Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,351.0 |
5,300.0 |
-51.0 |
-1.0% |
5,165.0 |
High |
5,355.0 |
5,350.0 |
-5.0 |
-0.1% |
5,369.0 |
Low |
5,318.0 |
5,276.0 |
-42.0 |
-0.8% |
5,029.0 |
Close |
5,320.0 |
5,338.0 |
18.0 |
0.3% |
5,357.0 |
Range |
37.0 |
74.0 |
37.0 |
100.0% |
340.0 |
ATR |
71.8 |
72.0 |
0.2 |
0.2% |
0.0 |
Volume |
22,954 |
28,602 |
5,648 |
24.6% |
236,244 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,543.3 |
5,514.7 |
5,378.7 |
|
R3 |
5,469.3 |
5,440.7 |
5,358.4 |
|
R2 |
5,395.3 |
5,395.3 |
5,351.6 |
|
R1 |
5,366.7 |
5,366.7 |
5,344.8 |
5,381.0 |
PP |
5,321.3 |
5,321.3 |
5,321.3 |
5,328.5 |
S1 |
5,292.7 |
5,292.7 |
5,331.2 |
5,307.0 |
S2 |
5,247.3 |
5,247.3 |
5,324.4 |
|
S3 |
5,173.3 |
5,218.7 |
5,317.7 |
|
S4 |
5,099.3 |
5,144.7 |
5,297.3 |
|
|
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 |
5,276.0 |
93.0 |
1.7% |
47.8 |
0.9% |
67% |
False |
True |
30,782 |
10 |
5,369.0 |
5,029.0 |
340.0 |
6.4% |
74.6 |
1.4% |
91% |
False |
False |
37,620 |
20 |
5,436.0 |
5,029.0 |
407.0 |
7.6% |
67.6 |
1.3% |
76% |
False |
False |
33,897 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
53.0 |
1.0% |
67% |
False |
False |
28,257 |
60 |
5,500.0 |
5,029.0 |
471.0 |
8.8% |
47.5 |
0.9% |
66% |
False |
False |
27,489 |
80 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
38.8 |
0.7% |
61% |
False |
False |
20,641 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
31.8 |
0.6% |
61% |
False |
False |
16,524 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
28.1 |
0.5% |
61% |
False |
False |
13,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,664.5 |
2.618 |
5,543.7 |
1.618 |
5,469.7 |
1.000 |
5,424.0 |
0.618 |
5,395.7 |
HIGH |
5,350.0 |
0.618 |
5,321.7 |
0.500 |
5,313.0 |
0.382 |
5,304.3 |
LOW |
5,276.0 |
0.618 |
5,230.3 |
1.000 |
5,202.0 |
1.618 |
5,156.3 |
2.618 |
5,082.3 |
4.250 |
4,961.5 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,329.7 |
5,330.5 |
PP |
5,321.3 |
5,323.0 |
S1 |
5,313.0 |
5,315.5 |
|