| 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 |
18,265 |
18,360 |
95 |
0.5% |
18,045 |
| High |
18,460 |
18,665 |
205 |
1.1% |
18,495 |
| Low |
18,245 |
18,295 |
50 |
0.3% |
18,005 |
| Close |
18,365 |
18,620 |
255 |
1.4% |
18,400 |
| Range |
215 |
370 |
155 |
72.1% |
490 |
| ATR |
277 |
283 |
7 |
2.4% |
0 |
| Volume |
9,043 |
13,703 |
4,660 |
51.5% |
42,651 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,637 |
19,498 |
18,824 |
|
| R3 |
19,267 |
19,128 |
18,722 |
|
| R2 |
18,897 |
18,897 |
18,688 |
|
| R1 |
18,758 |
18,758 |
18,654 |
18,828 |
| PP |
18,527 |
18,527 |
18,527 |
18,561 |
| S1 |
18,388 |
18,388 |
18,586 |
18,458 |
| S2 |
18,157 |
18,157 |
18,552 |
|
| S3 |
17,787 |
18,018 |
18,518 |
|
| S4 |
17,417 |
17,648 |
18,417 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,770 |
19,575 |
18,670 |
|
| R3 |
19,280 |
19,085 |
18,535 |
|
| R2 |
18,790 |
18,790 |
18,490 |
|
| R1 |
18,595 |
18,595 |
18,445 |
18,693 |
| PP |
18,300 |
18,300 |
18,300 |
18,349 |
| S1 |
18,105 |
18,105 |
18,355 |
18,203 |
| S2 |
17,810 |
17,810 |
18,310 |
|
| S3 |
17,320 |
17,615 |
18,265 |
|
| S4 |
16,830 |
17,125 |
18,131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,665 |
18,165 |
500 |
2.7% |
250 |
1.3% |
91% |
True |
False |
11,172 |
| 10 |
18,665 |
17,765 |
900 |
4.8% |
239 |
1.3% |
95% |
True |
False |
10,599 |
| 20 |
18,665 |
16,140 |
2,525 |
13.6% |
321 |
1.7% |
98% |
True |
False |
13,896 |
| 40 |
18,665 |
16,140 |
2,525 |
13.6% |
264 |
1.4% |
98% |
True |
False |
11,608 |
| 60 |
18,665 |
16,140 |
2,525 |
13.6% |
264 |
1.4% |
98% |
True |
False |
11,589 |
| 80 |
18,665 |
16,140 |
2,525 |
13.6% |
247 |
1.3% |
98% |
True |
False |
9,053 |
| 100 |
18,665 |
15,900 |
2,765 |
14.8% |
250 |
1.3% |
98% |
True |
False |
7,247 |
| 120 |
18,665 |
15,060 |
3,605 |
19.4% |
254 |
1.4% |
99% |
True |
False |
6,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,238 |
|
2.618 |
19,634 |
|
1.618 |
19,264 |
|
1.000 |
19,035 |
|
0.618 |
18,894 |
|
HIGH |
18,665 |
|
0.618 |
18,524 |
|
0.500 |
18,480 |
|
0.382 |
18,436 |
|
LOW |
18,295 |
|
0.618 |
18,066 |
|
1.000 |
17,925 |
|
1.618 |
17,696 |
|
2.618 |
17,326 |
|
4.250 |
16,723 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,573 |
18,561 |
| PP |
18,527 |
18,502 |
| S1 |
18,480 |
18,443 |
|