Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,045 |
18,070 |
25 |
0.1% |
17,440 |
High |
18,180 |
18,260 |
80 |
0.4% |
18,150 |
Low |
18,005 |
18,050 |
45 |
0.2% |
17,435 |
Close |
18,050 |
18,225 |
175 |
1.0% |
18,040 |
Range |
175 |
210 |
35 |
20.0% |
715 |
ATR |
302 |
296 |
-7 |
-2.2% |
0 |
Volume |
10,378 |
8,937 |
-1,441 |
-13.9% |
55,137 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,808 |
18,727 |
18,341 |
|
R3 |
18,598 |
18,517 |
18,283 |
|
R2 |
18,388 |
18,388 |
18,264 |
|
R1 |
18,307 |
18,307 |
18,244 |
18,348 |
PP |
18,178 |
18,178 |
18,178 |
18,199 |
S1 |
18,097 |
18,097 |
18,206 |
18,138 |
S2 |
17,968 |
17,968 |
18,187 |
|
S3 |
17,758 |
17,887 |
18,167 |
|
S4 |
17,548 |
17,677 |
18,110 |
|
|
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 |
18,260 |
17,765 |
495 |
2.7% |
228 |
1.3% |
93% |
True |
False |
10,027 |
10 |
18,260 |
16,140 |
2,120 |
11.6% |
387 |
2.1% |
98% |
True |
False |
16,789 |
20 |
18,260 |
16,140 |
2,120 |
11.6% |
311 |
1.7% |
98% |
True |
False |
13,785 |
40 |
18,260 |
16,140 |
2,120 |
11.6% |
261 |
1.4% |
98% |
True |
False |
11,594 |
60 |
18,260 |
16,140 |
2,120 |
11.6% |
262 |
1.4% |
98% |
True |
False |
11,125 |
80 |
18,260 |
15,900 |
2,360 |
12.9% |
250 |
1.4% |
99% |
True |
False |
8,357 |
100 |
18,260 |
15,200 |
3,060 |
16.8% |
255 |
1.4% |
99% |
True |
False |
6,690 |
120 |
18,260 |
15,060 |
3,200 |
17.6% |
245 |
1.3% |
99% |
True |
False |
5,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,153 |
2.618 |
18,810 |
1.618 |
18,600 |
1.000 |
18,470 |
0.618 |
18,390 |
HIGH |
18,260 |
0.618 |
18,180 |
0.500 |
18,155 |
0.382 |
18,130 |
LOW |
18,050 |
0.618 |
17,920 |
1.000 |
17,840 |
1.618 |
17,710 |
2.618 |
17,500 |
4.250 |
17,158 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,202 |
18,183 |
PP |
18,178 |
18,140 |
S1 |
18,155 |
18,098 |
|