Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,345 |
17,255 |
-90 |
-0.5% |
17,415 |
High |
17,465 |
17,580 |
115 |
0.7% |
17,595 |
Low |
16,140 |
17,145 |
1,005 |
6.2% |
16,830 |
Close |
17,240 |
17,520 |
280 |
1.6% |
16,880 |
Range |
1,325 |
435 |
-890 |
-67.2% |
765 |
ATR |
320 |
328 |
8 |
2.6% |
0 |
Volume |
54,170 |
23,515 |
-30,655 |
-56.6% |
52,759 |
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,720 |
18,555 |
17,759 |
|
R3 |
18,285 |
18,120 |
17,640 |
|
R2 |
17,850 |
17,850 |
17,600 |
|
R1 |
17,685 |
17,685 |
17,560 |
17,768 |
PP |
17,415 |
17,415 |
17,415 |
17,456 |
S1 |
17,250 |
17,250 |
17,480 |
17,333 |
S2 |
16,980 |
16,980 |
17,440 |
|
S3 |
16,545 |
16,815 |
17,401 |
|
S4 |
16,110 |
16,380 |
17,281 |
|
|
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 |
17,580 |
16,140 |
1,440 |
8.2% |
504 |
2.9% |
96% |
True |
False |
22,207 |
10 |
17,595 |
16,140 |
1,455 |
8.3% |
377 |
2.2% |
95% |
False |
False |
16,370 |
20 |
17,595 |
16,140 |
1,455 |
8.3% |
281 |
1.6% |
95% |
False |
False |
12,718 |
40 |
17,595 |
16,140 |
1,455 |
8.3% |
270 |
1.5% |
95% |
False |
False |
11,467 |
60 |
17,595 |
16,140 |
1,455 |
8.3% |
251 |
1.4% |
95% |
False |
False |
9,633 |
80 |
17,595 |
15,900 |
1,695 |
9.7% |
249 |
1.4% |
96% |
False |
False |
7,232 |
100 |
17,595 |
15,060 |
2,535 |
14.5% |
258 |
1.5% |
97% |
False |
False |
5,790 |
120 |
17,595 |
15,060 |
2,535 |
14.5% |
228 |
1.3% |
97% |
False |
False |
4,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,429 |
2.618 |
18,719 |
1.618 |
18,284 |
1.000 |
18,015 |
0.618 |
17,849 |
HIGH |
17,580 |
0.618 |
17,414 |
0.500 |
17,363 |
0.382 |
17,311 |
LOW |
17,145 |
0.618 |
16,876 |
1.000 |
16,710 |
1.618 |
16,441 |
2.618 |
16,006 |
4.250 |
15,296 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,468 |
17,300 |
PP |
17,415 |
17,080 |
S1 |
17,363 |
16,860 |
|