Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,255 |
17,520 |
265 |
1.5% |
17,050 |
High |
17,580 |
17,635 |
55 |
0.3% |
17,635 |
Low |
17,145 |
17,290 |
145 |
0.8% |
16,140 |
Close |
17,520 |
17,440 |
-80 |
-0.5% |
17,440 |
Range |
435 |
345 |
-90 |
-20.7% |
1,495 |
ATR |
328 |
329 |
1 |
0.4% |
0 |
Volume |
23,515 |
15,762 |
-7,753 |
-33.0% |
115,266 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,490 |
18,310 |
17,630 |
|
R3 |
18,145 |
17,965 |
17,535 |
|
R2 |
17,800 |
17,800 |
17,503 |
|
R1 |
17,620 |
17,620 |
17,472 |
17,538 |
PP |
17,455 |
17,455 |
17,455 |
17,414 |
S1 |
17,275 |
17,275 |
17,409 |
17,193 |
S2 |
17,110 |
17,110 |
17,377 |
|
S3 |
16,765 |
16,930 |
17,345 |
|
S4 |
16,420 |
16,585 |
17,250 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,557 |
20,993 |
18,262 |
|
R3 |
20,062 |
19,498 |
17,851 |
|
R2 |
18,567 |
18,567 |
17,714 |
|
R1 |
18,003 |
18,003 |
17,577 |
18,285 |
PP |
17,072 |
17,072 |
17,072 |
17,213 |
S1 |
16,508 |
16,508 |
17,303 |
16,790 |
S2 |
15,577 |
15,577 |
17,166 |
|
S3 |
14,082 |
15,013 |
17,029 |
|
S4 |
12,587 |
13,518 |
16,618 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,635 |
16,140 |
1,495 |
8.6% |
533 |
3.1% |
87% |
True |
False |
23,053 |
10 |
17,635 |
16,140 |
1,495 |
8.6% |
396 |
2.3% |
87% |
True |
False |
16,802 |
20 |
17,635 |
16,140 |
1,495 |
8.6% |
286 |
1.6% |
87% |
True |
False |
13,074 |
40 |
17,635 |
16,140 |
1,495 |
8.6% |
275 |
1.6% |
87% |
True |
False |
11,599 |
60 |
17,635 |
16,140 |
1,495 |
8.6% |
252 |
1.4% |
87% |
True |
False |
9,895 |
80 |
17,635 |
15,900 |
1,735 |
9.9% |
247 |
1.4% |
89% |
True |
False |
7,428 |
100 |
17,635 |
15,060 |
2,575 |
14.8% |
261 |
1.5% |
92% |
True |
False |
5,947 |
120 |
17,635 |
15,060 |
2,575 |
14.8% |
231 |
1.3% |
92% |
True |
False |
4,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,101 |
2.618 |
18,538 |
1.618 |
18,193 |
1.000 |
17,980 |
0.618 |
17,848 |
HIGH |
17,635 |
0.618 |
17,503 |
0.500 |
17,463 |
0.382 |
17,422 |
LOW |
17,290 |
0.618 |
17,077 |
1.000 |
16,945 |
1.618 |
16,732 |
2.618 |
16,387 |
4.250 |
15,824 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,463 |
17,256 |
PP |
17,455 |
17,072 |
S1 |
17,448 |
16,888 |
|