Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,228.0 |
1,224.8 |
-3.2 |
-0.3% |
1,294.5 |
High |
1,233.1 |
1,231.1 |
-2.0 |
-0.2% |
1,338.3 |
Low |
1,221.0 |
1,210.5 |
-10.5 |
-0.9% |
1,218.7 |
Close |
1,223.9 |
1,216.9 |
-7.0 |
-0.6% |
1,224.3 |
Range |
12.1 |
20.6 |
8.5 |
70.2% |
119.6 |
ATR |
21.5 |
21.4 |
-0.1 |
-0.3% |
0.0 |
Volume |
204,454 |
237,789 |
33,335 |
16.3% |
2,098,856 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.3 |
1,269.7 |
1,228.2 |
|
R3 |
1,260.7 |
1,249.1 |
1,222.6 |
|
R2 |
1,240.1 |
1,240.1 |
1,220.7 |
|
R1 |
1,228.5 |
1,228.5 |
1,218.8 |
1,224.0 |
PP |
1,219.5 |
1,219.5 |
1,219.5 |
1,217.3 |
S1 |
1,207.9 |
1,207.9 |
1,215.0 |
1,203.4 |
S2 |
1,198.9 |
1,198.9 |
1,213.1 |
|
S3 |
1,178.3 |
1,187.3 |
1,211.2 |
|
S4 |
1,157.7 |
1,166.7 |
1,205.6 |
|
|
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 |
1,265.0 |
1,210.5 |
54.5 |
4.5% |
22.3 |
1.8% |
12% |
False |
True |
294,593 |
10 |
1,338.3 |
1,210.5 |
127.8 |
10.5% |
27.1 |
2.2% |
5% |
False |
True |
334,469 |
20 |
1,338.3 |
1,210.5 |
127.8 |
10.5% |
20.9 |
1.7% |
5% |
False |
True |
252,713 |
40 |
1,346.1 |
1,210.5 |
135.6 |
11.1% |
17.4 |
1.4% |
5% |
False |
True |
211,614 |
60 |
1,357.6 |
1,210.5 |
147.1 |
12.1% |
16.8 |
1.4% |
4% |
False |
True |
201,953 |
80 |
1,374.2 |
1,210.5 |
163.7 |
13.5% |
16.6 |
1.4% |
4% |
False |
True |
194,706 |
100 |
1,384.4 |
1,210.5 |
173.9 |
14.3% |
17.3 |
1.4% |
4% |
False |
True |
164,456 |
120 |
1,384.4 |
1,210.5 |
173.9 |
14.3% |
18.2 |
1.5% |
4% |
False |
True |
138,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,318.7 |
2.618 |
1,285.0 |
1.618 |
1,264.4 |
1.000 |
1,251.7 |
0.618 |
1,243.8 |
HIGH |
1,231.1 |
0.618 |
1,223.2 |
0.500 |
1,220.8 |
0.382 |
1,218.4 |
LOW |
1,210.5 |
0.618 |
1,197.8 |
1.000 |
1,189.9 |
1.618 |
1,177.2 |
2.618 |
1,156.6 |
4.250 |
1,123.0 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,220.8 |
1,221.8 |
PP |
1,219.5 |
1,220.2 |
S1 |
1,218.2 |
1,218.5 |
|