Trading Metrics calculated at close of trading on 16-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,858.21 |
18,909.85 |
51.64 |
0.3% |
17,994.64 |
High |
18,925.26 |
18,909.85 |
-15.41 |
-0.1% |
18,873.66 |
Low |
18,806.06 |
18,825.89 |
19.83 |
0.1% |
17,994.64 |
Close |
18,923.06 |
18,868.14 |
-54.92 |
-0.3% |
18,847.66 |
Range |
119.20 |
83.96 |
-35.24 |
-29.6% |
879.02 |
ATR |
170.84 |
165.58 |
-5.26 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,119.84 |
19,077.95 |
18,914.32 |
|
R3 |
19,035.88 |
18,993.99 |
18,891.23 |
|
R2 |
18,951.92 |
18,951.92 |
18,883.53 |
|
R1 |
18,910.03 |
18,910.03 |
18,875.84 |
18,889.00 |
PP |
18,867.96 |
18,867.96 |
18,867.96 |
18,857.44 |
S1 |
18,826.07 |
18,826.07 |
18,860.44 |
18,805.04 |
S2 |
18,784.00 |
18,784.00 |
18,852.75 |
|
S3 |
18,700.04 |
18,742.11 |
18,845.05 |
|
S4 |
18,616.08 |
18,658.15 |
18,821.96 |
|
|
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 |
18,603.14 |
330.91 |
1.8% |
142.16 |
0.8% |
80% |
False |
False |
|
10 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
178.28 |
0.9% |
94% |
False |
False |
|
20 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
152.35 |
0.8% |
94% |
False |
False |
|
40 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
149.33 |
0.8% |
94% |
False |
False |
|
60 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
151.03 |
0.8% |
94% |
False |
False |
|
80 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
137.15 |
0.7% |
94% |
False |
False |
|
100 |
18,934.05 |
17,190.51 |
1,743.54 |
9.2% |
135.98 |
0.7% |
96% |
False |
False |
|
120 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
141.87 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,266.68 |
2.618 |
19,129.66 |
1.618 |
19,045.70 |
1.000 |
18,993.81 |
0.618 |
18,961.74 |
HIGH |
18,909.85 |
0.618 |
18,877.78 |
0.500 |
18,867.87 |
0.382 |
18,857.96 |
LOW |
18,825.89 |
0.618 |
18,774.00 |
1.000 |
18,741.93 |
1.618 |
18,690.04 |
2.618 |
18,606.08 |
4.250 |
18,469.06 |
|
|
Fisher Pivots for day following 16-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,868.05 |
18,870.06 |
PP |
18,867.96 |
18,869.42 |
S1 |
18,867.87 |
18,868.78 |
|