Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,304 |
18,533 |
229 |
1.3% |
18,065 |
High |
18,590 |
18,821 |
231 |
1.2% |
18,147 |
Low |
17,418 |
18,492 |
1,074 |
6.2% |
17,799 |
Close |
18,532 |
18,786 |
254 |
1.4% |
17,805 |
Range |
1,172 |
329 |
-843 |
-71.9% |
348 |
ATR |
249 |
255 |
6 |
2.3% |
0 |
Volume |
651,872 |
339,145 |
-312,727 |
-48.0% |
913,743 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,687 |
19,565 |
18,967 |
|
R3 |
19,358 |
19,236 |
18,877 |
|
R2 |
19,029 |
19,029 |
18,846 |
|
R1 |
18,907 |
18,907 |
18,816 |
18,968 |
PP |
18,700 |
18,700 |
18,700 |
18,730 |
S1 |
18,578 |
18,578 |
18,756 |
18,639 |
S2 |
18,371 |
18,371 |
18,726 |
|
S3 |
18,042 |
18,249 |
18,696 |
|
S4 |
17,713 |
17,920 |
18,605 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,961 |
18,731 |
17,997 |
|
R3 |
18,613 |
18,383 |
17,901 |
|
R2 |
18,265 |
18,265 |
17,869 |
|
R1 |
18,035 |
18,035 |
17,837 |
17,976 |
PP |
17,917 |
17,917 |
17,917 |
17,888 |
S1 |
17,687 |
17,687 |
17,773 |
17,628 |
S2 |
17,569 |
17,569 |
17,741 |
|
S3 |
17,221 |
17,339 |
17,709 |
|
S4 |
16,873 |
16,991 |
17,614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,821 |
17,418 |
1,403 |
7.5% |
409 |
2.2% |
98% |
True |
False |
304,275 |
10 |
18,821 |
17,418 |
1,403 |
7.5% |
284 |
1.5% |
98% |
True |
False |
251,790 |
20 |
18,821 |
17,418 |
1,403 |
7.5% |
213 |
1.1% |
98% |
True |
False |
198,049 |
40 |
18,821 |
17,418 |
1,403 |
7.5% |
200 |
1.1% |
98% |
True |
False |
174,576 |
60 |
18,821 |
17,418 |
1,403 |
7.5% |
191 |
1.0% |
98% |
True |
False |
137,926 |
80 |
18,821 |
17,418 |
1,403 |
7.5% |
171 |
0.9% |
98% |
True |
False |
103,469 |
100 |
18,821 |
16,876 |
1,945 |
10.4% |
178 |
0.9% |
98% |
True |
False |
82,794 |
120 |
18,821 |
16,876 |
1,945 |
10.4% |
165 |
0.9% |
98% |
True |
False |
68,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,219 |
2.618 |
19,682 |
1.618 |
19,353 |
1.000 |
19,150 |
0.618 |
19,024 |
HIGH |
18,821 |
0.618 |
18,695 |
0.500 |
18,657 |
0.382 |
18,618 |
LOW |
18,492 |
0.618 |
18,289 |
1.000 |
18,163 |
1.618 |
17,960 |
2.618 |
17,631 |
4.250 |
17,094 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,743 |
18,564 |
PP |
18,700 |
18,342 |
S1 |
18,657 |
18,120 |
|