Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,765 |
18,806 |
41 |
0.2% |
18,000 |
High |
18,833 |
18,918 |
85 |
0.5% |
18,833 |
Low |
18,682 |
18,762 |
80 |
0.4% |
17,418 |
Close |
18,787 |
18,822 |
35 |
0.2% |
18,787 |
Range |
151 |
156 |
5 |
3.3% |
1,415 |
ATR |
248 |
241 |
-7 |
-2.6% |
0 |
Volume |
205,161 |
212,519 |
7,358 |
3.6% |
1,530,423 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,302 |
19,218 |
18,908 |
|
R3 |
19,146 |
19,062 |
18,865 |
|
R2 |
18,990 |
18,990 |
18,851 |
|
R1 |
18,906 |
18,906 |
18,836 |
18,948 |
PP |
18,834 |
18,834 |
18,834 |
18,855 |
S1 |
18,750 |
18,750 |
18,808 |
18,792 |
S2 |
18,678 |
18,678 |
18,794 |
|
S3 |
18,522 |
18,594 |
18,779 |
|
S4 |
18,366 |
18,438 |
18,736 |
|
|
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 |
18,918 |
17,418 |
1,500 |
8.0% |
405 |
2.2% |
94% |
True |
False |
314,183 |
10 |
18,918 |
17,418 |
1,500 |
8.0% |
287 |
1.5% |
94% |
True |
False |
252,323 |
20 |
18,918 |
17,418 |
1,500 |
8.0% |
214 |
1.1% |
94% |
True |
False |
203,520 |
40 |
18,918 |
17,418 |
1,500 |
8.0% |
200 |
1.1% |
94% |
True |
False |
178,197 |
60 |
18,918 |
17,418 |
1,500 |
8.0% |
193 |
1.0% |
94% |
True |
False |
144,881 |
80 |
18,918 |
17,418 |
1,500 |
8.0% |
172 |
0.9% |
94% |
True |
False |
108,688 |
100 |
18,918 |
16,876 |
2,042 |
10.8% |
179 |
1.0% |
95% |
True |
False |
86,970 |
120 |
18,918 |
16,876 |
2,042 |
10.8% |
166 |
0.9% |
95% |
True |
False |
72,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,581 |
2.618 |
19,327 |
1.618 |
19,171 |
1.000 |
19,074 |
0.618 |
19,015 |
HIGH |
18,918 |
0.618 |
18,859 |
0.500 |
18,840 |
0.382 |
18,822 |
LOW |
18,762 |
0.618 |
18,666 |
1.000 |
18,606 |
1.618 |
18,510 |
2.618 |
18,354 |
4.250 |
18,099 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,840 |
18,783 |
PP |
18,834 |
18,744 |
S1 |
18,828 |
18,705 |
|