Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,278.4 |
1,258.7 |
-19.7 |
-1.5% |
1,294.5 |
High |
1,292.5 |
1,265.0 |
-27.5 |
-2.1% |
1,338.3 |
Low |
1,251.9 |
1,218.7 |
-33.2 |
-2.7% |
1,218.7 |
Close |
1,266.4 |
1,224.3 |
-42.1 |
-3.3% |
1,224.3 |
Range |
40.6 |
46.3 |
5.7 |
14.0% |
119.6 |
ATR |
21.2 |
23.1 |
1.9 |
8.9% |
0.0 |
Volume |
413,555 |
444,585 |
31,030 |
7.5% |
2,098,856 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.9 |
1,345.9 |
1,249.8 |
|
R3 |
1,328.6 |
1,299.6 |
1,237.0 |
|
R2 |
1,282.3 |
1,282.3 |
1,232.8 |
|
R1 |
1,253.3 |
1,253.3 |
1,228.5 |
1,244.7 |
PP |
1,236.0 |
1,236.0 |
1,236.0 |
1,231.7 |
S1 |
1,207.0 |
1,207.0 |
1,220.1 |
1,198.4 |
S2 |
1,189.7 |
1,189.7 |
1,215.8 |
|
S3 |
1,143.4 |
1,160.7 |
1,211.6 |
|
S4 |
1,097.1 |
1,114.4 |
1,198.8 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,619.2 |
1,541.4 |
1,290.1 |
|
R3 |
1,499.6 |
1,421.8 |
1,257.2 |
|
R2 |
1,380.0 |
1,380.0 |
1,246.2 |
|
R1 |
1,302.2 |
1,302.2 |
1,235.3 |
1,281.3 |
PP |
1,260.4 |
1,260.4 |
1,260.4 |
1,250.0 |
S1 |
1,182.6 |
1,182.6 |
1,213.3 |
1,161.7 |
S2 |
1,140.8 |
1,140.8 |
1,202.4 |
|
S3 |
1,021.2 |
1,063.0 |
1,191.4 |
|
S4 |
901.6 |
943.4 |
1,158.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,338.3 |
1,218.7 |
119.6 |
9.8% |
38.6 |
3.2% |
5% |
False |
True |
419,771 |
10 |
1,338.3 |
1,218.7 |
119.6 |
9.8% |
27.4 |
2.2% |
5% |
False |
True |
311,751 |
20 |
1,338.3 |
1,218.7 |
119.6 |
9.8% |
19.7 |
1.6% |
5% |
False |
True |
228,330 |
40 |
1,347.8 |
1,218.7 |
129.1 |
10.5% |
17.2 |
1.4% |
4% |
False |
True |
202,040 |
60 |
1,357.9 |
1,218.7 |
139.2 |
11.4% |
16.6 |
1.4% |
4% |
False |
True |
196,464 |
80 |
1,374.2 |
1,218.7 |
155.5 |
12.7% |
16.6 |
1.4% |
4% |
False |
True |
187,517 |
100 |
1,384.4 |
1,218.7 |
165.7 |
13.5% |
18.3 |
1.5% |
3% |
False |
True |
154,875 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.5% |
18.2 |
1.5% |
10% |
False |
False |
130,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.8 |
2.618 |
1,386.2 |
1.618 |
1,339.9 |
1.000 |
1,311.3 |
0.618 |
1,293.6 |
HIGH |
1,265.0 |
0.618 |
1,247.3 |
0.500 |
1,241.9 |
0.382 |
1,236.4 |
LOW |
1,218.7 |
0.618 |
1,190.1 |
1.000 |
1,172.4 |
1.618 |
1,143.8 |
2.618 |
1,097.5 |
4.250 |
1,021.9 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,241.9 |
1,278.5 |
PP |
1,236.0 |
1,260.4 |
S1 |
1,230.2 |
1,242.4 |
|