Trading Metrics calculated at close of trading on 10-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,317.26 |
18,603.14 |
285.88 |
1.6% |
18,176.60 |
High |
18,650.06 |
18,873.66 |
223.60 |
1.2% |
18,193.68 |
Low |
18,252.55 |
18,603.14 |
350.59 |
1.9% |
17,883.56 |
Close |
18,589.69 |
18,807.88 |
218.19 |
1.2% |
17,888.28 |
Range |
397.51 |
270.52 |
-126.99 |
-31.9% |
310.12 |
ATR |
176.10 |
183.80 |
7.71 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,573.12 |
19,461.02 |
18,956.67 |
|
R3 |
19,302.60 |
19,190.50 |
18,882.27 |
|
R2 |
19,032.08 |
19,032.08 |
18,857.48 |
|
R1 |
18,919.98 |
18,919.98 |
18,832.68 |
18,976.03 |
PP |
18,761.56 |
18,761.56 |
18,761.56 |
18,789.59 |
S1 |
18,649.46 |
18,649.46 |
18,783.08 |
18,705.51 |
S2 |
18,491.04 |
18,491.04 |
18,758.28 |
|
S3 |
18,220.52 |
18,378.94 |
18,733.49 |
|
S4 |
17,950.00 |
18,108.42 |
18,659.09 |
|
|
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 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
247.93 |
1.3% |
93% |
True |
False |
|
10 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
191.62 |
1.0% |
93% |
True |
False |
|
20 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
150.40 |
0.8% |
93% |
True |
False |
|
40 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
153.15 |
0.8% |
93% |
True |
False |
|
60 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
149.55 |
0.8% |
93% |
True |
False |
|
80 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
137.13 |
0.7% |
93% |
True |
False |
|
100 |
18,873.66 |
17,063.08 |
1,810.58 |
9.6% |
143.57 |
0.8% |
96% |
True |
False |
|
120 |
18,873.66 |
17,063.08 |
1,810.58 |
9.6% |
142.43 |
0.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,023.37 |
2.618 |
19,581.88 |
1.618 |
19,311.36 |
1.000 |
19,144.18 |
0.618 |
19,040.84 |
HIGH |
18,873.66 |
0.618 |
18,770.32 |
0.500 |
18,738.40 |
0.382 |
18,706.48 |
LOW |
18,603.14 |
0.618 |
18,435.96 |
1.000 |
18,332.62 |
1.618 |
18,165.44 |
2.618 |
17,894.92 |
4.250 |
17,453.43 |
|
|
Fisher Pivots for day following 10-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,784.72 |
18,717.66 |
PP |
18,761.56 |
18,627.43 |
S1 |
18,738.40 |
18,537.21 |
|