Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
5,364.0 |
5,386.0 |
22.0 |
0.4% |
5,340.0 |
High |
5,369.0 |
5,432.0 |
63.0 |
1.2% |
5,370.0 |
Low |
5,337.0 |
5,382.0 |
45.0 |
0.8% |
5,276.0 |
Close |
5,353.0 |
5,421.0 |
68.0 |
1.3% |
5,362.0 |
Range |
32.0 |
50.0 |
18.0 |
56.3% |
94.0 |
ATR |
66.5 |
67.4 |
0.9 |
1.3% |
0.0 |
Volume |
20,321 |
24,713 |
4,392 |
21.6% |
130,033 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,561.7 |
5,541.3 |
5,448.5 |
|
R3 |
5,511.7 |
5,491.3 |
5,434.8 |
|
R2 |
5,461.7 |
5,461.7 |
5,430.2 |
|
R1 |
5,441.3 |
5,441.3 |
5,425.6 |
5,451.5 |
PP |
5,411.7 |
5,411.7 |
5,411.7 |
5,416.8 |
S1 |
5,391.3 |
5,391.3 |
5,416.4 |
5,401.5 |
S2 |
5,361.7 |
5,361.7 |
5,411.8 |
|
S3 |
5,311.7 |
5,341.3 |
5,407.3 |
|
S4 |
5,261.7 |
5,291.3 |
5,393.5 |
|
|
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 |
5,432.0 |
5,276.0 |
156.0 |
2.9% |
43.8 |
0.8% |
93% |
True |
False |
22,793 |
10 |
5,432.0 |
5,029.0 |
403.0 |
7.4% |
70.2 |
1.3% |
97% |
True |
False |
34,564 |
20 |
5,432.0 |
5,029.0 |
403.0 |
7.4% |
65.4 |
1.2% |
97% |
True |
False |
33,600 |
40 |
5,490.0 |
5,029.0 |
461.0 |
8.5% |
52.0 |
1.0% |
85% |
False |
False |
27,660 |
60 |
5,490.0 |
5,029.0 |
461.0 |
8.5% |
48.5 |
0.9% |
85% |
False |
False |
28,527 |
80 |
5,531.0 |
5,029.0 |
502.0 |
9.3% |
39.6 |
0.7% |
78% |
False |
False |
21,420 |
100 |
5,532.0 |
5,029.0 |
503.0 |
9.3% |
32.3 |
0.6% |
78% |
False |
False |
17,148 |
120 |
5,532.0 |
5,029.0 |
503.0 |
9.3% |
29.0 |
0.5% |
78% |
False |
False |
14,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,644.5 |
2.618 |
5,562.9 |
1.618 |
5,512.9 |
1.000 |
5,482.0 |
0.618 |
5,462.9 |
HIGH |
5,432.0 |
0.618 |
5,412.9 |
0.500 |
5,407.0 |
0.382 |
5,401.1 |
LOW |
5,382.0 |
0.618 |
5,351.1 |
1.000 |
5,332.0 |
1.618 |
5,301.1 |
2.618 |
5,251.1 |
4.250 |
5,169.5 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
5,416.3 |
5,408.8 |
PP |
5,411.7 |
5,396.7 |
S1 |
5,407.0 |
5,384.5 |
|