Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,340.0 |
5,339.0 |
-1.0 |
0.0% |
5,165.0 |
High |
5,357.0 |
5,341.0 |
-16.0 |
-0.3% |
5,369.0 |
Low |
5,317.0 |
5,306.0 |
-11.0 |
-0.2% |
5,029.0 |
Close |
5,351.0 |
5,324.0 |
-27.0 |
-0.5% |
5,357.0 |
Range |
40.0 |
35.0 |
-5.0 |
-12.5% |
340.0 |
ATR |
76.8 |
74.5 |
-2.3 |
-3.0% |
0.0 |
Volume |
34,082 |
27,018 |
-7,064 |
-20.7% |
236,244 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,428.7 |
5,411.3 |
5,343.3 |
|
R3 |
5,393.7 |
5,376.3 |
5,333.6 |
|
R2 |
5,358.7 |
5,358.7 |
5,330.4 |
|
R1 |
5,341.3 |
5,341.3 |
5,327.2 |
5,332.5 |
PP |
5,323.7 |
5,323.7 |
5,323.7 |
5,319.3 |
S1 |
5,306.3 |
5,306.3 |
5,320.8 |
5,297.5 |
S2 |
5,288.7 |
5,288.7 |
5,317.6 |
|
S3 |
5,253.7 |
5,271.3 |
5,314.4 |
|
S4 |
5,218.7 |
5,236.3 |
5,304.8 |
|
|
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% |
96.6 |
1.8% |
87% |
False |
False |
46,335 |
10 |
5,369.0 |
5,029.0 |
340.0 |
6.4% |
75.4 |
1.4% |
87% |
False |
False |
39,220 |
20 |
5,437.0 |
5,029.0 |
408.0 |
7.7% |
65.0 |
1.2% |
72% |
False |
False |
33,398 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.7% |
52.3 |
1.0% |
64% |
False |
False |
28,375 |
60 |
5,531.0 |
5,029.0 |
502.0 |
9.4% |
45.7 |
0.9% |
59% |
False |
False |
26,630 |
80 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
37.6 |
0.7% |
59% |
False |
False |
19,996 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
30.8 |
0.6% |
59% |
False |
False |
16,009 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
27.2 |
0.5% |
59% |
False |
False |
13,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,489.8 |
2.618 |
5,432.6 |
1.618 |
5,397.6 |
1.000 |
5,376.0 |
0.618 |
5,362.6 |
HIGH |
5,341.0 |
0.618 |
5,327.6 |
0.500 |
5,323.5 |
0.382 |
5,319.4 |
LOW |
5,306.0 |
0.618 |
5,284.4 |
1.000 |
5,271.0 |
1.618 |
5,249.4 |
2.618 |
5,214.4 |
4.250 |
5,157.3 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,323.8 |
5,337.5 |
PP |
5,323.7 |
5,333.0 |
S1 |
5,323.5 |
5,328.5 |
|