Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
10,768.5 |
10,743.5 |
-25.0 |
-0.2% |
10,765.0 |
High |
10,781.5 |
10,745.5 |
-36.0 |
-0.3% |
10,798.0 |
Low |
10,698.0 |
10,599.5 |
-98.5 |
-0.9% |
10,597.5 |
Close |
10,709.5 |
10,667.5 |
-42.0 |
-0.4% |
10,674.0 |
Range |
83.5 |
146.0 |
62.5 |
74.9% |
200.5 |
ATR |
162.9 |
161.7 |
-1.2 |
-0.7% |
0.0 |
Volume |
76,603 |
99,375 |
22,772 |
29.7% |
444,244 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,108.8 |
11,034.2 |
10,747.8 |
|
R3 |
10,962.8 |
10,888.2 |
10,707.7 |
|
R2 |
10,816.8 |
10,816.8 |
10,694.3 |
|
R1 |
10,742.2 |
10,742.2 |
10,680.9 |
10,706.5 |
PP |
10,670.8 |
10,670.8 |
10,670.8 |
10,653.0 |
S1 |
10,596.2 |
10,596.2 |
10,654.1 |
10,560.5 |
S2 |
10,524.8 |
10,524.8 |
10,640.7 |
|
S3 |
10,378.8 |
10,450.2 |
10,627.4 |
|
S4 |
10,232.8 |
10,304.2 |
10,587.2 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,291.3 |
11,183.2 |
10,784.3 |
|
R3 |
11,090.8 |
10,982.7 |
10,729.1 |
|
R2 |
10,890.3 |
10,890.3 |
10,710.8 |
|
R1 |
10,782.2 |
10,782.2 |
10,692.4 |
10,736.0 |
PP |
10,689.8 |
10,689.8 |
10,689.8 |
10,666.8 |
S1 |
10,581.7 |
10,581.7 |
10,655.6 |
10,535.5 |
S2 |
10,489.3 |
10,489.3 |
10,637.2 |
|
S3 |
10,288.8 |
10,381.2 |
10,618.9 |
|
S4 |
10,088.3 |
10,180.7 |
10,563.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,781.5 |
10,587.5 |
194.0 |
1.8% |
121.5 |
1.1% |
41% |
False |
False |
87,285 |
10 |
10,798.0 |
10,570.0 |
228.0 |
2.1% |
136.6 |
1.3% |
43% |
False |
False |
92,786 |
20 |
10,798.0 |
10,013.0 |
785.0 |
7.4% |
163.4 |
1.5% |
83% |
False |
False |
105,444 |
40 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
157.7 |
1.5% |
81% |
False |
False |
100,138 |
60 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
155.5 |
1.5% |
81% |
False |
False |
85,746 |
80 |
10,826.0 |
10,013.0 |
813.0 |
7.6% |
148.1 |
1.4% |
81% |
False |
False |
64,353 |
100 |
10,826.0 |
9,281.0 |
1,545.0 |
14.5% |
144.9 |
1.4% |
90% |
False |
False |
51,512 |
120 |
10,826.0 |
9,164.5 |
1,661.5 |
15.6% |
146.7 |
1.4% |
90% |
False |
False |
42,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,366.0 |
2.618 |
11,127.7 |
1.618 |
10,981.7 |
1.000 |
10,891.5 |
0.618 |
10,835.7 |
HIGH |
10,745.5 |
0.618 |
10,689.7 |
0.500 |
10,672.5 |
0.382 |
10,655.3 |
LOW |
10,599.5 |
0.618 |
10,509.3 |
1.000 |
10,453.5 |
1.618 |
10,363.3 |
2.618 |
10,217.3 |
4.250 |
9,979.0 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
10,672.5 |
10,684.5 |
PP |
10,670.8 |
10,678.8 |
S1 |
10,669.2 |
10,673.2 |
|