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 |
3,050.0 |
3,028.0 |
-22.0 |
-0.7% |
3,053.0 |
High |
3,056.0 |
3,044.0 |
-12.0 |
-0.4% |
3,066.0 |
Low |
3,012.0 |
3,001.0 |
-11.0 |
-0.4% |
3,007.0 |
Close |
3,022.0 |
3,029.0 |
7.0 |
0.2% |
3,022.0 |
Range |
44.0 |
43.0 |
-1.0 |
-2.3% |
59.0 |
ATR |
52.4 |
51.7 |
-0.7 |
-1.3% |
0.0 |
Volume |
1,055,312 |
782,649 |
-272,663 |
-25.8% |
5,128,824 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,153.7 |
3,134.3 |
3,052.7 |
|
R3 |
3,110.7 |
3,091.3 |
3,040.8 |
|
R2 |
3,067.7 |
3,067.7 |
3,036.9 |
|
R1 |
3,048.3 |
3,048.3 |
3,032.9 |
3,058.0 |
PP |
3,024.7 |
3,024.7 |
3,024.7 |
3,029.5 |
S1 |
3,005.3 |
3,005.3 |
3,025.1 |
3,015.0 |
S2 |
2,981.7 |
2,981.7 |
3,021.1 |
|
S3 |
2,938.7 |
2,962.3 |
3,017.2 |
|
S4 |
2,895.7 |
2,919.3 |
3,005.4 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,208.7 |
3,174.3 |
3,054.5 |
|
R3 |
3,149.7 |
3,115.3 |
3,038.2 |
|
R2 |
3,090.7 |
3,090.7 |
3,032.8 |
|
R1 |
3,056.3 |
3,056.3 |
3,027.4 |
3,044.0 |
PP |
3,031.7 |
3,031.7 |
3,031.7 |
3,025.5 |
S1 |
2,997.3 |
2,997.3 |
3,016.6 |
2,985.0 |
S2 |
2,972.7 |
2,972.7 |
3,011.2 |
|
S3 |
2,913.7 |
2,938.3 |
3,005.8 |
|
S4 |
2,854.7 |
2,879.3 |
2,989.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,063.0 |
3,001.0 |
62.0 |
2.0% |
43.6 |
1.4% |
45% |
False |
True |
1,005,738 |
10 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
63.1 |
2.1% |
69% |
False |
False |
1,300,048 |
20 |
3,100.0 |
2,874.0 |
226.0 |
7.5% |
50.0 |
1.7% |
69% |
False |
False |
1,181,373 |
40 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.9 |
1.5% |
68% |
False |
False |
1,080,170 |
60 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
46.2 |
1.5% |
68% |
False |
False |
979,110 |
80 |
3,102.0 |
2,874.0 |
228.0 |
7.5% |
43.7 |
1.4% |
68% |
False |
False |
735,510 |
100 |
3,102.0 |
2,721.0 |
381.0 |
12.6% |
42.9 |
1.4% |
81% |
False |
False |
590,219 |
120 |
3,102.0 |
2,649.0 |
453.0 |
15.0% |
44.3 |
1.5% |
84% |
False |
False |
493,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,226.8 |
2.618 |
3,156.6 |
1.618 |
3,113.6 |
1.000 |
3,087.0 |
0.618 |
3,070.6 |
HIGH |
3,044.0 |
0.618 |
3,027.6 |
0.500 |
3,022.5 |
0.382 |
3,017.4 |
LOW |
3,001.0 |
0.618 |
2,974.4 |
1.000 |
2,958.0 |
1.618 |
2,931.4 |
2.618 |
2,888.4 |
4.250 |
2,818.3 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
3,026.8 |
3,028.8 |
PP |
3,024.7 |
3,028.7 |
S1 |
3,022.5 |
3,028.5 |
|