Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,692.75 |
4,765.00 |
72.25 |
1.5% |
4,709.75 |
High |
4,779.25 |
4,794.75 |
15.50 |
0.3% |
4,879.75 |
Low |
4,688.00 |
4,736.25 |
48.25 |
1.0% |
4,558.50 |
Close |
4,766.00 |
4,783.25 |
17.25 |
0.4% |
4,748.00 |
Range |
91.25 |
58.50 |
-32.75 |
-35.9% |
321.25 |
ATR |
86.55 |
84.55 |
-2.00 |
-2.3% |
0.00 |
Volume |
238,486 |
195,711 |
-42,775 |
-17.9% |
2,043,299 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,947.00 |
4,923.50 |
4,815.50 |
|
R3 |
4,888.50 |
4,865.00 |
4,799.25 |
|
R2 |
4,830.00 |
4,830.00 |
4,794.00 |
|
R1 |
4,806.50 |
4,806.50 |
4,788.50 |
4,818.25 |
PP |
4,771.50 |
4,771.50 |
4,771.50 |
4,777.25 |
S1 |
4,748.00 |
4,748.00 |
4,778.00 |
4,759.75 |
S2 |
4,713.00 |
4,713.00 |
4,772.50 |
|
S3 |
4,654.50 |
4,689.50 |
4,767.25 |
|
S4 |
4,596.00 |
4,631.00 |
4,751.00 |
|
|
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 |
4,672.75 |
207.00 |
4.3% |
107.75 |
2.3% |
53% |
False |
False |
319,855 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.7% |
106.50 |
2.2% |
70% |
False |
False |
330,718 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
81.75 |
1.7% |
62% |
False |
False |
286,954 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
65.75 |
1.4% |
62% |
False |
False |
255,443 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
62.50 |
1.3% |
62% |
False |
False |
222,231 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
55.25 |
1.2% |
62% |
False |
False |
166,731 |
100 |
4,919.50 |
4,173.00 |
746.50 |
15.6% |
54.25 |
1.1% |
82% |
False |
False |
133,397 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.8% |
53.50 |
1.1% |
82% |
False |
False |
111,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,043.50 |
2.618 |
4,948.00 |
1.618 |
4,889.50 |
1.000 |
4,853.25 |
0.618 |
4,831.00 |
HIGH |
4,794.75 |
0.618 |
4,772.50 |
0.500 |
4,765.50 |
0.382 |
4,758.50 |
LOW |
4,736.25 |
0.618 |
4,700.00 |
1.000 |
4,677.75 |
1.618 |
4,641.50 |
2.618 |
4,583.00 |
4.250 |
4,487.50 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,777.25 |
4,766.75 |
PP |
4,771.50 |
4,750.25 |
S1 |
4,765.50 |
4,733.75 |
|