Trading Metrics calculated at close of trading on 14-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,781.65 |
18,876.77 |
95.12 |
0.5% |
17,994.64 |
High |
18,855.78 |
18,934.05 |
78.27 |
0.4% |
18,873.66 |
Low |
18,736.96 |
18,815.75 |
78.79 |
0.4% |
17,994.64 |
Close |
18,847.66 |
18,868.69 |
21.03 |
0.1% |
18,847.66 |
Range |
118.82 |
118.30 |
-0.52 |
-0.4% |
879.02 |
ATR |
179.16 |
174.81 |
-4.35 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,227.73 |
19,166.51 |
18,933.76 |
|
R3 |
19,109.43 |
19,048.21 |
18,901.22 |
|
R2 |
18,991.13 |
18,991.13 |
18,890.38 |
|
R1 |
18,929.91 |
18,929.91 |
18,879.53 |
18,901.37 |
PP |
18,872.83 |
18,872.83 |
18,872.83 |
18,858.56 |
S1 |
18,811.61 |
18,811.61 |
18,857.85 |
18,783.07 |
S2 |
18,754.53 |
18,754.53 |
18,847.00 |
|
S3 |
18,636.23 |
18,693.31 |
18,836.16 |
|
S4 |
18,517.93 |
18,575.01 |
18,803.63 |
|
|
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 |
18,934.05 |
18,200.75 |
733.30 |
3.9% |
220.98 |
1.2% |
91% |
True |
False |
|
10 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
192.81 |
1.0% |
94% |
True |
False |
|
20 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
151.16 |
0.8% |
94% |
True |
False |
|
40 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
151.35 |
0.8% |
94% |
True |
False |
|
60 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
150.81 |
0.8% |
94% |
True |
False |
|
80 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
137.59 |
0.7% |
94% |
True |
False |
|
100 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
142.77 |
0.8% |
97% |
True |
False |
|
120 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
141.29 |
0.7% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,436.83 |
2.618 |
19,243.76 |
1.618 |
19,125.46 |
1.000 |
19,052.35 |
0.618 |
19,007.16 |
HIGH |
18,934.05 |
0.618 |
18,888.86 |
0.500 |
18,874.90 |
0.382 |
18,860.94 |
LOW |
18,815.75 |
0.618 |
18,742.64 |
1.000 |
18,697.45 |
1.618 |
18,624.34 |
2.618 |
18,506.04 |
4.250 |
18,312.98 |
|
|
Fisher Pivots for day following 14-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,874.90 |
18,835.33 |
PP |
18,872.83 |
18,801.96 |
S1 |
18,870.76 |
18,768.60 |
|