Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,207.3 |
1,213.5 |
6.2 |
0.5% |
1,227.7 |
High |
1,217.8 |
1,220.9 |
3.1 |
0.3% |
1,233.1 |
Low |
1,205.4 |
1,205.6 |
0.2 |
0.0% |
1,201.3 |
Close |
1,209.8 |
1,211.2 |
1.4 |
0.1% |
1,208.7 |
Range |
12.4 |
15.3 |
2.9 |
23.4% |
31.8 |
ATR |
20.4 |
20.0 |
-0.4 |
-1.8% |
0.0 |
Volume |
167,828 |
210,554 |
42,726 |
25.5% |
1,285,492 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.5 |
1,250.1 |
1,219.6 |
|
R3 |
1,243.2 |
1,234.8 |
1,215.4 |
|
R2 |
1,227.9 |
1,227.9 |
1,214.0 |
|
R1 |
1,219.5 |
1,219.5 |
1,212.6 |
1,216.1 |
PP |
1,212.6 |
1,212.6 |
1,212.6 |
1,210.8 |
S1 |
1,204.2 |
1,204.2 |
1,209.8 |
1,200.8 |
S2 |
1,197.3 |
1,197.3 |
1,208.4 |
|
S3 |
1,182.0 |
1,188.9 |
1,207.0 |
|
S4 |
1,166.7 |
1,173.6 |
1,202.8 |
|
|
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% |
15.3 |
1.3% |
31% |
False |
False |
215,546 |
10 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
26.6 |
2.2% |
7% |
False |
False |
333,854 |
20 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
21.4 |
1.8% |
7% |
False |
False |
264,576 |
40 |
1,338.3 |
1,201.3 |
137.0 |
11.3% |
17.6 |
1.5% |
7% |
False |
False |
216,811 |
60 |
1,357.6 |
1,201.3 |
156.3 |
12.9% |
16.8 |
1.4% |
6% |
False |
False |
202,379 |
80 |
1,374.2 |
1,201.3 |
172.9 |
14.3% |
16.5 |
1.4% |
6% |
False |
False |
195,941 |
100 |
1,384.4 |
1,201.3 |
183.1 |
15.1% |
17.2 |
1.4% |
5% |
False |
False |
170,400 |
120 |
1,384.4 |
1,201.3 |
183.1 |
15.1% |
18.1 |
1.5% |
5% |
False |
False |
143,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.9 |
2.618 |
1,261.0 |
1.618 |
1,245.7 |
1.000 |
1,236.2 |
0.618 |
1,230.4 |
HIGH |
1,220.9 |
0.618 |
1,215.1 |
0.500 |
1,213.3 |
0.382 |
1,211.4 |
LOW |
1,205.6 |
0.618 |
1,196.1 |
1.000 |
1,190.3 |
1.618 |
1,180.8 |
2.618 |
1,165.5 |
4.250 |
1,140.6 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,213.3 |
1,211.2 |
PP |
1,212.6 |
1,211.1 |
S1 |
1,211.9 |
1,211.1 |
|