Trading Metrics calculated at close of trading on 17-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,909.85 |
18,866.22 |
-43.63 |
-0.2% |
17,994.64 |
High |
18,909.85 |
18,904.03 |
-5.82 |
0.0% |
18,873.66 |
Low |
18,825.89 |
18,845.27 |
19.38 |
0.1% |
17,994.64 |
Close |
18,868.14 |
18,903.82 |
35.68 |
0.2% |
18,847.66 |
Range |
83.96 |
58.76 |
-25.20 |
-30.0% |
879.02 |
ATR |
165.58 |
157.95 |
-7.63 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,060.65 |
19,041.00 |
18,936.14 |
|
R3 |
19,001.89 |
18,982.24 |
18,919.98 |
|
R2 |
18,943.13 |
18,943.13 |
18,914.59 |
|
R1 |
18,923.48 |
18,923.48 |
18,909.21 |
18,933.31 |
PP |
18,884.37 |
18,884.37 |
18,884.37 |
18,889.29 |
S1 |
18,864.72 |
18,864.72 |
18,898.43 |
18,874.55 |
S2 |
18,825.61 |
18,825.61 |
18,893.05 |
|
S3 |
18,766.85 |
18,805.96 |
18,887.66 |
|
S4 |
18,708.09 |
18,747.20 |
18,871.50 |
|
|
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 |
18,736.96 |
197.09 |
1.0% |
99.81 |
0.5% |
85% |
False |
False |
|
10 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
173.87 |
0.9% |
97% |
False |
False |
|
20 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
149.29 |
0.8% |
97% |
False |
False |
|
40 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
148.14 |
0.8% |
97% |
False |
False |
|
60 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
150.49 |
0.8% |
97% |
False |
False |
|
80 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
136.49 |
0.7% |
97% |
False |
False |
|
100 |
18,934.05 |
17,456.02 |
1,478.03 |
7.8% |
134.37 |
0.7% |
98% |
False |
False |
|
120 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
140.90 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,153.76 |
2.618 |
19,057.86 |
1.618 |
18,999.10 |
1.000 |
18,962.79 |
0.618 |
18,940.34 |
HIGH |
18,904.03 |
0.618 |
18,881.58 |
0.500 |
18,874.65 |
0.382 |
18,867.72 |
LOW |
18,845.27 |
0.618 |
18,808.96 |
1.000 |
18,786.51 |
1.618 |
18,750.20 |
2.618 |
18,691.44 |
4.250 |
18,595.54 |
|
|
Fisher Pivots for day following 17-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,894.10 |
18,891.10 |
PP |
18,884.37 |
18,878.38 |
S1 |
18,874.65 |
18,865.66 |
|