Trading Metrics calculated at close of trading on 11-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,603.14 |
18,781.65 |
178.51 |
1.0% |
17,994.64 |
High |
18,873.66 |
18,855.78 |
-17.88 |
-0.1% |
18,873.66 |
Low |
18,603.14 |
18,736.96 |
133.82 |
0.7% |
17,994.64 |
Close |
18,807.88 |
18,847.66 |
39.78 |
0.2% |
18,847.66 |
Range |
270.52 |
118.82 |
-151.70 |
-56.1% |
879.02 |
ATR |
183.80 |
179.16 |
-4.64 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,169.93 |
19,127.61 |
18,913.01 |
|
R3 |
19,051.11 |
19,008.79 |
18,880.34 |
|
R2 |
18,932.29 |
18,932.29 |
18,869.44 |
|
R1 |
18,889.97 |
18,889.97 |
18,858.55 |
18,911.13 |
PP |
18,813.47 |
18,813.47 |
18,813.47 |
18,824.05 |
S1 |
18,771.15 |
18,771.15 |
18,836.77 |
18,792.31 |
S2 |
18,694.65 |
18,694.65 |
18,825.88 |
|
S3 |
18,575.83 |
18,652.33 |
18,814.98 |
|
S4 |
18,457.01 |
18,533.51 |
18,782.31 |
|
|
Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,209.05 |
20,907.37 |
19,331.12 |
|
R3 |
20,330.03 |
20,028.35 |
19,089.39 |
|
R2 |
19,451.01 |
19,451.01 |
19,008.81 |
|
R1 |
19,149.33 |
19,149.33 |
18,928.24 |
19,300.17 |
PP |
18,571.99 |
18,571.99 |
18,571.99 |
18,647.41 |
S1 |
18,270.31 |
18,270.31 |
18,767.08 |
18,421.15 |
S2 |
17,692.97 |
17,692.97 |
18,686.51 |
|
S3 |
16,813.95 |
17,391.29 |
18,605.93 |
|
S4 |
15,934.93 |
16,512.27 |
18,364.20 |
|
|
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 |
17,994.64 |
879.02 |
4.7% |
251.05 |
1.3% |
97% |
False |
False |
|
10 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
187.29 |
1.0% |
97% |
False |
False |
|
20 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
150.20 |
0.8% |
97% |
False |
False |
|
40 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
152.44 |
0.8% |
97% |
False |
False |
|
60 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
150.40 |
0.8% |
97% |
False |
False |
|
80 |
18,873.66 |
17,883.56 |
990.10 |
5.3% |
137.11 |
0.7% |
97% |
False |
False |
|
100 |
18,873.66 |
17,063.08 |
1,810.58 |
9.6% |
143.26 |
0.8% |
99% |
False |
False |
|
120 |
18,873.66 |
17,063.08 |
1,810.58 |
9.6% |
141.61 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,360.77 |
2.618 |
19,166.85 |
1.618 |
19,048.03 |
1.000 |
18,974.60 |
0.618 |
18,929.21 |
HIGH |
18,855.78 |
0.618 |
18,810.39 |
0.500 |
18,796.37 |
0.382 |
18,782.35 |
LOW |
18,736.96 |
0.618 |
18,663.53 |
1.000 |
18,618.14 |
1.618 |
18,544.71 |
2.618 |
18,425.89 |
4.250 |
18,231.98 |
|
|
Fisher Pivots for day following 11-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,830.56 |
18,752.81 |
PP |
18,813.47 |
18,657.96 |
S1 |
18,796.37 |
18,563.11 |
|