Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,125 |
18,045 |
-80 |
-0.4% |
17,440 |
High |
18,150 |
18,180 |
30 |
0.2% |
18,150 |
Low |
17,935 |
18,005 |
70 |
0.4% |
17,435 |
Close |
18,040 |
18,050 |
10 |
0.1% |
18,040 |
Range |
215 |
175 |
-40 |
-18.6% |
715 |
ATR |
312 |
302 |
-10 |
-3.1% |
0 |
Volume |
11,997 |
10,378 |
-1,619 |
-13.5% |
55,137 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,603 |
18,502 |
18,146 |
|
R3 |
18,428 |
18,327 |
18,098 |
|
R2 |
18,253 |
18,253 |
18,082 |
|
R1 |
18,152 |
18,152 |
18,066 |
18,203 |
PP |
18,078 |
18,078 |
18,078 |
18,104 |
S1 |
17,977 |
17,977 |
18,034 |
18,028 |
S2 |
17,903 |
17,903 |
18,018 |
|
S3 |
17,728 |
17,802 |
18,002 |
|
S4 |
17,553 |
17,627 |
17,954 |
|
|
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 |
18,180 |
17,630 |
550 |
3.0% |
246 |
1.4% |
76% |
True |
False |
10,282 |
10 |
18,180 |
16,140 |
2,040 |
11.3% |
393 |
2.2% |
94% |
True |
False |
16,919 |
20 |
18,180 |
16,140 |
2,040 |
11.3% |
306 |
1.7% |
94% |
True |
False |
13,778 |
40 |
18,180 |
16,140 |
2,040 |
11.3% |
266 |
1.5% |
94% |
True |
False |
11,723 |
60 |
18,180 |
16,140 |
2,040 |
11.3% |
262 |
1.4% |
94% |
True |
False |
10,980 |
80 |
18,180 |
15,900 |
2,280 |
12.6% |
250 |
1.4% |
94% |
True |
False |
8,246 |
100 |
18,180 |
15,200 |
2,980 |
16.5% |
254 |
1.4% |
96% |
True |
False |
6,601 |
120 |
18,180 |
15,060 |
3,120 |
17.3% |
244 |
1.3% |
96% |
True |
False |
5,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,924 |
2.618 |
18,638 |
1.618 |
18,463 |
1.000 |
18,355 |
0.618 |
18,288 |
HIGH |
18,180 |
0.618 |
18,113 |
0.500 |
18,093 |
0.382 |
18,072 |
LOW |
18,005 |
0.618 |
17,897 |
1.000 |
17,830 |
1.618 |
17,722 |
2.618 |
17,547 |
4.250 |
17,261 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,093 |
18,024 |
PP |
18,078 |
17,998 |
S1 |
18,064 |
17,973 |
|