Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
4,858.00 |
4,877.25 |
19.25 |
0.4% |
4,753.00 |
High |
4,884.75 |
4,882.50 |
-2.25 |
0.0% |
4,840.50 |
Low |
4,857.00 |
4,830.25 |
-26.75 |
-0.6% |
4,672.75 |
Close |
4,874.75 |
4,849.50 |
-25.25 |
-0.5% |
4,808.50 |
Range |
27.75 |
52.25 |
24.50 |
88.3% |
167.75 |
ATR |
74.32 |
72.74 |
-1.58 |
-2.1% |
0.00 |
Volume |
157,465 |
159,650 |
2,185 |
1.4% |
1,078,201 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,010.75 |
4,982.50 |
4,878.25 |
|
R3 |
4,958.50 |
4,930.25 |
4,863.75 |
|
R2 |
4,906.25 |
4,906.25 |
4,859.00 |
|
R1 |
4,878.00 |
4,878.00 |
4,854.25 |
4,866.00 |
PP |
4,854.00 |
4,854.00 |
4,854.00 |
4,848.00 |
S1 |
4,825.75 |
4,825.75 |
4,844.75 |
4,813.75 |
S2 |
4,801.75 |
4,801.75 |
4,840.00 |
|
S3 |
4,749.50 |
4,773.50 |
4,835.25 |
|
S4 |
4,697.25 |
4,721.25 |
4,820.75 |
|
|
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 |
4,778.00 |
106.75 |
2.2% |
46.00 |
0.9% |
67% |
False |
False |
168,724 |
10 |
4,884.75 |
4,672.75 |
212.00 |
4.4% |
76.75 |
1.6% |
83% |
False |
False |
244,289 |
20 |
4,884.75 |
4,558.50 |
326.25 |
6.7% |
81.25 |
1.7% |
89% |
False |
False |
277,228 |
40 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
65.50 |
1.4% |
81% |
False |
False |
250,552 |
60 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
63.00 |
1.3% |
81% |
False |
False |
236,215 |
80 |
4,919.50 |
4,558.50 |
361.00 |
7.4% |
55.25 |
1.1% |
81% |
False |
False |
177,263 |
100 |
4,919.50 |
4,358.25 |
561.25 |
11.6% |
52.50 |
1.1% |
88% |
False |
False |
141,830 |
120 |
4,919.50 |
4,164.00 |
755.50 |
15.6% |
54.50 |
1.1% |
91% |
False |
False |
118,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,104.50 |
2.618 |
5,019.25 |
1.618 |
4,967.00 |
1.000 |
4,934.75 |
0.618 |
4,914.75 |
HIGH |
4,882.50 |
0.618 |
4,862.50 |
0.500 |
4,856.50 |
0.382 |
4,850.25 |
LOW |
4,830.25 |
0.618 |
4,798.00 |
1.000 |
4,778.00 |
1.618 |
4,745.75 |
2.618 |
4,693.50 |
4.250 |
4,608.25 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
4,856.50 |
4,847.75 |
PP |
4,854.00 |
4,845.75 |
S1 |
4,851.75 |
4,844.00 |
|