Trading Metrics calculated at close of trading on 09-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,251.38 |
18,317.26 |
65.88 |
0.4% |
18,176.60 |
High |
18,400.50 |
18,650.06 |
249.56 |
1.4% |
18,193.68 |
Low |
18,200.75 |
18,252.55 |
51.80 |
0.3% |
17,883.56 |
Close |
18,332.74 |
18,589.69 |
256.95 |
1.4% |
17,888.28 |
Range |
199.75 |
397.51 |
197.76 |
99.0% |
310.12 |
ATR |
159.07 |
176.10 |
17.03 |
10.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,689.96 |
19,537.34 |
18,808.32 |
|
R3 |
19,292.45 |
19,139.83 |
18,699.01 |
|
R2 |
18,894.94 |
18,894.94 |
18,662.57 |
|
R1 |
18,742.32 |
18,742.32 |
18,626.13 |
18,818.63 |
PP |
18,497.43 |
18,497.43 |
18,497.43 |
18,535.59 |
S1 |
18,344.81 |
18,344.81 |
18,553.25 |
18,421.12 |
S2 |
18,099.92 |
18,099.92 |
18,516.81 |
|
S3 |
17,702.41 |
17,947.30 |
18,480.37 |
|
S4 |
17,304.90 |
17,549.79 |
18,371.06 |
|
|
Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,918.87 |
18,713.69 |
18,058.85 |
|
R3 |
18,608.75 |
18,403.57 |
17,973.56 |
|
R2 |
18,298.63 |
18,298.63 |
17,945.14 |
|
R1 |
18,093.45 |
18,093.45 |
17,916.71 |
18,040.98 |
PP |
17,988.51 |
17,988.51 |
17,988.51 |
17,962.27 |
S1 |
17,783.33 |
17,783.33 |
17,859.85 |
17,730.86 |
S2 |
17,678.39 |
17,678.39 |
17,831.42 |
|
S3 |
17,368.27 |
17,473.21 |
17,803.00 |
|
S4 |
17,058.15 |
17,163.09 |
17,717.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,650.06 |
17,883.56 |
766.50 |
4.1% |
214.40 |
1.2% |
92% |
True |
False |
|
10 |
18,650.06 |
17,883.56 |
766.50 |
4.1% |
174.96 |
0.9% |
92% |
True |
False |
|
20 |
18,650.06 |
17,883.56 |
766.50 |
4.1% |
145.76 |
0.8% |
92% |
True |
False |
|
40 |
18,650.06 |
17,883.56 |
766.50 |
4.1% |
152.25 |
0.8% |
92% |
True |
False |
|
60 |
18,650.06 |
17,883.56 |
766.50 |
4.1% |
146.93 |
0.8% |
92% |
True |
False |
|
80 |
18,668.44 |
17,883.56 |
784.88 |
4.2% |
134.58 |
0.7% |
90% |
False |
False |
|
100 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
141.64 |
0.8% |
95% |
False |
False |
|
120 |
18,668.44 |
17,063.08 |
1,605.36 |
8.6% |
140.77 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,339.48 |
2.618 |
19,690.74 |
1.618 |
19,293.23 |
1.000 |
19,047.57 |
0.618 |
18,895.72 |
HIGH |
18,650.06 |
0.618 |
18,498.21 |
0.500 |
18,451.31 |
0.382 |
18,404.40 |
LOW |
18,252.55 |
0.618 |
18,006.89 |
1.000 |
17,855.04 |
1.618 |
17,609.38 |
2.618 |
17,211.87 |
4.250 |
16,563.13 |
|
|
Fisher Pivots for day following 09-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,543.56 |
18,500.58 |
PP |
18,497.43 |
18,411.46 |
S1 |
18,451.31 |
18,322.35 |
|