Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,227.7 |
1,221.8 |
-5.9 |
-0.5% |
1,294.5 |
High |
1,230.9 |
1,231.4 |
0.5 |
0.0% |
1,338.3 |
Low |
1,211.0 |
1,218.6 |
7.6 |
0.6% |
1,218.7 |
Close |
1,221.7 |
1,224.5 |
2.8 |
0.2% |
1,224.3 |
Range |
19.9 |
12.8 |
-7.1 |
-35.7% |
119.6 |
ATR |
22.9 |
22.2 |
-0.7 |
-3.2% |
0.0 |
Volume |
351,968 |
234,172 |
-117,796 |
-33.5% |
2,098,856 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.2 |
1,256.7 |
1,231.5 |
|
R3 |
1,250.4 |
1,243.9 |
1,228.0 |
|
R2 |
1,237.6 |
1,237.6 |
1,226.8 |
|
R1 |
1,231.1 |
1,231.1 |
1,225.7 |
1,234.4 |
PP |
1,224.8 |
1,224.8 |
1,224.8 |
1,226.5 |
S1 |
1,218.3 |
1,218.3 |
1,223.3 |
1,221.6 |
S2 |
1,212.0 |
1,212.0 |
1,222.2 |
|
S3 |
1,199.2 |
1,205.5 |
1,221.0 |
|
S4 |
1,186.4 |
1,192.7 |
1,217.5 |
|
|
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% |
38.0 |
3.1% |
11% |
False |
False |
452,162 |
10 |
1,338.3 |
1,211.0 |
127.3 |
10.4% |
28.1 |
2.3% |
11% |
False |
False |
337,270 |
20 |
1,338.3 |
1,211.0 |
127.3 |
10.4% |
20.5 |
1.7% |
11% |
False |
False |
244,634 |
40 |
1,347.8 |
1,211.0 |
136.8 |
11.2% |
17.6 |
1.4% |
10% |
False |
False |
211,454 |
60 |
1,357.6 |
1,211.0 |
146.6 |
12.0% |
16.7 |
1.4% |
9% |
False |
False |
200,541 |
80 |
1,374.2 |
1,211.0 |
163.2 |
13.3% |
16.7 |
1.4% |
8% |
False |
False |
192,434 |
100 |
1,384.4 |
1,211.0 |
173.4 |
14.2% |
17.3 |
1.4% |
8% |
False |
False |
160,323 |
120 |
1,384.4 |
1,207.0 |
177.4 |
14.5% |
18.2 |
1.5% |
10% |
False |
False |
134,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.8 |
2.618 |
1,264.9 |
1.618 |
1,252.1 |
1.000 |
1,244.2 |
0.618 |
1,239.3 |
HIGH |
1,231.4 |
0.618 |
1,226.5 |
0.500 |
1,225.0 |
0.382 |
1,223.5 |
LOW |
1,218.6 |
0.618 |
1,210.7 |
1.000 |
1,205.8 |
1.618 |
1,197.9 |
2.618 |
1,185.1 |
4.250 |
1,164.2 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,225.0 |
1,238.0 |
PP |
1,224.8 |
1,233.5 |
S1 |
1,224.7 |
1,229.0 |
|