Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,227.4 |
1,218.5 |
-8.9 |
-0.7% |
1,230.0 |
High |
1,234.0 |
1,219.6 |
-14.4 |
-1.2% |
1,236.1 |
Low |
1,213.3 |
1,204.1 |
-9.2 |
-0.8% |
1,204.1 |
Close |
1,219.6 |
1,211.6 |
-8.0 |
-0.7% |
1,211.6 |
Range |
20.7 |
15.5 |
-5.2 |
-25.1% |
32.0 |
ATR |
21.1 |
20.7 |
-0.4 |
-1.9% |
0.0 |
Volume |
21,782 |
29,190 |
7,408 |
34.0% |
117,316 |
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.3 |
1,250.4 |
1,220.1 |
|
R3 |
1,242.8 |
1,234.9 |
1,215.9 |
|
R2 |
1,227.3 |
1,227.3 |
1,214.4 |
|
R1 |
1,219.4 |
1,219.4 |
1,213.0 |
1,215.6 |
PP |
1,211.8 |
1,211.8 |
1,211.8 |
1,209.9 |
S1 |
1,203.9 |
1,203.9 |
1,210.2 |
1,200.1 |
S2 |
1,196.3 |
1,196.3 |
1,208.8 |
|
S3 |
1,180.8 |
1,188.4 |
1,207.3 |
|
S4 |
1,165.3 |
1,172.9 |
1,203.1 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.3 |
1,294.4 |
1,229.2 |
|
R3 |
1,281.3 |
1,262.4 |
1,220.4 |
|
R2 |
1,249.3 |
1,249.3 |
1,217.5 |
|
R1 |
1,230.4 |
1,230.4 |
1,214.5 |
1,223.9 |
PP |
1,217.3 |
1,217.3 |
1,217.3 |
1,214.0 |
S1 |
1,198.4 |
1,198.4 |
1,208.7 |
1,191.9 |
S2 |
1,185.3 |
1,185.3 |
1,205.7 |
|
S3 |
1,153.3 |
1,166.4 |
1,202.8 |
|
S4 |
1,121.3 |
1,134.4 |
1,194.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.1 |
1,204.1 |
32.0 |
2.6% |
16.1 |
1.3% |
23% |
False |
True |
23,463 |
10 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
27.2 |
2.2% |
5% |
False |
True |
34,918 |
20 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
21.0 |
1.7% |
5% |
False |
True |
23,112 |
40 |
1,349.8 |
1,204.1 |
145.7 |
12.0% |
17.1 |
1.4% |
5% |
False |
True |
15,020 |
60 |
1,360.7 |
1,204.1 |
156.6 |
12.9% |
16.5 |
1.4% |
5% |
False |
True |
11,469 |
80 |
1,378.1 |
1,204.1 |
174.0 |
14.4% |
16.2 |
1.3% |
4% |
False |
True |
9,680 |
100 |
1,387.1 |
1,204.1 |
183.0 |
15.1% |
16.3 |
1.3% |
4% |
False |
True |
8,042 |
120 |
1,387.1 |
1,204.1 |
183.0 |
15.1% |
16.6 |
1.4% |
4% |
False |
True |
7,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,285.5 |
2.618 |
1,260.2 |
1.618 |
1,244.7 |
1.000 |
1,235.1 |
0.618 |
1,229.2 |
HIGH |
1,219.6 |
0.618 |
1,213.7 |
0.500 |
1,211.9 |
0.382 |
1,210.0 |
LOW |
1,204.1 |
0.618 |
1,194.5 |
1.000 |
1,188.6 |
1.618 |
1,179.0 |
2.618 |
1,163.5 |
4.250 |
1,138.2 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,211.9 |
1,220.1 |
PP |
1,211.8 |
1,217.3 |
S1 |
1,211.7 |
1,214.4 |
|