Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,281.9 |
1,261.8 |
-20.1 |
-1.6% |
1,295.0 |
High |
1,296.0 |
1,268.1 |
-27.9 |
-2.2% |
1,341.0 |
Low |
1,255.5 |
1,221.3 |
-34.2 |
-2.7% |
1,221.3 |
Close |
1,269.7 |
1,226.9 |
-42.8 |
-3.4% |
1,226.9 |
Range |
40.5 |
46.8 |
6.3 |
15.6% |
119.7 |
ATR |
20.9 |
22.8 |
2.0 |
9.4% |
0.0 |
Volume |
52,282 |
54,141 |
1,859 |
3.6% |
231,866 |
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.2 |
1,349.8 |
1,252.6 |
|
R3 |
1,332.4 |
1,303.0 |
1,239.8 |
|
R2 |
1,285.6 |
1,285.6 |
1,235.5 |
|
R1 |
1,256.2 |
1,256.2 |
1,231.2 |
1,247.5 |
PP |
1,238.8 |
1,238.8 |
1,238.8 |
1,234.4 |
S1 |
1,209.4 |
1,209.4 |
1,222.6 |
1,200.7 |
S2 |
1,192.0 |
1,192.0 |
1,218.3 |
|
S3 |
1,145.2 |
1,162.6 |
1,214.0 |
|
S4 |
1,098.4 |
1,115.8 |
1,201.2 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.2 |
1,544.2 |
1,292.7 |
|
R3 |
1,502.5 |
1,424.5 |
1,259.8 |
|
R2 |
1,382.8 |
1,382.8 |
1,248.8 |
|
R1 |
1,304.8 |
1,304.8 |
1,237.9 |
1,284.0 |
PP |
1,263.1 |
1,263.1 |
1,263.1 |
1,252.6 |
S1 |
1,185.1 |
1,185.1 |
1,215.9 |
1,164.3 |
S2 |
1,143.4 |
1,143.4 |
1,205.0 |
|
S3 |
1,023.7 |
1,065.4 |
1,194.0 |
|
S4 |
904.0 |
945.7 |
1,161.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,341.0 |
1,221.3 |
119.7 |
9.8% |
38.3 |
3.1% |
5% |
False |
True |
46,373 |
10 |
1,341.0 |
1,221.3 |
119.7 |
9.8% |
27.0 |
2.2% |
5% |
False |
True |
29,592 |
20 |
1,341.0 |
1,221.3 |
119.7 |
9.8% |
19.2 |
1.6% |
5% |
False |
True |
18,800 |
40 |
1,351.2 |
1,221.3 |
129.9 |
10.6% |
16.7 |
1.4% |
4% |
False |
True |
12,603 |
60 |
1,361.5 |
1,221.3 |
140.2 |
11.4% |
16.2 |
1.3% |
4% |
False |
True |
9,908 |
80 |
1,378.1 |
1,221.3 |
156.8 |
12.8% |
16.1 |
1.3% |
4% |
False |
True |
8,398 |
100 |
1,387.1 |
1,221.3 |
165.8 |
13.5% |
17.0 |
1.4% |
3% |
False |
True |
6,975 |
120 |
1,387.1 |
1,210.0 |
177.1 |
14.4% |
16.4 |
1.3% |
10% |
False |
False |
6,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.0 |
2.618 |
1,390.6 |
1.618 |
1,343.8 |
1.000 |
1,314.9 |
0.618 |
1,297.0 |
HIGH |
1,268.1 |
0.618 |
1,250.2 |
0.500 |
1,244.7 |
0.382 |
1,239.2 |
LOW |
1,221.3 |
0.618 |
1,192.4 |
1.000 |
1,174.5 |
1.618 |
1,145.6 |
2.618 |
1,098.8 |
4.250 |
1,022.4 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,244.7 |
1,281.2 |
PP |
1,238.8 |
1,263.1 |
S1 |
1,232.8 |
1,245.0 |
|