Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,765.00 |
4,781.50 |
16.50 |
0.3% |
4,709.75 |
High |
4,794.75 |
4,831.50 |
36.75 |
0.8% |
4,879.75 |
Low |
4,736.25 |
4,778.00 |
41.75 |
0.9% |
4,558.50 |
Close |
4,783.25 |
4,828.50 |
45.25 |
0.9% |
4,748.00 |
Range |
58.50 |
53.50 |
-5.00 |
-8.5% |
321.25 |
ATR |
84.55 |
82.33 |
-2.22 |
-2.6% |
0.00 |
Volume |
195,711 |
190,166 |
-5,545 |
-2.8% |
2,043,299 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,973.25 |
4,954.25 |
4,858.00 |
|
R3 |
4,919.75 |
4,900.75 |
4,843.25 |
|
R2 |
4,866.25 |
4,866.25 |
4,838.25 |
|
R1 |
4,847.25 |
4,847.25 |
4,833.50 |
4,856.75 |
PP |
4,812.75 |
4,812.75 |
4,812.75 |
4,817.50 |
S1 |
4,793.75 |
4,793.75 |
4,823.50 |
4,803.25 |
S2 |
4,759.25 |
4,759.25 |
4,818.75 |
|
S3 |
4,705.75 |
4,740.25 |
4,813.75 |
|
S4 |
4,652.25 |
4,686.75 |
4,799.00 |
|
|
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 |
4,831.50 |
4,672.75 |
158.75 |
3.3% |
78.25 |
1.6% |
98% |
True |
False |
246,868 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.7% |
105.75 |
2.2% |
84% |
False |
False |
321,675 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
82.00 |
1.7% |
75% |
False |
False |
284,057 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
65.75 |
1.4% |
75% |
False |
False |
255,285 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
62.50 |
1.3% |
75% |
False |
False |
225,384 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
55.50 |
1.1% |
75% |
False |
False |
169,103 |
100 |
4,919.50 |
4,262.00 |
657.50 |
13.6% |
53.75 |
1.1% |
86% |
False |
False |
135,297 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.6% |
53.75 |
1.1% |
88% |
False |
False |
112,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,059.00 |
2.618 |
4,971.50 |
1.618 |
4,918.00 |
1.000 |
4,885.00 |
0.618 |
4,864.50 |
HIGH |
4,831.50 |
0.618 |
4,811.00 |
0.500 |
4,804.75 |
0.382 |
4,798.50 |
LOW |
4,778.00 |
0.618 |
4,745.00 |
1.000 |
4,724.50 |
1.618 |
4,691.50 |
2.618 |
4,638.00 |
4.250 |
4,550.50 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,820.50 |
4,805.50 |
PP |
4,812.75 |
4,782.75 |
S1 |
4,804.75 |
4,759.75 |
|