Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,741.75 |
4,753.00 |
11.25 |
0.2% |
4,709.75 |
High |
4,758.00 |
4,784.50 |
26.50 |
0.6% |
4,879.75 |
Low |
4,681.75 |
4,672.75 |
-9.00 |
-0.2% |
4,558.50 |
Close |
4,748.00 |
4,694.50 |
-53.50 |
-1.1% |
4,748.00 |
Range |
76.25 |
111.75 |
35.50 |
46.6% |
321.25 |
ATR |
84.22 |
86.19 |
1.97 |
2.3% |
0.00 |
Volume |
324,940 |
285,041 |
-39,899 |
-12.3% |
2,043,299 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,052.50 |
4,985.25 |
4,756.00 |
|
R3 |
4,940.75 |
4,873.50 |
4,725.25 |
|
R2 |
4,829.00 |
4,829.00 |
4,715.00 |
|
R1 |
4,761.75 |
4,761.75 |
4,704.75 |
4,739.50 |
PP |
4,717.25 |
4,717.25 |
4,717.25 |
4,706.00 |
S1 |
4,650.00 |
4,650.00 |
4,684.25 |
4,627.75 |
S2 |
4,605.50 |
4,605.50 |
4,674.00 |
|
S3 |
4,493.75 |
4,538.25 |
4,663.75 |
|
S4 |
4,382.00 |
4,426.50 |
4,633.00 |
|
|
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% |
147.50 |
3.1% |
42% |
False |
False |
420,913 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.8% |
107.25 |
2.3% |
42% |
False |
False |
348,110 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.7% |
78.50 |
1.7% |
38% |
False |
False |
282,939 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.7% |
64.50 |
1.4% |
38% |
False |
False |
256,745 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.7% |
60.75 |
1.3% |
38% |
False |
False |
215,010 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.7% |
54.25 |
1.2% |
38% |
False |
False |
161,306 |
100 |
4,919.50 |
4,164.00 |
755.50 |
16.1% |
56.25 |
1.2% |
70% |
False |
False |
129,057 |
120 |
4,919.50 |
4,164.00 |
755.50 |
16.1% |
52.25 |
1.1% |
70% |
False |
False |
107,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,259.50 |
2.618 |
5,077.00 |
1.618 |
4,965.25 |
1.000 |
4,896.25 |
0.618 |
4,853.50 |
HIGH |
4,784.50 |
0.618 |
4,741.75 |
0.500 |
4,728.50 |
0.382 |
4,715.50 |
LOW |
4,672.75 |
0.618 |
4,603.75 |
1.000 |
4,561.00 |
1.618 |
4,492.00 |
2.618 |
4,380.25 |
4.250 |
4,197.75 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,728.50 |
4,776.25 |
PP |
4,717.25 |
4,749.00 |
S1 |
4,706.00 |
4,721.75 |
|