Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,520 |
17,440 |
-80 |
-0.5% |
17,050 |
High |
17,635 |
17,760 |
125 |
0.7% |
17,635 |
Low |
17,290 |
17,435 |
145 |
0.8% |
16,140 |
Close |
17,440 |
17,720 |
280 |
1.6% |
17,440 |
Range |
345 |
325 |
-20 |
-5.8% |
1,495 |
ATR |
329 |
329 |
0 |
-0.1% |
0 |
Volume |
15,762 |
14,105 |
-1,657 |
-10.5% |
115,266 |
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,613 |
18,492 |
17,899 |
|
R3 |
18,288 |
18,167 |
17,810 |
|
R2 |
17,963 |
17,963 |
17,780 |
|
R1 |
17,842 |
17,842 |
17,750 |
17,903 |
PP |
17,638 |
17,638 |
17,638 |
17,669 |
S1 |
17,517 |
17,517 |
17,690 |
17,578 |
S2 |
17,313 |
17,313 |
17,661 |
|
S3 |
16,988 |
17,192 |
17,631 |
|
S4 |
16,663 |
16,867 |
17,541 |
|
|
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 |
17,760 |
16,140 |
1,620 |
9.1% |
539 |
3.0% |
98% |
True |
False |
23,556 |
10 |
17,760 |
16,140 |
1,620 |
9.1% |
416 |
2.3% |
98% |
True |
False |
17,444 |
20 |
17,760 |
16,140 |
1,620 |
9.1% |
296 |
1.7% |
98% |
True |
False |
13,459 |
40 |
17,760 |
16,140 |
1,620 |
9.1% |
279 |
1.6% |
98% |
True |
False |
11,835 |
60 |
17,760 |
16,140 |
1,620 |
9.1% |
255 |
1.4% |
98% |
True |
False |
10,130 |
80 |
17,760 |
15,900 |
1,860 |
10.5% |
250 |
1.4% |
98% |
True |
False |
7,605 |
100 |
17,760 |
15,060 |
2,700 |
15.2% |
261 |
1.5% |
99% |
True |
False |
6,088 |
120 |
17,760 |
15,060 |
2,700 |
15.2% |
233 |
1.3% |
99% |
True |
False |
5,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,141 |
2.618 |
18,611 |
1.618 |
18,286 |
1.000 |
18,085 |
0.618 |
17,961 |
HIGH |
17,760 |
0.618 |
17,636 |
0.500 |
17,598 |
0.382 |
17,559 |
LOW |
17,435 |
0.618 |
17,234 |
1.000 |
17,110 |
1.618 |
16,909 |
2.618 |
16,584 |
4.250 |
16,054 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,679 |
17,631 |
PP |
17,638 |
17,542 |
S1 |
17,598 |
17,453 |
|