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 |
1,218.5 |
1,210.6 |
-7.9 |
-0.6% |
1,230.0 |
High |
1,219.6 |
1,220.8 |
1.2 |
0.1% |
1,236.1 |
Low |
1,204.1 |
1,208.7 |
4.6 |
0.4% |
1,204.1 |
Close |
1,211.6 |
1,212.7 |
1.1 |
0.1% |
1,211.6 |
Range |
15.5 |
12.1 |
-3.4 |
-21.9% |
32.0 |
ATR |
20.7 |
20.1 |
-0.6 |
-3.0% |
0.0 |
Volume |
29,190 |
26,038 |
-3,152 |
-10.8% |
117,316 |
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,250.4 |
1,243.6 |
1,219.4 |
|
R3 |
1,238.3 |
1,231.5 |
1,216.0 |
|
R2 |
1,226.2 |
1,226.2 |
1,214.9 |
|
R1 |
1,219.4 |
1,219.4 |
1,213.8 |
1,222.8 |
PP |
1,214.1 |
1,214.1 |
1,214.1 |
1,215.8 |
S1 |
1,207.3 |
1,207.3 |
1,211.6 |
1,210.7 |
S2 |
1,202.0 |
1,202.0 |
1,210.5 |
|
S3 |
1,189.9 |
1,195.2 |
1,209.4 |
|
S4 |
1,177.8 |
1,183.1 |
1,206.0 |
|
|
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% |
14.6 |
1.2% |
27% |
False |
False |
24,285 |
10 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
26.7 |
2.2% |
6% |
False |
False |
34,285 |
20 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
21.0 |
1.7% |
6% |
False |
False |
23,474 |
40 |
1,346.6 |
1,204.1 |
142.5 |
11.8% |
17.2 |
1.4% |
6% |
False |
False |
15,598 |
60 |
1,360.7 |
1,204.1 |
156.6 |
12.9% |
16.3 |
1.3% |
5% |
False |
False |
11,712 |
80 |
1,378.1 |
1,204.1 |
174.0 |
14.3% |
16.0 |
1.3% |
5% |
False |
False |
9,970 |
100 |
1,387.1 |
1,204.1 |
183.0 |
15.1% |
16.4 |
1.4% |
5% |
False |
False |
8,297 |
120 |
1,387.1 |
1,204.1 |
183.0 |
15.1% |
16.7 |
1.4% |
5% |
False |
False |
7,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,272.2 |
2.618 |
1,252.5 |
1.618 |
1,240.4 |
1.000 |
1,232.9 |
0.618 |
1,228.3 |
HIGH |
1,220.8 |
0.618 |
1,216.2 |
0.500 |
1,214.8 |
0.382 |
1,213.3 |
LOW |
1,208.7 |
0.618 |
1,201.2 |
1.000 |
1,196.6 |
1.618 |
1,189.1 |
2.618 |
1,177.0 |
4.250 |
1,157.3 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,214.8 |
1,219.1 |
PP |
1,214.1 |
1,216.9 |
S1 |
1,213.4 |
1,214.8 |
|