Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,224.3 |
1,231.0 |
6.7 |
0.5% |
1,295.0 |
High |
1,234.1 |
1,236.1 |
2.0 |
0.2% |
1,341.0 |
Low |
1,221.5 |
1,224.0 |
2.5 |
0.2% |
1,221.3 |
Close |
1,227.4 |
1,226.9 |
-0.5 |
0.0% |
1,226.9 |
Range |
12.6 |
12.1 |
-0.5 |
-4.0% |
119.7 |
ATR |
21.9 |
21.2 |
-0.7 |
-3.2% |
0.0 |
Volume |
15,957 |
28,461 |
12,504 |
78.4% |
231,866 |
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,265.3 |
1,258.2 |
1,233.6 |
|
R3 |
1,253.2 |
1,246.1 |
1,230.2 |
|
R2 |
1,241.1 |
1,241.1 |
1,229.1 |
|
R1 |
1,234.0 |
1,234.0 |
1,228.0 |
1,231.5 |
PP |
1,229.0 |
1,229.0 |
1,229.0 |
1,227.8 |
S1 |
1,221.9 |
1,221.9 |
1,225.8 |
1,219.4 |
S2 |
1,216.9 |
1,216.9 |
1,224.7 |
|
S3 |
1,204.8 |
1,209.8 |
1,223.6 |
|
S4 |
1,192.7 |
1,197.7 |
1,220.2 |
|
|
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 |
1,296.0 |
1,213.6 |
82.4 |
6.7% |
26.3 |
2.1% |
16% |
False |
False |
34,553 |
10 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
27.0 |
2.2% |
10% |
False |
False |
32,976 |
20 |
1,341.0 |
1,213.6 |
127.4 |
10.4% |
20.0 |
1.6% |
10% |
False |
False |
21,205 |
40 |
1,351.2 |
1,213.6 |
137.6 |
11.2% |
16.7 |
1.4% |
10% |
False |
False |
13,952 |
60 |
1,360.7 |
1,213.6 |
147.1 |
12.0% |
16.3 |
1.3% |
9% |
False |
False |
10,911 |
80 |
1,378.1 |
1,213.6 |
164.5 |
13.4% |
16.2 |
1.3% |
8% |
False |
False |
9,136 |
100 |
1,387.1 |
1,213.6 |
173.5 |
14.1% |
16.2 |
1.3% |
8% |
False |
False |
7,580 |
120 |
1,387.1 |
1,210.0 |
177.1 |
14.4% |
16.5 |
1.3% |
10% |
False |
False |
6,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.5 |
2.618 |
1,267.8 |
1.618 |
1,255.7 |
1.000 |
1,248.2 |
0.618 |
1,243.6 |
HIGH |
1,236.1 |
0.618 |
1,231.5 |
0.500 |
1,230.1 |
0.382 |
1,228.6 |
LOW |
1,224.0 |
0.618 |
1,216.5 |
1.000 |
1,211.9 |
1.618 |
1,204.4 |
2.618 |
1,192.3 |
4.250 |
1,172.6 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,230.1 |
1,226.2 |
PP |
1,229.0 |
1,225.5 |
S1 |
1,228.0 |
1,224.9 |
|