Trading Metrics calculated at close of trading on 22-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,210.6 |
1,216.3 |
5.7 |
0.5% |
1,230.0 |
High |
1,220.8 |
1,223.6 |
2.8 |
0.2% |
1,236.1 |
Low |
1,208.7 |
1,208.5 |
-0.2 |
0.0% |
1,204.1 |
Close |
1,212.7 |
1,214.1 |
1.4 |
0.1% |
1,211.6 |
Range |
12.1 |
15.1 |
3.0 |
24.8% |
32.0 |
ATR |
20.1 |
19.8 |
-0.4 |
-1.8% |
0.0 |
Volume |
26,038 |
38,628 |
12,590 |
48.4% |
117,316 |
|
Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.7 |
1,252.5 |
1,222.4 |
|
R3 |
1,245.6 |
1,237.4 |
1,218.3 |
|
R2 |
1,230.5 |
1,230.5 |
1,216.9 |
|
R1 |
1,222.3 |
1,222.3 |
1,215.5 |
1,218.9 |
PP |
1,215.4 |
1,215.4 |
1,215.4 |
1,213.7 |
S1 |
1,207.2 |
1,207.2 |
1,212.7 |
1,203.8 |
S2 |
1,200.3 |
1,200.3 |
1,211.3 |
|
S3 |
1,185.2 |
1,192.1 |
1,209.9 |
|
S4 |
1,170.1 |
1,177.0 |
1,205.8 |
|
|
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% |
15.1 |
1.2% |
31% |
False |
False |
28,819 |
10 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
26.4 |
2.2% |
7% |
False |
False |
35,320 |
20 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
21.0 |
1.7% |
7% |
False |
False |
25,128 |
40 |
1,341.0 |
1,204.1 |
136.9 |
11.3% |
17.2 |
1.4% |
7% |
False |
False |
16,378 |
60 |
1,360.7 |
1,204.1 |
156.6 |
12.9% |
16.4 |
1.3% |
6% |
False |
False |
12,339 |
80 |
1,378.1 |
1,204.1 |
174.0 |
14.3% |
16.1 |
1.3% |
6% |
False |
False |
10,424 |
100 |
1,387.1 |
1,204.1 |
183.0 |
15.1% |
16.4 |
1.3% |
5% |
False |
False |
8,672 |
120 |
1,387.1 |
1,204.1 |
183.0 |
15.1% |
16.6 |
1.4% |
5% |
False |
False |
7,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,287.8 |
2.618 |
1,263.1 |
1.618 |
1,248.0 |
1.000 |
1,238.7 |
0.618 |
1,232.9 |
HIGH |
1,223.6 |
0.618 |
1,217.8 |
0.500 |
1,216.1 |
0.382 |
1,214.3 |
LOW |
1,208.5 |
0.618 |
1,199.2 |
1.000 |
1,193.4 |
1.618 |
1,184.1 |
2.618 |
1,169.0 |
4.250 |
1,144.3 |
|
|
Fisher Pivots for day following 22-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,216.1 |
1,214.0 |
PP |
1,215.4 |
1,213.9 |
S1 |
1,214.8 |
1,213.9 |
|