Trading Metrics calculated at close of trading on 15-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
217.03 |
217.04 |
0.01 |
0.0% |
211.45 |
High |
217.27 |
218.28 |
1.01 |
0.5% |
218.31 |
Low |
215.72 |
216.80 |
1.08 |
0.5% |
211.30 |
Close |
216.59 |
218.28 |
1.69 |
0.8% |
216.42 |
Range |
1.55 |
1.48 |
-0.07 |
-4.5% |
7.01 |
ATR |
2.17 |
2.14 |
-0.03 |
-1.6% |
0.00 |
Volume |
94,579,904 |
91,652,496 |
-2,927,408 |
-3.1% |
747,661,792 |
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
222.23 |
221.73 |
219.09 |
|
R3 |
220.75 |
220.25 |
218.69 |
|
R2 |
219.27 |
219.27 |
218.55 |
|
R1 |
218.77 |
218.77 |
218.42 |
219.02 |
PP |
217.79 |
217.79 |
217.79 |
217.91 |
S1 |
217.29 |
217.29 |
218.14 |
217.54 |
S2 |
216.31 |
216.31 |
218.01 |
|
S3 |
214.83 |
215.81 |
217.87 |
|
S4 |
213.35 |
214.33 |
217.47 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
236.37 |
233.41 |
220.28 |
|
R3 |
229.36 |
226.40 |
218.35 |
|
R2 |
222.35 |
222.35 |
217.71 |
|
R1 |
219.39 |
219.39 |
217.06 |
220.87 |
PP |
215.34 |
215.34 |
215.34 |
216.09 |
S1 |
212.38 |
212.38 |
215.78 |
213.86 |
S2 |
208.33 |
208.33 |
215.13 |
|
S3 |
201.32 |
205.37 |
214.49 |
|
S4 |
194.31 |
198.36 |
212.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
218.31 |
212.34 |
5.97 |
2.7% |
2.45 |
1.1% |
99% |
False |
False |
143,465,459 |
10 |
218.31 |
208.38 |
9.93 |
4.5% |
2.17 |
1.0% |
100% |
False |
False |
123,528,628 |
20 |
218.31 |
208.38 |
9.93 |
4.5% |
1.84 |
0.8% |
100% |
False |
False |
103,441,304 |
40 |
218.31 |
208.38 |
9.93 |
4.5% |
1.75 |
0.8% |
100% |
False |
False |
96,126,079 |
60 |
219.60 |
208.38 |
11.22 |
5.1% |
1.77 |
0.8% |
88% |
False |
False |
98,627,244 |
80 |
219.60 |
208.38 |
11.22 |
5.1% |
1.63 |
0.7% |
88% |
False |
False |
90,066,369 |
100 |
219.60 |
198.65 |
20.95 |
9.6% |
1.63 |
0.7% |
94% |
False |
False |
92,657,640 |
120 |
219.60 |
198.65 |
20.95 |
9.6% |
1.67 |
0.8% |
94% |
False |
False |
94,664,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
224.57 |
2.618 |
222.15 |
1.618 |
220.67 |
1.000 |
219.76 |
0.618 |
219.19 |
HIGH |
218.28 |
0.618 |
217.71 |
0.500 |
217.54 |
0.382 |
217.37 |
LOW |
216.80 |
0.618 |
215.89 |
1.000 |
215.32 |
1.618 |
214.41 |
2.618 |
212.93 |
4.250 |
210.51 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
218.03 |
217.79 |
PP |
217.79 |
217.29 |
S1 |
217.54 |
216.80 |
|