Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,806 |
18,821 |
15 |
0.1% |
18,000 |
High |
18,918 |
18,885 |
-33 |
-0.2% |
18,833 |
Low |
18,762 |
18,756 |
-6 |
0.0% |
17,418 |
Close |
18,822 |
18,880 |
58 |
0.3% |
18,787 |
Range |
156 |
129 |
-27 |
-17.3% |
1,415 |
ATR |
241 |
233 |
-8 |
-3.3% |
0 |
Volume |
212,519 |
146,311 |
-66,208 |
-31.2% |
1,530,423 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,227 |
19,183 |
18,951 |
|
R3 |
19,098 |
19,054 |
18,916 |
|
R2 |
18,969 |
18,969 |
18,904 |
|
R1 |
18,925 |
18,925 |
18,892 |
18,947 |
PP |
18,840 |
18,840 |
18,840 |
18,852 |
S1 |
18,796 |
18,796 |
18,868 |
18,818 |
S2 |
18,711 |
18,711 |
18,856 |
|
S3 |
18,582 |
18,667 |
18,845 |
|
S4 |
18,453 |
18,538 |
18,809 |
|
|
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 |
7.9% |
388 |
2.1% |
97% |
False |
False |
311,001 |
10 |
18,918 |
17,418 |
1,500 |
7.9% |
273 |
1.4% |
97% |
False |
False |
244,146 |
20 |
18,918 |
17,418 |
1,500 |
7.9% |
212 |
1.1% |
97% |
False |
False |
204,824 |
40 |
18,918 |
17,418 |
1,500 |
7.9% |
201 |
1.1% |
97% |
False |
False |
179,059 |
60 |
18,918 |
17,418 |
1,500 |
7.9% |
193 |
1.0% |
97% |
False |
False |
147,318 |
80 |
18,918 |
17,418 |
1,500 |
7.9% |
172 |
0.9% |
97% |
False |
False |
110,517 |
100 |
18,918 |
16,876 |
2,042 |
10.8% |
172 |
0.9% |
98% |
False |
False |
88,432 |
120 |
18,918 |
16,876 |
2,042 |
10.8% |
167 |
0.9% |
98% |
False |
False |
73,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,433 |
2.618 |
19,223 |
1.618 |
19,094 |
1.000 |
19,014 |
0.618 |
18,965 |
HIGH |
18,885 |
0.618 |
18,836 |
0.500 |
18,821 |
0.382 |
18,805 |
LOW |
18,756 |
0.618 |
18,676 |
1.000 |
18,627 |
1.618 |
18,547 |
2.618 |
18,418 |
4.250 |
18,208 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,860 |
18,853 |
PP |
18,840 |
18,827 |
S1 |
18,821 |
18,800 |
|