Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,813.50 |
4,858.00 |
44.50 |
0.9% |
4,753.00 |
High |
4,862.00 |
4,884.75 |
22.75 |
0.5% |
4,840.50 |
Low |
4,803.25 |
4,857.00 |
53.75 |
1.1% |
4,672.75 |
Close |
4,854.00 |
4,874.75 |
20.75 |
0.4% |
4,808.50 |
Range |
58.75 |
27.75 |
-31.00 |
-52.8% |
167.75 |
ATR |
77.67 |
74.32 |
-3.35 |
-4.3% |
0.00 |
Volume |
167,542 |
157,465 |
-10,077 |
-6.0% |
1,078,201 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,955.50 |
4,942.75 |
4,890.00 |
|
R3 |
4,927.75 |
4,915.00 |
4,882.50 |
|
R2 |
4,900.00 |
4,900.00 |
4,879.75 |
|
R1 |
4,887.25 |
4,887.25 |
4,877.25 |
4,893.50 |
PP |
4,872.25 |
4,872.25 |
4,872.25 |
4,875.25 |
S1 |
4,859.50 |
4,859.50 |
4,872.25 |
4,866.00 |
S2 |
4,844.50 |
4,844.50 |
4,869.75 |
|
S3 |
4,816.75 |
4,831.75 |
4,867.00 |
|
S4 |
4,789.00 |
4,804.00 |
4,859.50 |
|
|
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 |
4,884.75 |
4,736.25 |
148.50 |
3.0% |
47.25 |
1.0% |
93% |
True |
False |
175,936 |
10 |
4,884.75 |
4,558.50 |
326.25 |
6.7% |
99.50 |
2.0% |
97% |
True |
False |
300,274 |
20 |
4,884.75 |
4,558.50 |
326.25 |
6.7% |
80.75 |
1.7% |
97% |
True |
False |
280,952 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
65.00 |
1.3% |
88% |
False |
False |
251,778 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
62.75 |
1.3% |
88% |
False |
False |
233,569 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
55.75 |
1.1% |
88% |
False |
False |
175,271 |
100 |
4,919.50 |
4,358.25 |
561.25 |
11.5% |
52.75 |
1.1% |
92% |
False |
False |
140,234 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.5% |
54.00 |
1.1% |
94% |
False |
False |
116,869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,002.75 |
2.618 |
4,957.50 |
1.618 |
4,929.75 |
1.000 |
4,912.50 |
0.618 |
4,902.00 |
HIGH |
4,884.75 |
0.618 |
4,874.25 |
0.500 |
4,871.00 |
0.382 |
4,867.50 |
LOW |
4,857.00 |
0.618 |
4,839.75 |
1.000 |
4,829.25 |
1.618 |
4,812.00 |
2.618 |
4,784.25 |
4.250 |
4,739.00 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,873.50 |
4,864.50 |
PP |
4,872.25 |
4,854.25 |
S1 |
4,871.00 |
4,844.00 |
|