Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,339.0 |
5,351.0 |
12.0 |
0.2% |
5,165.0 |
High |
5,341.0 |
5,355.0 |
14.0 |
0.3% |
5,369.0 |
Low |
5,306.0 |
5,318.0 |
12.0 |
0.2% |
5,029.0 |
Close |
5,324.0 |
5,320.0 |
-4.0 |
-0.1% |
5,357.0 |
Range |
35.0 |
37.0 |
2.0 |
5.7% |
340.0 |
ATR |
74.5 |
71.8 |
-2.7 |
-3.6% |
0.0 |
Volume |
27,018 |
22,954 |
-4,064 |
-15.0% |
236,244 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,442.0 |
5,418.0 |
5,340.4 |
|
R3 |
5,405.0 |
5,381.0 |
5,330.2 |
|
R2 |
5,368.0 |
5,368.0 |
5,326.8 |
|
R1 |
5,344.0 |
5,344.0 |
5,323.4 |
5,337.5 |
PP |
5,331.0 |
5,331.0 |
5,331.0 |
5,327.8 |
S1 |
5,307.0 |
5,307.0 |
5,316.6 |
5,300.5 |
S2 |
5,294.0 |
5,294.0 |
5,313.2 |
|
S3 |
5,257.0 |
5,270.0 |
5,309.8 |
|
S4 |
5,220.0 |
5,233.0 |
5,299.7 |
|
|
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 |
5,270.0 |
99.0 |
1.9% |
50.0 |
0.9% |
51% |
False |
False |
35,387 |
10 |
5,369.0 |
5,029.0 |
340.0 |
6.4% |
74.1 |
1.4% |
86% |
False |
False |
37,848 |
20 |
5,437.0 |
5,029.0 |
408.0 |
7.7% |
65.3 |
1.2% |
71% |
False |
False |
33,433 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.7% |
52.0 |
1.0% |
63% |
False |
False |
28,117 |
60 |
5,500.0 |
5,029.0 |
471.0 |
8.9% |
46.2 |
0.9% |
62% |
False |
False |
27,013 |
80 |
5,532.0 |
5,029.0 |
503.0 |
9.5% |
37.9 |
0.7% |
58% |
False |
False |
20,283 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.5% |
31.1 |
0.6% |
58% |
False |
False |
16,239 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.5% |
27.5 |
0.5% |
58% |
False |
False |
13,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,512.3 |
2.618 |
5,451.9 |
1.618 |
5,414.9 |
1.000 |
5,392.0 |
0.618 |
5,377.9 |
HIGH |
5,355.0 |
0.618 |
5,340.9 |
0.500 |
5,336.5 |
0.382 |
5,332.1 |
LOW |
5,318.0 |
0.618 |
5,295.1 |
1.000 |
5,281.0 |
1.618 |
5,258.1 |
2.618 |
5,221.1 |
4.250 |
5,160.8 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,336.5 |
5,331.5 |
PP |
5,331.0 |
5,327.7 |
S1 |
5,325.5 |
5,323.8 |
|