Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,300.0 |
5,365.0 |
65.0 |
1.2% |
5,340.0 |
High |
5,350.0 |
5,370.0 |
20.0 |
0.4% |
5,370.0 |
Low |
5,276.0 |
5,344.0 |
68.0 |
1.3% |
5,276.0 |
Close |
5,338.0 |
5,362.0 |
24.0 |
0.4% |
5,362.0 |
Range |
74.0 |
26.0 |
-48.0 |
-64.9% |
94.0 |
ATR |
72.0 |
69.1 |
-2.9 |
-4.0% |
0.0 |
Volume |
28,602 |
17,377 |
-11,225 |
-39.2% |
130,033 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,436.7 |
5,425.3 |
5,376.3 |
|
R3 |
5,410.7 |
5,399.3 |
5,369.2 |
|
R2 |
5,384.7 |
5,384.7 |
5,366.8 |
|
R1 |
5,373.3 |
5,373.3 |
5,364.4 |
5,366.0 |
PP |
5,358.7 |
5,358.7 |
5,358.7 |
5,355.0 |
S1 |
5,347.3 |
5,347.3 |
5,359.6 |
5,340.0 |
S2 |
5,332.7 |
5,332.7 |
5,357.2 |
|
S3 |
5,306.7 |
5,321.3 |
5,354.9 |
|
S4 |
5,280.7 |
5,295.3 |
5,347.7 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,618.0 |
5,584.0 |
5,413.7 |
|
R3 |
5,524.0 |
5,490.0 |
5,387.9 |
|
R2 |
5,430.0 |
5,430.0 |
5,379.2 |
|
R1 |
5,396.0 |
5,396.0 |
5,370.6 |
5,413.0 |
PP |
5,336.0 |
5,336.0 |
5,336.0 |
5,344.5 |
S1 |
5,302.0 |
5,302.0 |
5,353.4 |
5,319.0 |
S2 |
5,242.0 |
5,242.0 |
5,344.8 |
|
S3 |
5,148.0 |
5,208.0 |
5,336.2 |
|
S4 |
5,054.0 |
5,114.0 |
5,310.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,370.0 |
5,276.0 |
94.0 |
1.8% |
42.4 |
0.8% |
91% |
True |
False |
26,006 |
10 |
5,370.0 |
5,029.0 |
341.0 |
6.4% |
73.6 |
1.4% |
98% |
True |
False |
36,627 |
20 |
5,436.0 |
5,029.0 |
407.0 |
7.6% |
67.0 |
1.2% |
82% |
False |
False |
33,735 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
52.2 |
1.0% |
72% |
False |
False |
27,678 |
60 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
47.4 |
0.9% |
72% |
False |
False |
27,778 |
80 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
39.0 |
0.7% |
66% |
False |
False |
20,858 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
32.1 |
0.6% |
66% |
False |
False |
16,698 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
28.3 |
0.5% |
66% |
False |
False |
13,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,480.5 |
2.618 |
5,438.1 |
1.618 |
5,412.1 |
1.000 |
5,396.0 |
0.618 |
5,386.1 |
HIGH |
5,370.0 |
0.618 |
5,360.1 |
0.500 |
5,357.0 |
0.382 |
5,353.9 |
LOW |
5,344.0 |
0.618 |
5,327.9 |
1.000 |
5,318.0 |
1.618 |
5,301.9 |
2.618 |
5,275.9 |
4.250 |
5,233.5 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,360.3 |
5,349.0 |
PP |
5,358.7 |
5,336.0 |
S1 |
5,357.0 |
5,323.0 |
|