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 |
18,876.77 |
18,858.21 |
-18.56 |
-0.1% |
17,994.64 |
High |
18,934.05 |
18,925.26 |
-8.79 |
0.0% |
18,873.66 |
Low |
18,815.75 |
18,806.06 |
-9.69 |
-0.1% |
17,994.64 |
Close |
18,868.69 |
18,923.06 |
54.37 |
0.3% |
18,847.66 |
Range |
118.30 |
119.20 |
0.90 |
0.8% |
879.02 |
ATR |
174.81 |
170.84 |
-3.97 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,242.39 |
19,201.93 |
18,988.62 |
|
R3 |
19,123.19 |
19,082.73 |
18,955.84 |
|
R2 |
19,003.99 |
19,003.99 |
18,944.91 |
|
R1 |
18,963.53 |
18,963.53 |
18,933.99 |
18,983.76 |
PP |
18,884.79 |
18,884.79 |
18,884.79 |
18,894.91 |
S1 |
18,844.33 |
18,844.33 |
18,912.13 |
18,864.56 |
S2 |
18,765.59 |
18,765.59 |
18,901.21 |
|
S3 |
18,646.39 |
18,725.13 |
18,890.28 |
|
S4 |
18,527.19 |
18,605.93 |
18,857.50 |
|
|
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 |
18,252.55 |
681.50 |
3.6% |
204.87 |
1.1% |
98% |
False |
False |
|
10 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
181.11 |
1.0% |
99% |
False |
False |
|
20 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
152.30 |
0.8% |
99% |
False |
False |
|
40 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
151.87 |
0.8% |
99% |
False |
False |
|
60 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
151.06 |
0.8% |
99% |
False |
False |
|
80 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
137.79 |
0.7% |
99% |
False |
False |
|
100 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
138.06 |
0.7% |
99% |
False |
False |
|
120 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
141.58 |
0.7% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,431.86 |
2.618 |
19,237.33 |
1.618 |
19,118.13 |
1.000 |
19,044.46 |
0.618 |
18,998.93 |
HIGH |
18,925.26 |
0.618 |
18,879.73 |
0.500 |
18,865.66 |
0.382 |
18,851.59 |
LOW |
18,806.06 |
0.618 |
18,732.39 |
1.000 |
18,686.86 |
1.618 |
18,613.19 |
2.618 |
18,493.99 |
4.250 |
18,299.46 |
|
|
Fisher Pivots for day following 15-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,903.93 |
18,893.88 |
PP |
18,884.79 |
18,864.69 |
S1 |
18,865.66 |
18,835.51 |
|