Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,213.5 |
1,212.6 |
-0.9 |
-0.1% |
1,227.7 |
High |
1,220.9 |
1,214.7 |
-6.2 |
-0.5% |
1,233.1 |
Low |
1,205.6 |
1,181.2 |
-24.4 |
-2.0% |
1,201.3 |
Close |
1,211.2 |
1,189.3 |
-21.9 |
-1.8% |
1,208.7 |
Range |
15.3 |
33.5 |
18.2 |
119.0% |
31.8 |
ATR |
20.0 |
21.0 |
1.0 |
4.8% |
0.0 |
Volume |
210,554 |
367,807 |
157,253 |
74.7% |
1,285,492 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.6 |
1,275.9 |
1,207.7 |
|
R3 |
1,262.1 |
1,242.4 |
1,198.5 |
|
R2 |
1,228.6 |
1,228.6 |
1,195.4 |
|
R1 |
1,208.9 |
1,208.9 |
1,192.4 |
1,202.0 |
PP |
1,195.1 |
1,195.1 |
1,195.1 |
1,191.6 |
S1 |
1,175.4 |
1,175.4 |
1,186.2 |
1,168.5 |
S2 |
1,161.6 |
1,161.6 |
1,183.2 |
|
S3 |
1,128.1 |
1,141.9 |
1,180.1 |
|
S4 |
1,094.6 |
1,108.4 |
1,170.9 |
|
|
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 |
1,231.1 |
1,181.2 |
49.9 |
4.2% |
19.6 |
1.6% |
16% |
False |
True |
248,217 |
10 |
1,292.5 |
1,181.2 |
111.3 |
9.4% |
23.0 |
1.9% |
7% |
False |
True |
288,982 |
20 |
1,338.3 |
1,181.2 |
157.1 |
13.2% |
22.4 |
1.9% |
5% |
False |
True |
275,861 |
40 |
1,338.3 |
1,181.2 |
157.1 |
13.2% |
18.2 |
1.5% |
5% |
False |
True |
222,067 |
60 |
1,357.6 |
1,181.2 |
176.4 |
14.8% |
17.1 |
1.4% |
5% |
False |
True |
205,854 |
80 |
1,373.4 |
1,181.2 |
192.2 |
16.2% |
16.7 |
1.4% |
4% |
False |
True |
198,516 |
100 |
1,384.4 |
1,181.2 |
203.2 |
17.1% |
17.3 |
1.5% |
4% |
False |
True |
173,832 |
120 |
1,384.4 |
1,181.2 |
203.2 |
17.1% |
18.3 |
1.5% |
4% |
False |
True |
146,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,357.1 |
2.618 |
1,302.4 |
1.618 |
1,268.9 |
1.000 |
1,248.2 |
0.618 |
1,235.4 |
HIGH |
1,214.7 |
0.618 |
1,201.9 |
0.500 |
1,198.0 |
0.382 |
1,194.0 |
LOW |
1,181.2 |
0.618 |
1,160.5 |
1.000 |
1,147.7 |
1.618 |
1,127.0 |
2.618 |
1,093.5 |
4.250 |
1,038.8 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,198.0 |
1,201.1 |
PP |
1,195.1 |
1,197.1 |
S1 |
1,192.2 |
1,193.2 |
|