Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,870 |
18,852 |
-18 |
-0.1% |
18,806 |
High |
18,889 |
18,929 |
40 |
0.2% |
18,918 |
Low |
18,823 |
18,834 |
11 |
0.1% |
18,756 |
Close |
18,853 |
18,910 |
57 |
0.3% |
18,853 |
Range |
66 |
95 |
29 |
43.9% |
162 |
ATR |
203 |
195 |
-8 |
-3.8% |
0 |
Volume |
113,076 |
112,690 |
-386 |
-0.3% |
721,063 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,176 |
19,138 |
18,962 |
|
R3 |
19,081 |
19,043 |
18,936 |
|
R2 |
18,986 |
18,986 |
18,928 |
|
R1 |
18,948 |
18,948 |
18,919 |
18,967 |
PP |
18,891 |
18,891 |
18,891 |
18,901 |
S1 |
18,853 |
18,853 |
18,901 |
18,872 |
S2 |
18,796 |
18,796 |
18,893 |
|
S3 |
18,701 |
18,758 |
18,884 |
|
S4 |
18,606 |
18,663 |
18,858 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,328 |
19,253 |
18,942 |
|
R3 |
19,166 |
19,091 |
18,898 |
|
R2 |
19,004 |
19,004 |
18,883 |
|
R1 |
18,929 |
18,929 |
18,868 |
18,967 |
PP |
18,842 |
18,842 |
18,842 |
18,861 |
S1 |
18,767 |
18,767 |
18,838 |
18,805 |
S2 |
18,680 |
18,680 |
18,823 |
|
S3 |
18,518 |
18,605 |
18,809 |
|
S4 |
18,356 |
18,443 |
18,764 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,929 |
18,756 |
173 |
0.9% |
95 |
0.5% |
89% |
True |
False |
124,246 |
10 |
18,929 |
17,418 |
1,511 |
8.0% |
250 |
1.3% |
99% |
True |
False |
219,214 |
20 |
18,929 |
17,418 |
1,511 |
8.0% |
202 |
1.1% |
99% |
True |
False |
202,502 |
40 |
18,929 |
17,418 |
1,511 |
8.0% |
191 |
1.0% |
99% |
True |
False |
177,147 |
60 |
18,929 |
17,418 |
1,511 |
8.0% |
190 |
1.0% |
99% |
True |
False |
155,218 |
80 |
18,929 |
17,418 |
1,511 |
8.0% |
171 |
0.9% |
99% |
True |
False |
116,450 |
100 |
18,929 |
17,418 |
1,511 |
8.0% |
164 |
0.9% |
99% |
True |
False |
93,175 |
120 |
18,929 |
16,876 |
2,053 |
10.9% |
167 |
0.9% |
99% |
True |
False |
77,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,333 |
2.618 |
19,178 |
1.618 |
19,083 |
1.000 |
19,024 |
0.618 |
18,988 |
HIGH |
18,929 |
0.618 |
18,893 |
0.500 |
18,882 |
0.382 |
18,870 |
LOW |
18,834 |
0.618 |
18,775 |
1.000 |
18,739 |
1.618 |
18,680 |
2.618 |
18,585 |
4.250 |
18,430 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,901 |
18,897 |
PP |
18,891 |
18,884 |
S1 |
18,882 |
18,871 |
|