Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,224.8 |
1,216.0 |
-8.8 |
-0.7% |
1,227.7 |
High |
1,231.1 |
1,217.5 |
-13.6 |
-1.1% |
1,233.1 |
Low |
1,210.5 |
1,201.3 |
-9.2 |
-0.8% |
1,201.3 |
Close |
1,216.9 |
1,208.7 |
-8.2 |
-0.7% |
1,208.7 |
Range |
20.6 |
16.2 |
-4.4 |
-21.4% |
31.8 |
ATR |
21.4 |
21.0 |
-0.4 |
-1.7% |
0.0 |
Volume |
237,789 |
257,109 |
19,320 |
8.1% |
1,285,492 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.8 |
1,249.4 |
1,217.6 |
|
R3 |
1,241.6 |
1,233.2 |
1,213.2 |
|
R2 |
1,225.4 |
1,225.4 |
1,211.7 |
|
R1 |
1,217.0 |
1,217.0 |
1,210.2 |
1,213.1 |
PP |
1,209.2 |
1,209.2 |
1,209.2 |
1,207.2 |
S1 |
1,200.8 |
1,200.8 |
1,207.2 |
1,196.9 |
S2 |
1,193.0 |
1,193.0 |
1,205.7 |
|
S3 |
1,176.8 |
1,184.6 |
1,204.2 |
|
S4 |
1,160.6 |
1,168.4 |
1,199.8 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.8 |
1,291.0 |
1,226.2 |
|
R3 |
1,278.0 |
1,259.2 |
1,217.4 |
|
R2 |
1,246.2 |
1,246.2 |
1,214.5 |
|
R1 |
1,227.4 |
1,227.4 |
1,211.6 |
1,220.9 |
PP |
1,214.4 |
1,214.4 |
1,214.4 |
1,211.1 |
S1 |
1,195.6 |
1,195.6 |
1,205.8 |
1,189.1 |
S2 |
1,182.6 |
1,182.6 |
1,202.9 |
|
S3 |
1,150.8 |
1,163.8 |
1,200.0 |
|
S4 |
1,119.0 |
1,132.0 |
1,191.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,233.1 |
1,201.3 |
31.8 |
2.6% |
16.3 |
1.4% |
23% |
False |
True |
257,098 |
10 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
27.5 |
2.3% |
5% |
False |
True |
338,434 |
20 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
21.4 |
1.8% |
5% |
False |
True |
260,500 |
40 |
1,346.1 |
1,201.3 |
144.8 |
12.0% |
17.6 |
1.5% |
5% |
False |
True |
215,211 |
60 |
1,357.6 |
1,201.3 |
156.3 |
12.9% |
16.9 |
1.4% |
5% |
False |
True |
203,444 |
80 |
1,374.2 |
1,201.3 |
172.9 |
14.3% |
16.6 |
1.4% |
4% |
False |
True |
195,485 |
100 |
1,384.4 |
1,201.3 |
183.1 |
15.1% |
17.3 |
1.4% |
4% |
False |
True |
166,945 |
120 |
1,384.4 |
1,201.3 |
183.1 |
15.1% |
18.2 |
1.5% |
4% |
False |
True |
140,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,286.4 |
2.618 |
1,259.9 |
1.618 |
1,243.7 |
1.000 |
1,233.7 |
0.618 |
1,227.5 |
HIGH |
1,217.5 |
0.618 |
1,211.3 |
0.500 |
1,209.4 |
0.382 |
1,207.5 |
LOW |
1,201.3 |
0.618 |
1,191.3 |
1.000 |
1,185.1 |
1.618 |
1,175.1 |
2.618 |
1,158.9 |
4.250 |
1,132.5 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,209.4 |
1,217.2 |
PP |
1,209.2 |
1,214.4 |
S1 |
1,208.9 |
1,211.5 |
|