Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
1,216.3 |
1,216.3 |
0.0 |
0.0% |
1,230.0 |
High |
1,223.6 |
1,217.6 |
-6.0 |
-0.5% |
1,236.1 |
Low |
1,208.5 |
1,184.0 |
-24.5 |
-2.0% |
1,204.1 |
Close |
1,214.1 |
1,192.4 |
-21.7 |
-1.8% |
1,211.6 |
Range |
15.1 |
33.6 |
18.5 |
122.5% |
32.0 |
ATR |
19.8 |
20.8 |
1.0 |
5.0% |
0.0 |
Volume |
38,628 |
126,372 |
87,744 |
227.2% |
117,316 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.8 |
1,279.2 |
1,210.9 |
|
R3 |
1,265.2 |
1,245.6 |
1,201.6 |
|
R2 |
1,231.6 |
1,231.6 |
1,198.6 |
|
R1 |
1,212.0 |
1,212.0 |
1,195.5 |
1,205.0 |
PP |
1,198.0 |
1,198.0 |
1,198.0 |
1,194.5 |
S1 |
1,178.4 |
1,178.4 |
1,189.3 |
1,171.4 |
S2 |
1,164.4 |
1,164.4 |
1,186.2 |
|
S3 |
1,130.8 |
1,144.8 |
1,183.2 |
|
S4 |
1,097.2 |
1,111.2 |
1,173.9 |
|
|
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 |
1,234.0 |
1,184.0 |
50.0 |
4.2% |
19.4 |
1.6% |
17% |
False |
True |
48,402 |
10 |
1,296.0 |
1,184.0 |
112.0 |
9.4% |
22.9 |
1.9% |
8% |
False |
True |
41,477 |
20 |
1,341.0 |
1,184.0 |
157.0 |
13.2% |
22.1 |
1.9% |
5% |
False |
True |
30,839 |
40 |
1,341.0 |
1,184.0 |
157.0 |
13.2% |
17.8 |
1.5% |
5% |
False |
True |
19,362 |
60 |
1,360.7 |
1,184.0 |
176.7 |
14.8% |
16.7 |
1.4% |
5% |
False |
True |
14,394 |
80 |
1,377.4 |
1,184.0 |
193.4 |
16.2% |
16.3 |
1.4% |
4% |
False |
True |
11,975 |
100 |
1,387.1 |
1,184.0 |
203.1 |
17.0% |
16.6 |
1.4% |
4% |
False |
True |
9,920 |
120 |
1,387.1 |
1,184.0 |
203.1 |
17.0% |
16.9 |
1.4% |
4% |
False |
True |
8,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.4 |
2.618 |
1,305.6 |
1.618 |
1,272.0 |
1.000 |
1,251.2 |
0.618 |
1,238.4 |
HIGH |
1,217.6 |
0.618 |
1,204.8 |
0.500 |
1,200.8 |
0.382 |
1,196.8 |
LOW |
1,184.0 |
0.618 |
1,163.2 |
1.000 |
1,150.4 |
1.618 |
1,129.6 |
2.618 |
1,096.0 |
4.250 |
1,041.2 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
1,200.8 |
1,203.8 |
PP |
1,198.0 |
1,200.0 |
S1 |
1,195.2 |
1,196.2 |
|