Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,710 |
17,910 |
200 |
1.1% |
17,050 |
High |
17,930 |
17,965 |
35 |
0.2% |
17,635 |
Low |
17,630 |
17,795 |
165 |
0.9% |
16,140 |
Close |
17,920 |
17,800 |
-120 |
-0.7% |
17,440 |
Range |
300 |
170 |
-130 |
-43.3% |
1,495 |
ATR |
327 |
316 |
-11 |
-3.4% |
0 |
Volume |
10,211 |
9,274 |
-937 |
-9.2% |
115,266 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,363 |
18,252 |
17,894 |
|
R3 |
18,193 |
18,082 |
17,847 |
|
R2 |
18,023 |
18,023 |
17,831 |
|
R1 |
17,912 |
17,912 |
17,816 |
17,883 |
PP |
17,853 |
17,853 |
17,853 |
17,839 |
S1 |
17,742 |
17,742 |
17,785 |
17,713 |
S2 |
17,683 |
17,683 |
17,769 |
|
S3 |
17,513 |
17,572 |
17,753 |
|
S4 |
17,343 |
17,402 |
17,707 |
|
|
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 |
17,965 |
17,145 |
820 |
4.6% |
315 |
1.8% |
80% |
True |
False |
14,573 |
10 |
17,965 |
16,140 |
1,825 |
10.3% |
387 |
2.2% |
91% |
True |
False |
16,742 |
20 |
17,965 |
16,140 |
1,825 |
10.3% |
306 |
1.7% |
91% |
True |
False |
13,820 |
40 |
17,965 |
16,140 |
1,825 |
10.3% |
272 |
1.5% |
91% |
True |
False |
11,589 |
60 |
17,965 |
16,140 |
1,825 |
10.3% |
258 |
1.4% |
91% |
True |
False |
10,452 |
80 |
17,965 |
15,900 |
2,065 |
11.6% |
251 |
1.4% |
92% |
True |
False |
7,848 |
100 |
17,965 |
15,200 |
2,765 |
15.5% |
253 |
1.4% |
94% |
True |
False |
6,282 |
120 |
17,965 |
15,060 |
2,905 |
16.3% |
237 |
1.3% |
94% |
True |
False |
5,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,688 |
2.618 |
18,410 |
1.618 |
18,240 |
1.000 |
18,135 |
0.618 |
18,070 |
HIGH |
17,965 |
0.618 |
17,900 |
0.500 |
17,880 |
0.382 |
17,860 |
LOW |
17,795 |
0.618 |
17,690 |
1.000 |
17,625 |
1.618 |
17,520 |
2.618 |
17,350 |
4.250 |
17,073 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
17,880 |
17,767 |
PP |
17,853 |
17,733 |
S1 |
17,827 |
17,700 |
|