Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,817.50 |
4,741.75 |
-75.75 |
-1.6% |
4,709.75 |
High |
4,879.75 |
4,758.00 |
-121.75 |
-2.5% |
4,879.75 |
Low |
4,679.25 |
4,681.75 |
2.50 |
0.1% |
4,558.50 |
Close |
4,743.75 |
4,748.00 |
4.25 |
0.1% |
4,748.00 |
Range |
200.50 |
76.25 |
-124.25 |
-62.0% |
321.25 |
ATR |
84.84 |
84.22 |
-0.61 |
-0.7% |
0.00 |
Volume |
555,100 |
324,940 |
-230,160 |
-41.5% |
2,043,299 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,958.00 |
4,929.25 |
4,790.00 |
|
R3 |
4,881.75 |
4,853.00 |
4,769.00 |
|
R2 |
4,805.50 |
4,805.50 |
4,762.00 |
|
R1 |
4,776.75 |
4,776.75 |
4,755.00 |
4,791.00 |
PP |
4,729.25 |
4,729.25 |
4,729.25 |
4,736.50 |
S1 |
4,700.50 |
4,700.50 |
4,741.00 |
4,715.00 |
S2 |
4,653.00 |
4,653.00 |
4,734.00 |
|
S3 |
4,576.75 |
4,624.25 |
4,727.00 |
|
S4 |
4,500.50 |
4,548.00 |
4,706.00 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,692.50 |
5,541.50 |
4,924.75 |
|
R3 |
5,371.25 |
5,220.25 |
4,836.25 |
|
R2 |
5,050.00 |
5,050.00 |
4,807.00 |
|
R1 |
4,899.00 |
4,899.00 |
4,777.50 |
4,974.50 |
PP |
4,728.75 |
4,728.75 |
4,728.75 |
4,766.50 |
S1 |
4,577.75 |
4,577.75 |
4,718.50 |
4,653.25 |
S2 |
4,407.50 |
4,407.50 |
4,689.00 |
|
S3 |
4,086.25 |
4,256.50 |
4,659.75 |
|
S4 |
3,765.00 |
3,935.25 |
4,571.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,879.75 |
4,558.50 |
321.25 |
6.8% |
139.50 |
2.9% |
59% |
False |
False |
408,659 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.8% |
100.25 |
2.1% |
59% |
False |
False |
339,523 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
74.50 |
1.6% |
52% |
False |
False |
277,670 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
63.00 |
1.3% |
52% |
False |
False |
255,494 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
59.50 |
1.3% |
52% |
False |
False |
210,265 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.6% |
53.25 |
1.1% |
52% |
False |
False |
157,744 |
100 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
55.75 |
1.2% |
77% |
False |
False |
126,208 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.9% |
51.25 |
1.1% |
77% |
False |
False |
105,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,082.00 |
2.618 |
4,957.50 |
1.618 |
4,881.25 |
1.000 |
4,834.25 |
0.618 |
4,805.00 |
HIGH |
4,758.00 |
0.618 |
4,728.75 |
0.500 |
4,720.00 |
0.382 |
4,711.00 |
LOW |
4,681.75 |
0.618 |
4,634.75 |
1.000 |
4,605.50 |
1.618 |
4,558.50 |
2.618 |
4,482.25 |
4.250 |
4,357.75 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,738.50 |
4,738.50 |
PP |
4,729.25 |
4,728.75 |
S1 |
4,720.00 |
4,719.00 |
|