Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,258.7 |
1,227.7 |
-31.0 |
-2.5% |
1,294.5 |
High |
1,265.0 |
1,230.9 |
-34.1 |
-2.7% |
1,338.3 |
Low |
1,218.7 |
1,211.0 |
-7.7 |
-0.6% |
1,218.7 |
Close |
1,224.3 |
1,221.7 |
-2.6 |
-0.2% |
1,224.3 |
Range |
46.3 |
19.9 |
-26.4 |
-57.0% |
119.6 |
ATR |
23.1 |
22.9 |
-0.2 |
-1.0% |
0.0 |
Volume |
444,585 |
351,968 |
-92,617 |
-20.8% |
2,098,856 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.9 |
1,271.2 |
1,232.6 |
|
R3 |
1,261.0 |
1,251.3 |
1,227.2 |
|
R2 |
1,241.1 |
1,241.1 |
1,225.3 |
|
R1 |
1,231.4 |
1,231.4 |
1,223.5 |
1,226.3 |
PP |
1,221.2 |
1,221.2 |
1,221.2 |
1,218.7 |
S1 |
1,211.5 |
1,211.5 |
1,219.9 |
1,206.4 |
S2 |
1,201.3 |
1,201.3 |
1,218.1 |
|
S3 |
1,181.4 |
1,191.6 |
1,216.2 |
|
S4 |
1,161.5 |
1,171.7 |
1,210.8 |
|
|
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 |
1,211.0 |
127.3 |
10.4% |
39.0 |
3.2% |
8% |
False |
True |
445,828 |
10 |
1,338.3 |
1,211.0 |
127.3 |
10.4% |
28.5 |
2.3% |
8% |
False |
True |
334,578 |
20 |
1,338.3 |
1,211.0 |
127.3 |
10.4% |
20.3 |
1.7% |
8% |
False |
True |
240,334 |
40 |
1,347.8 |
1,211.0 |
136.8 |
11.2% |
17.4 |
1.4% |
8% |
False |
True |
207,943 |
60 |
1,357.6 |
1,211.0 |
146.6 |
12.0% |
16.7 |
1.4% |
7% |
False |
True |
199,246 |
80 |
1,374.2 |
1,211.0 |
163.2 |
13.4% |
16.7 |
1.4% |
7% |
False |
True |
191,113 |
100 |
1,384.4 |
1,211.0 |
173.4 |
14.2% |
18.3 |
1.5% |
6% |
False |
True |
158,340 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.5% |
18.2 |
1.5% |
8% |
False |
False |
133,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.5 |
2.618 |
1,283.0 |
1.618 |
1,263.1 |
1.000 |
1,250.8 |
0.618 |
1,243.2 |
HIGH |
1,230.9 |
0.618 |
1,223.3 |
0.500 |
1,221.0 |
0.382 |
1,218.6 |
LOW |
1,211.0 |
0.618 |
1,198.7 |
1.000 |
1,191.1 |
1.618 |
1,178.8 |
2.618 |
1,158.9 |
4.250 |
1,126.4 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,221.5 |
1,251.8 |
PP |
1,221.2 |
1,241.7 |
S1 |
1,221.0 |
1,231.7 |
|