Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,320 |
17,345 |
25 |
0.1% |
17,415 |
High |
17,400 |
17,465 |
65 |
0.4% |
17,595 |
Low |
17,135 |
16,140 |
-995 |
-5.8% |
16,830 |
Close |
17,340 |
17,240 |
-100 |
-0.6% |
16,880 |
Range |
265 |
1,325 |
1,060 |
400.0% |
765 |
ATR |
243 |
320 |
77 |
31.9% |
0 |
Volume |
10,228 |
54,170 |
43,942 |
429.6% |
52,759 |
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,923 |
20,407 |
17,969 |
|
R3 |
19,598 |
19,082 |
17,605 |
|
R2 |
18,273 |
18,273 |
17,483 |
|
R1 |
17,757 |
17,757 |
17,362 |
17,353 |
PP |
16,948 |
16,948 |
16,948 |
16,746 |
S1 |
16,432 |
16,432 |
17,119 |
16,028 |
S2 |
15,623 |
15,623 |
16,997 |
|
S3 |
14,298 |
15,107 |
16,876 |
|
S4 |
12,973 |
13,782 |
16,511 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,397 |
18,903 |
17,301 |
|
R3 |
18,632 |
18,138 |
17,091 |
|
R2 |
17,867 |
17,867 |
17,020 |
|
R1 |
17,373 |
17,373 |
16,950 |
17,238 |
PP |
17,102 |
17,102 |
17,102 |
17,034 |
S1 |
16,608 |
16,608 |
16,810 |
16,473 |
S2 |
16,337 |
16,337 |
16,740 |
|
S3 |
15,572 |
15,843 |
16,670 |
|
S4 |
14,807 |
15,078 |
16,459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,465 |
16,140 |
1,325 |
7.7% |
459 |
2.7% |
83% |
True |
True |
18,912 |
10 |
17,595 |
16,140 |
1,455 |
8.4% |
355 |
2.1% |
76% |
False |
True |
15,209 |
20 |
17,595 |
16,140 |
1,455 |
8.4% |
276 |
1.6% |
76% |
False |
True |
12,167 |
40 |
17,595 |
16,140 |
1,455 |
8.4% |
264 |
1.5% |
76% |
False |
True |
11,143 |
60 |
17,595 |
16,140 |
1,455 |
8.4% |
247 |
1.4% |
76% |
False |
True |
9,242 |
80 |
17,595 |
15,900 |
1,695 |
9.8% |
247 |
1.4% |
79% |
False |
False |
6,938 |
100 |
17,595 |
15,060 |
2,535 |
14.7% |
255 |
1.5% |
86% |
False |
False |
5,554 |
120 |
17,595 |
15,060 |
2,535 |
14.7% |
224 |
1.3% |
86% |
False |
False |
4,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,096 |
2.618 |
20,934 |
1.618 |
19,609 |
1.000 |
18,790 |
0.618 |
18,284 |
HIGH |
17,465 |
0.618 |
16,959 |
0.500 |
16,803 |
0.382 |
16,646 |
LOW |
16,140 |
0.618 |
15,321 |
1.000 |
14,815 |
1.618 |
13,996 |
2.618 |
12,671 |
4.250 |
10,509 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,094 |
17,094 |
PP |
16,948 |
16,948 |
S1 |
16,803 |
16,803 |
|