0.500 |
19,158 |
|
0.382 |
19,144 |
|
LOW |
19,100 |
|
0.618 |
19,029 |
|
1.000 |
18,985 |
|
1.618 |
18,914 |
|
2.618 |
18,799 |
|
4.250 |
18,611 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
19,158 |
19,131 |
| PP |
19,149 |
19,130 |
| S1 |
19,141 |
19,129 |
|