Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,781.50 |
4,828.75 |
47.25 |
1.0% |
4,753.00 |
High |
4,831.50 |
4,840.50 |
9.00 |
0.2% |
4,840.50 |
Low |
4,778.00 |
4,803.00 |
25.00 |
0.5% |
4,672.75 |
Close |
4,828.50 |
4,808.50 |
-20.00 |
-0.4% |
4,808.50 |
Range |
53.50 |
37.50 |
-16.00 |
-29.9% |
167.75 |
ATR |
82.33 |
79.13 |
-3.20 |
-3.9% |
0.00 |
Volume |
190,166 |
168,797 |
-21,369 |
-11.2% |
1,078,201 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,929.75 |
4,906.75 |
4,829.00 |
|
R3 |
4,892.25 |
4,869.25 |
4,818.75 |
|
R2 |
4,854.75 |
4,854.75 |
4,815.50 |
|
R1 |
4,831.75 |
4,831.75 |
4,812.00 |
4,824.50 |
PP |
4,817.25 |
4,817.25 |
4,817.25 |
4,813.75 |
S1 |
4,794.25 |
4,794.25 |
4,805.00 |
4,787.00 |
S2 |
4,779.75 |
4,779.75 |
4,801.50 |
|
S3 |
4,742.25 |
4,756.75 |
4,798.25 |
|
S4 |
4,704.75 |
4,719.25 |
4,788.00 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,277.25 |
5,210.50 |
4,900.75 |
|
R3 |
5,109.50 |
5,042.75 |
4,854.75 |
|
R2 |
4,941.75 |
4,941.75 |
4,839.25 |
|
R1 |
4,875.00 |
4,875.00 |
4,824.00 |
4,908.50 |
PP |
4,774.00 |
4,774.00 |
4,774.00 |
4,790.50 |
S1 |
4,707.25 |
4,707.25 |
4,793.00 |
4,740.50 |
S2 |
4,606.25 |
4,606.25 |
4,777.75 |
|
S3 |
4,438.50 |
4,539.50 |
4,762.25 |
|
S4 |
4,270.75 |
4,371.75 |
4,716.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,840.50 |
4,672.75 |
167.75 |
3.5% |
70.50 |
1.5% |
81% |
True |
False |
215,640 |
10 |
4,879.75 |
4,558.50 |
321.25 |
6.7% |
105.00 |
2.2% |
78% |
False |
False |
312,150 |
20 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
82.25 |
1.7% |
69% |
False |
False |
283,064 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
65.75 |
1.4% |
69% |
False |
False |
254,571 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
62.75 |
1.3% |
69% |
False |
False |
228,188 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.5% |
55.25 |
1.2% |
69% |
False |
False |
171,212 |
100 |
4,919.50 |
4,333.50 |
586.00 |
12.2% |
53.00 |
1.1% |
81% |
False |
False |
136,985 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.7% |
54.00 |
1.1% |
85% |
False |
False |
114,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,000.00 |
2.618 |
4,938.75 |
1.618 |
4,901.25 |
1.000 |
4,878.00 |
0.618 |
4,863.75 |
HIGH |
4,840.50 |
0.618 |
4,826.25 |
0.500 |
4,821.75 |
0.382 |
4,817.25 |
LOW |
4,803.00 |
0.618 |
4,779.75 |
1.000 |
4,765.50 |
1.618 |
4,742.25 |
2.618 |
4,704.75 |
4.250 |
4,643.50 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,821.75 |
4,801.75 |
PP |
4,817.25 |
4,795.00 |
S1 |
4,813.00 |
4,788.50 |
|