Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,852 |
18,919 |
67 |
0.4% |
18,806 |
High |
18,929 |
19,012 |
83 |
0.4% |
18,918 |
Low |
18,834 |
18,912 |
78 |
0.4% |
18,756 |
Close |
18,910 |
18,995 |
85 |
0.4% |
18,853 |
Range |
95 |
100 |
5 |
5.3% |
162 |
ATR |
195 |
189 |
-7 |
-3.4% |
0 |
Volume |
112,690 |
115,567 |
2,877 |
2.6% |
721,063 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,273 |
19,234 |
19,050 |
|
R3 |
19,173 |
19,134 |
19,023 |
|
R2 |
19,073 |
19,073 |
19,013 |
|
R1 |
19,034 |
19,034 |
19,004 |
19,054 |
PP |
18,973 |
18,973 |
18,973 |
18,983 |
S1 |
18,934 |
18,934 |
18,986 |
18,954 |
S2 |
18,873 |
18,873 |
18,977 |
|
S3 |
18,773 |
18,834 |
18,968 |
|
S4 |
18,673 |
18,734 |
18,940 |
|
|
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 |
19,012 |
18,793 |
219 |
1.2% |
89 |
0.5% |
92% |
True |
False |
118,098 |
10 |
19,012 |
17,418 |
1,594 |
8.4% |
238 |
1.3% |
99% |
True |
False |
214,549 |
20 |
19,012 |
17,418 |
1,594 |
8.4% |
201 |
1.1% |
99% |
True |
False |
202,004 |
40 |
19,012 |
17,418 |
1,594 |
8.4% |
188 |
1.0% |
99% |
True |
False |
176,195 |
60 |
19,012 |
17,418 |
1,594 |
8.4% |
189 |
1.0% |
99% |
True |
False |
157,140 |
80 |
19,012 |
17,418 |
1,594 |
8.4% |
170 |
0.9% |
99% |
True |
False |
117,894 |
100 |
19,012 |
17,418 |
1,594 |
8.4% |
163 |
0.9% |
99% |
True |
False |
94,330 |
120 |
19,012 |
16,876 |
2,136 |
11.2% |
167 |
0.9% |
99% |
True |
False |
78,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,437 |
2.618 |
19,274 |
1.618 |
19,174 |
1.000 |
19,112 |
0.618 |
19,074 |
HIGH |
19,012 |
0.618 |
18,974 |
0.500 |
18,962 |
0.382 |
18,950 |
LOW |
18,912 |
0.618 |
18,850 |
1.000 |
18,812 |
1.618 |
18,750 |
2.618 |
18,650 |
4.250 |
18,487 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,984 |
18,969 |
PP |
18,973 |
18,943 |
S1 |
18,962 |
18,918 |
|