Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,231.0 |
1,227.4 |
-3.6 |
-0.3% |
1,295.0 |
High |
1,236.1 |
1,234.0 |
-2.1 |
-0.2% |
1,341.0 |
Low |
1,224.0 |
1,213.3 |
-10.7 |
-0.9% |
1,221.3 |
Close |
1,226.9 |
1,219.6 |
-7.3 |
-0.6% |
1,226.9 |
Range |
12.1 |
20.7 |
8.6 |
71.1% |
119.7 |
ATR |
21.2 |
21.1 |
0.0 |
-0.2% |
0.0 |
Volume |
28,461 |
21,782 |
-6,679 |
-23.5% |
231,866 |
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.4 |
1,272.7 |
1,231.0 |
|
R3 |
1,263.7 |
1,252.0 |
1,225.3 |
|
R2 |
1,243.0 |
1,243.0 |
1,223.4 |
|
R1 |
1,231.3 |
1,231.3 |
1,221.5 |
1,226.8 |
PP |
1,222.3 |
1,222.3 |
1,222.3 |
1,220.1 |
S1 |
1,210.6 |
1,210.6 |
1,217.7 |
1,206.1 |
S2 |
1,201.6 |
1,201.6 |
1,215.8 |
|
S3 |
1,180.9 |
1,189.9 |
1,213.9 |
|
S4 |
1,160.2 |
1,169.2 |
1,208.2 |
|
|
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 |
1,268.1 |
1,213.3 |
54.8 |
4.5% |
22.4 |
1.8% |
11% |
False |
True |
28,453 |
10 |
1,341.0 |
1,213.3 |
127.7 |
10.5% |
26.9 |
2.2% |
5% |
False |
True |
33,772 |
20 |
1,341.0 |
1,213.3 |
127.7 |
10.5% |
20.5 |
1.7% |
5% |
False |
True |
22,066 |
40 |
1,349.8 |
1,213.3 |
136.5 |
11.2% |
16.9 |
1.4% |
5% |
False |
True |
14,429 |
60 |
1,360.7 |
1,213.3 |
147.4 |
12.1% |
16.4 |
1.3% |
4% |
False |
True |
11,129 |
80 |
1,378.1 |
1,213.3 |
164.8 |
13.5% |
16.2 |
1.3% |
4% |
False |
True |
9,340 |
100 |
1,387.1 |
1,213.3 |
173.8 |
14.3% |
16.3 |
1.3% |
4% |
False |
True |
7,772 |
120 |
1,387.1 |
1,213.3 |
173.8 |
14.3% |
16.5 |
1.4% |
4% |
False |
True |
6,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,322.0 |
2.618 |
1,288.2 |
1.618 |
1,267.5 |
1.000 |
1,254.7 |
0.618 |
1,246.8 |
HIGH |
1,234.0 |
0.618 |
1,226.1 |
0.500 |
1,223.7 |
0.382 |
1,221.2 |
LOW |
1,213.3 |
0.618 |
1,200.5 |
1.000 |
1,192.6 |
1.618 |
1,179.8 |
2.618 |
1,159.1 |
4.250 |
1,125.3 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,223.7 |
1,224.7 |
PP |
1,222.3 |
1,223.0 |
S1 |
1,221.0 |
1,221.3 |
|