Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,365.0 |
5,364.0 |
-1.0 |
0.0% |
5,340.0 |
High |
5,370.0 |
5,369.0 |
-1.0 |
0.0% |
5,370.0 |
Low |
5,344.0 |
5,337.0 |
-7.0 |
-0.1% |
5,276.0 |
Close |
5,362.0 |
5,353.0 |
-9.0 |
-0.2% |
5,362.0 |
Range |
26.0 |
32.0 |
6.0 |
23.1% |
94.0 |
ATR |
69.1 |
66.5 |
-2.7 |
-3.8% |
0.0 |
Volume |
17,377 |
20,321 |
2,944 |
16.9% |
130,033 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,449.0 |
5,433.0 |
5,370.6 |
|
R3 |
5,417.0 |
5,401.0 |
5,361.8 |
|
R2 |
5,385.0 |
5,385.0 |
5,358.9 |
|
R1 |
5,369.0 |
5,369.0 |
5,355.9 |
5,361.0 |
PP |
5,353.0 |
5,353.0 |
5,353.0 |
5,349.0 |
S1 |
5,337.0 |
5,337.0 |
5,350.1 |
5,329.0 |
S2 |
5,321.0 |
5,321.0 |
5,347.1 |
|
S3 |
5,289.0 |
5,305.0 |
5,344.2 |
|
S4 |
5,257.0 |
5,273.0 |
5,335.4 |
|
|
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% |
40.8 |
0.8% |
82% |
False |
False |
23,254 |
10 |
5,370.0 |
5,029.0 |
341.0 |
6.4% |
69.0 |
1.3% |
95% |
False |
False |
35,140 |
20 |
5,436.0 |
5,029.0 |
407.0 |
7.6% |
65.3 |
1.2% |
80% |
False |
False |
33,441 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
52.1 |
1.0% |
70% |
False |
False |
27,766 |
60 |
5,490.0 |
5,029.0 |
461.0 |
8.6% |
47.8 |
0.9% |
70% |
False |
False |
28,116 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.4% |
39.0 |
0.7% |
65% |
False |
False |
21,112 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
32.4 |
0.6% |
64% |
False |
False |
16,901 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.4% |
28.6 |
0.5% |
64% |
False |
False |
14,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,505.0 |
2.618 |
5,452.8 |
1.618 |
5,420.8 |
1.000 |
5,401.0 |
0.618 |
5,388.8 |
HIGH |
5,369.0 |
0.618 |
5,356.8 |
0.500 |
5,353.0 |
0.382 |
5,349.2 |
LOW |
5,337.0 |
0.618 |
5,317.2 |
1.000 |
5,305.0 |
1.618 |
5,285.2 |
2.618 |
5,253.2 |
4.250 |
5,201.0 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,353.0 |
5,343.0 |
PP |
5,353.0 |
5,333.0 |
S1 |
5,353.0 |
5,323.0 |
|