Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,216.0 |
1,207.3 |
-8.7 |
-0.7% |
1,227.7 |
High |
1,217.5 |
1,217.8 |
0.3 |
0.0% |
1,233.1 |
Low |
1,201.3 |
1,205.4 |
4.1 |
0.3% |
1,201.3 |
Close |
1,208.7 |
1,209.8 |
1.1 |
0.1% |
1,208.7 |
Range |
16.2 |
12.4 |
-3.8 |
-23.5% |
31.8 |
ATR |
21.0 |
20.4 |
-0.6 |
-2.9% |
0.0 |
Volume |
257,109 |
167,828 |
-89,281 |
-34.7% |
1,285,492 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,248.2 |
1,241.4 |
1,216.6 |
|
R3 |
1,235.8 |
1,229.0 |
1,213.2 |
|
R2 |
1,223.4 |
1,223.4 |
1,212.1 |
|
R1 |
1,216.6 |
1,216.6 |
1,210.9 |
1,220.0 |
PP |
1,211.0 |
1,211.0 |
1,211.0 |
1,212.7 |
S1 |
1,204.2 |
1,204.2 |
1,208.7 |
1,207.6 |
S2 |
1,198.6 |
1,198.6 |
1,207.5 |
|
S3 |
1,186.2 |
1,191.8 |
1,206.4 |
|
S4 |
1,173.8 |
1,179.4 |
1,203.0 |
|
|
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% |
14.8 |
1.2% |
27% |
False |
False |
220,270 |
10 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
26.9 |
2.2% |
6% |
False |
False |
333,049 |
20 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
21.3 |
1.8% |
6% |
False |
False |
261,050 |
40 |
1,343.5 |
1,201.3 |
142.2 |
11.8% |
17.7 |
1.5% |
6% |
False |
False |
216,241 |
60 |
1,357.6 |
1,201.3 |
156.3 |
12.9% |
16.7 |
1.4% |
5% |
False |
False |
201,241 |
80 |
1,374.2 |
1,201.3 |
172.9 |
14.3% |
16.5 |
1.4% |
5% |
False |
False |
194,717 |
100 |
1,384.4 |
1,201.3 |
183.1 |
15.1% |
17.3 |
1.4% |
5% |
False |
False |
168,489 |
120 |
1,384.4 |
1,201.3 |
183.1 |
15.1% |
18.3 |
1.5% |
5% |
False |
False |
142,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.5 |
2.618 |
1,250.3 |
1.618 |
1,237.9 |
1.000 |
1,230.2 |
0.618 |
1,225.5 |
HIGH |
1,217.8 |
0.618 |
1,213.1 |
0.500 |
1,211.6 |
0.382 |
1,210.1 |
LOW |
1,205.4 |
0.618 |
1,197.7 |
1.000 |
1,193.0 |
1.618 |
1,185.3 |
2.618 |
1,172.9 |
4.250 |
1,152.7 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,211.6 |
1,216.2 |
PP |
1,211.0 |
1,214.1 |
S1 |
1,210.4 |
1,211.9 |
|