Trading Metrics calculated at close of trading on 18-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,866.22 |
18,905.33 |
39.11 |
0.2% |
18,876.77 |
High |
18,904.03 |
18,915.74 |
11.71 |
0.1% |
18,934.05 |
Low |
18,845.27 |
18,853.83 |
8.56 |
0.0% |
18,806.06 |
Close |
18,903.82 |
18,867.93 |
-35.89 |
-0.2% |
18,867.93 |
Range |
58.76 |
61.91 |
3.15 |
5.4% |
127.99 |
ATR |
157.95 |
151.09 |
-6.86 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,064.90 |
19,028.32 |
18,901.98 |
|
R3 |
19,002.99 |
18,966.41 |
18,884.96 |
|
R2 |
18,941.08 |
18,941.08 |
18,879.28 |
|
R1 |
18,904.50 |
18,904.50 |
18,873.61 |
18,891.84 |
PP |
18,879.17 |
18,879.17 |
18,879.17 |
18,872.83 |
S1 |
18,842.59 |
18,842.59 |
18,862.25 |
18,829.93 |
S2 |
18,817.26 |
18,817.26 |
18,856.58 |
|
S3 |
18,755.35 |
18,780.68 |
18,850.90 |
|
S4 |
18,693.44 |
18,718.77 |
18,833.88 |
|
|
Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,253.32 |
19,188.61 |
18,938.32 |
|
R3 |
19,125.33 |
19,060.62 |
18,903.13 |
|
R2 |
18,997.34 |
18,997.34 |
18,891.39 |
|
R1 |
18,932.63 |
18,932.63 |
18,879.66 |
18,900.99 |
PP |
18,869.35 |
18,869.35 |
18,869.35 |
18,853.53 |
S1 |
18,804.64 |
18,804.64 |
18,856.20 |
18,773.00 |
S2 |
18,741.36 |
18,741.36 |
18,844.47 |
|
S3 |
18,613.37 |
18,676.65 |
18,832.73 |
|
S4 |
18,485.38 |
18,548.66 |
18,797.54 |
|
|
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 |
18,806.06 |
127.99 |
0.7% |
88.43 |
0.5% |
48% |
False |
False |
|
10 |
18,934.05 |
17,994.64 |
939.41 |
5.0% |
169.74 |
0.9% |
93% |
False |
False |
|
20 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
146.43 |
0.8% |
94% |
False |
False |
|
40 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
146.47 |
0.8% |
94% |
False |
False |
|
60 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
150.42 |
0.8% |
94% |
False |
False |
|
80 |
18,934.05 |
17,883.56 |
1,050.49 |
5.6% |
135.83 |
0.7% |
94% |
False |
False |
|
100 |
18,934.05 |
17,711.80 |
1,222.25 |
6.5% |
132.51 |
0.7% |
95% |
False |
False |
|
120 |
18,934.05 |
17,063.08 |
1,870.97 |
9.9% |
140.22 |
0.7% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,178.86 |
2.618 |
19,077.82 |
1.618 |
19,015.91 |
1.000 |
18,977.65 |
0.618 |
18,954.00 |
HIGH |
18,915.74 |
0.618 |
18,892.09 |
0.500 |
18,884.79 |
0.382 |
18,877.48 |
LOW |
18,853.83 |
0.618 |
18,815.57 |
1.000 |
18,791.92 |
1.618 |
18,753.66 |
2.618 |
18,691.75 |
4.250 |
18,590.71 |
|
|
Fisher Pivots for day following 18-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,884.79 |
18,870.82 |
PP |
18,879.17 |
18,869.85 |
S1 |
18,873.55 |
18,868.89 |
|