Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,533 |
18,765 |
232 |
1.3% |
18,000 |
High |
18,821 |
18,833 |
12 |
0.1% |
18,833 |
Low |
18,492 |
18,682 |
190 |
1.0% |
17,418 |
Close |
18,786 |
18,787 |
1 |
0.0% |
18,787 |
Range |
329 |
151 |
-178 |
-54.1% |
1,415 |
ATR |
255 |
248 |
-7 |
-2.9% |
0 |
Volume |
339,145 |
205,161 |
-133,984 |
-39.5% |
1,530,423 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,220 |
19,155 |
18,870 |
|
R3 |
19,069 |
19,004 |
18,829 |
|
R2 |
18,918 |
18,918 |
18,815 |
|
R1 |
18,853 |
18,853 |
18,801 |
18,886 |
PP |
18,767 |
18,767 |
18,767 |
18,784 |
S1 |
18,702 |
18,702 |
18,773 |
18,735 |
S2 |
18,616 |
18,616 |
18,759 |
|
S3 |
18,465 |
18,551 |
18,746 |
|
S4 |
18,314 |
18,400 |
18,704 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,591 |
22,104 |
19,565 |
|
R3 |
21,176 |
20,689 |
19,176 |
|
R2 |
19,761 |
19,761 |
19,047 |
|
R1 |
19,274 |
19,274 |
18,917 |
19,518 |
PP |
18,346 |
18,346 |
18,346 |
18,468 |
S1 |
17,859 |
17,859 |
18,657 |
18,103 |
S2 |
16,931 |
16,931 |
18,528 |
|
S3 |
15,516 |
16,444 |
18,398 |
|
S4 |
14,101 |
15,029 |
18,009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,833 |
17,418 |
1,415 |
7.5% |
419 |
2.2% |
97% |
True |
False |
306,084 |
10 |
18,833 |
17,418 |
1,415 |
7.5% |
283 |
1.5% |
97% |
True |
False |
244,416 |
20 |
18,833 |
17,418 |
1,415 |
7.5% |
212 |
1.1% |
97% |
True |
False |
199,776 |
40 |
18,833 |
17,418 |
1,415 |
7.5% |
201 |
1.1% |
97% |
True |
False |
175,958 |
60 |
18,833 |
17,418 |
1,415 |
7.5% |
192 |
1.0% |
97% |
True |
False |
141,344 |
80 |
18,833 |
17,418 |
1,415 |
7.5% |
171 |
0.9% |
97% |
True |
False |
106,032 |
100 |
18,833 |
16,876 |
1,957 |
10.4% |
179 |
1.0% |
98% |
True |
False |
84,846 |
120 |
18,833 |
16,876 |
1,957 |
10.4% |
166 |
0.9% |
98% |
True |
False |
70,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,475 |
2.618 |
19,228 |
1.618 |
19,077 |
1.000 |
18,984 |
0.618 |
18,926 |
HIGH |
18,833 |
0.618 |
18,775 |
0.500 |
18,758 |
0.382 |
18,740 |
LOW |
18,682 |
0.618 |
18,589 |
1.000 |
18,531 |
1.618 |
18,438 |
2.618 |
18,287 |
4.250 |
18,040 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,777 |
18,567 |
PP |
18,767 |
18,346 |
S1 |
18,758 |
18,126 |
|