Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,440 |
17,710 |
270 |
1.5% |
17,050 |
High |
17,760 |
17,930 |
170 |
1.0% |
17,635 |
Low |
17,435 |
17,630 |
195 |
1.1% |
16,140 |
Close |
17,720 |
17,920 |
200 |
1.1% |
17,440 |
Range |
325 |
300 |
-25 |
-7.7% |
1,495 |
ATR |
329 |
327 |
-2 |
-0.6% |
0 |
Volume |
14,105 |
10,211 |
-3,894 |
-27.6% |
115,266 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,727 |
18,623 |
18,085 |
|
R3 |
18,427 |
18,323 |
18,003 |
|
R2 |
18,127 |
18,127 |
17,975 |
|
R1 |
18,023 |
18,023 |
17,948 |
18,075 |
PP |
17,827 |
17,827 |
17,827 |
17,853 |
S1 |
17,723 |
17,723 |
17,893 |
17,775 |
S2 |
17,527 |
17,527 |
17,865 |
|
S3 |
17,227 |
17,423 |
17,838 |
|
S4 |
16,927 |
17,123 |
17,755 |
|
|
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 |
17,930 |
16,140 |
1,790 |
10.0% |
546 |
3.0% |
99% |
True |
False |
23,552 |
10 |
17,930 |
16,140 |
1,790 |
10.0% |
403 |
2.2% |
99% |
True |
False |
17,193 |
20 |
17,930 |
16,140 |
1,790 |
10.0% |
302 |
1.7% |
99% |
True |
False |
13,663 |
40 |
17,930 |
16,140 |
1,790 |
10.0% |
280 |
1.6% |
99% |
True |
False |
11,903 |
60 |
17,930 |
16,140 |
1,790 |
10.0% |
258 |
1.4% |
99% |
True |
False |
10,298 |
80 |
17,930 |
15,900 |
2,030 |
11.3% |
252 |
1.4% |
100% |
True |
False |
7,732 |
100 |
17,930 |
15,200 |
2,730 |
15.2% |
252 |
1.4% |
100% |
True |
False |
6,190 |
120 |
17,930 |
15,060 |
2,870 |
16.0% |
236 |
1.3% |
100% |
True |
False |
5,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,205 |
2.618 |
18,716 |
1.618 |
18,416 |
1.000 |
18,230 |
0.618 |
18,116 |
HIGH |
17,930 |
0.618 |
17,816 |
0.500 |
17,780 |
0.382 |
17,745 |
LOW |
17,630 |
0.618 |
17,445 |
1.000 |
17,330 |
1.618 |
17,145 |
2.618 |
16,845 |
4.250 |
16,355 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,873 |
17,817 |
PP |
17,827 |
17,713 |
S1 |
17,780 |
17,610 |
|