Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,320.0 |
5,340.0 |
20.0 |
0.4% |
5,165.0 |
High |
5,369.0 |
5,357.0 |
-12.0 |
-0.2% |
5,369.0 |
Low |
5,316.0 |
5,317.0 |
1.0 |
0.0% |
5,029.0 |
Close |
5,357.0 |
5,351.0 |
-6.0 |
-0.1% |
5,357.0 |
Range |
53.0 |
40.0 |
-13.0 |
-24.5% |
340.0 |
ATR |
79.6 |
76.8 |
-2.8 |
-3.6% |
0.0 |
Volume |
41,256 |
34,082 |
-7,174 |
-17.4% |
236,244 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,461.7 |
5,446.3 |
5,373.0 |
|
R3 |
5,421.7 |
5,406.3 |
5,362.0 |
|
R2 |
5,381.7 |
5,381.7 |
5,358.3 |
|
R1 |
5,366.3 |
5,366.3 |
5,354.7 |
5,374.0 |
PP |
5,341.7 |
5,341.7 |
5,341.7 |
5,345.5 |
S1 |
5,326.3 |
5,326.3 |
5,347.3 |
5,334.0 |
S2 |
5,301.7 |
5,301.7 |
5,343.7 |
|
S3 |
5,261.7 |
5,286.3 |
5,340.0 |
|
S4 |
5,221.7 |
5,246.3 |
5,329.0 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,271.7 |
6,154.3 |
5,544.0 |
|
R3 |
5,931.7 |
5,814.3 |
5,450.5 |
|
R2 |
5,591.7 |
5,591.7 |
5,419.3 |
|
R1 |
5,474.3 |
5,474.3 |
5,388.2 |
5,533.0 |
PP |
5,251.7 |
5,251.7 |
5,251.7 |
5,281.0 |
S1 |
5,134.3 |
5,134.3 |
5,325.8 |
5,193.0 |
S2 |
4,911.7 |
4,911.7 |
5,294.7 |
|
S3 |
4,571.7 |
4,794.3 |
5,263.5 |
|
S4 |
4,231.7 |
4,454.3 |
5,170.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,369.0 |
5,029.0 |
340.0 |
6.4% |
97.2 |
1.8% |
95% |
False |
False |
47,026 |
10 |
5,369.0 |
5,029.0 |
340.0 |
6.4% |
74.9 |
1.4% |
95% |
False |
False |
39,348 |
20 |
5,437.0 |
5,029.0 |
408.0 |
7.6% |
65.0 |
1.2% |
79% |
False |
False |
33,159 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
52.2 |
1.0% |
70% |
False |
False |
28,211 |
60 |
5,531.0 |
5,029.0 |
502.0 |
9.4% |
45.4 |
0.8% |
64% |
False |
False |
26,182 |
80 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
37.2 |
0.7% |
64% |
False |
False |
19,659 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
30.4 |
0.6% |
64% |
False |
False |
15,739 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
26.9 |
0.5% |
64% |
False |
False |
13,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,527.0 |
2.618 |
5,461.7 |
1.618 |
5,421.7 |
1.000 |
5,397.0 |
0.618 |
5,381.7 |
HIGH |
5,357.0 |
0.618 |
5,341.7 |
0.500 |
5,337.0 |
0.382 |
5,332.3 |
LOW |
5,317.0 |
0.618 |
5,292.3 |
1.000 |
5,277.0 |
1.618 |
5,252.3 |
2.618 |
5,212.3 |
4.250 |
5,147.0 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,346.3 |
5,340.5 |
PP |
5,341.7 |
5,330.0 |
S1 |
5,337.0 |
5,319.5 |
|