Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,070 |
18,215 |
145 |
0.8% |
17,440 |
High |
18,260 |
18,455 |
195 |
1.1% |
18,150 |
Low |
18,050 |
18,165 |
115 |
0.6% |
17,435 |
Close |
18,225 |
18,440 |
215 |
1.2% |
18,040 |
Range |
210 |
290 |
80 |
38.1% |
715 |
ATR |
296 |
295 |
0 |
-0.1% |
0 |
Volume |
8,937 |
8,327 |
-610 |
-6.8% |
55,137 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,223 |
19,122 |
18,600 |
|
R3 |
18,933 |
18,832 |
18,520 |
|
R2 |
18,643 |
18,643 |
18,493 |
|
R1 |
18,542 |
18,542 |
18,467 |
18,593 |
PP |
18,353 |
18,353 |
18,353 |
18,379 |
S1 |
18,252 |
18,252 |
18,414 |
18,303 |
S2 |
18,063 |
18,063 |
18,387 |
|
S3 |
17,773 |
17,962 |
18,360 |
|
S4 |
17,483 |
17,672 |
18,281 |
|
|
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 |
18,455 |
17,765 |
690 |
3.7% |
252 |
1.4% |
98% |
True |
False |
9,837 |
10 |
18,455 |
17,145 |
1,310 |
7.1% |
284 |
1.5% |
99% |
True |
False |
12,205 |
20 |
18,455 |
16,140 |
2,315 |
12.6% |
319 |
1.7% |
99% |
True |
False |
13,707 |
40 |
18,455 |
16,140 |
2,315 |
12.6% |
264 |
1.4% |
99% |
True |
False |
11,595 |
60 |
18,455 |
16,140 |
2,315 |
12.6% |
263 |
1.4% |
99% |
True |
False |
11,259 |
80 |
18,455 |
15,900 |
2,555 |
13.9% |
247 |
1.3% |
99% |
True |
False |
8,461 |
100 |
18,455 |
15,200 |
3,255 |
17.7% |
254 |
1.4% |
100% |
True |
False |
6,772 |
120 |
18,455 |
15,060 |
3,395 |
18.4% |
248 |
1.3% |
100% |
True |
False |
5,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,688 |
2.618 |
19,214 |
1.618 |
18,924 |
1.000 |
18,745 |
0.618 |
18,634 |
HIGH |
18,455 |
0.618 |
18,344 |
0.500 |
18,310 |
0.382 |
18,276 |
LOW |
18,165 |
0.618 |
17,986 |
1.000 |
17,875 |
1.618 |
17,696 |
2.618 |
17,406 |
4.250 |
16,933 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,397 |
18,370 |
PP |
18,353 |
18,300 |
S1 |
18,310 |
18,230 |
|