Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
17,810 |
18,125 |
315 |
1.8% |
17,440 |
High |
18,135 |
18,150 |
15 |
0.1% |
18,150 |
Low |
17,765 |
17,935 |
170 |
1.0% |
17,435 |
Close |
18,125 |
18,040 |
-85 |
-0.5% |
18,040 |
Range |
370 |
215 |
-155 |
-41.9% |
715 |
ATR |
320 |
312 |
-7 |
-2.3% |
0 |
Volume |
9,550 |
11,997 |
2,447 |
25.6% |
55,137 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,687 |
18,578 |
18,158 |
|
R3 |
18,472 |
18,363 |
18,099 |
|
R2 |
18,257 |
18,257 |
18,080 |
|
R1 |
18,148 |
18,148 |
18,060 |
18,095 |
PP |
18,042 |
18,042 |
18,042 |
18,015 |
S1 |
17,933 |
17,933 |
18,020 |
17,880 |
S2 |
17,827 |
17,827 |
18,001 |
|
S3 |
17,612 |
17,718 |
17,981 |
|
S4 |
17,397 |
17,503 |
17,922 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,020 |
19,745 |
18,433 |
|
R3 |
19,305 |
19,030 |
18,237 |
|
R2 |
18,590 |
18,590 |
18,171 |
|
R1 |
18,315 |
18,315 |
18,106 |
18,453 |
PP |
17,875 |
17,875 |
17,875 |
17,944 |
S1 |
17,600 |
17,600 |
17,975 |
17,738 |
S2 |
17,160 |
17,160 |
17,909 |
|
S3 |
16,445 |
16,885 |
17,844 |
|
S4 |
15,730 |
16,170 |
17,647 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,150 |
17,435 |
715 |
4.0% |
276 |
1.5% |
85% |
True |
False |
11,027 |
10 |
18,150 |
16,140 |
2,010 |
11.1% |
405 |
2.2% |
95% |
True |
False |
17,040 |
20 |
18,150 |
16,140 |
2,010 |
11.1% |
308 |
1.7% |
95% |
True |
False |
13,737 |
40 |
18,150 |
16,140 |
2,010 |
11.1% |
271 |
1.5% |
95% |
True |
False |
11,702 |
60 |
18,150 |
16,140 |
2,010 |
11.1% |
263 |
1.5% |
95% |
True |
False |
10,809 |
80 |
18,150 |
15,900 |
2,250 |
12.5% |
253 |
1.4% |
95% |
True |
False |
8,117 |
100 |
18,150 |
15,200 |
2,950 |
16.4% |
255 |
1.4% |
96% |
True |
False |
6,497 |
120 |
18,150 |
15,060 |
3,090 |
17.1% |
242 |
1.3% |
96% |
True |
False |
5,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,064 |
2.618 |
18,713 |
1.618 |
18,498 |
1.000 |
18,365 |
0.618 |
18,283 |
HIGH |
18,150 |
0.618 |
18,068 |
0.500 |
18,043 |
0.382 |
18,017 |
LOW |
17,935 |
0.618 |
17,802 |
1.000 |
17,720 |
1.618 |
17,587 |
2.618 |
17,372 |
4.250 |
17,021 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,043 |
18,013 |
PP |
18,042 |
17,985 |
S1 |
18,041 |
17,958 |
|