Trading Metrics calculated at close of trading on 21-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,905.33 |
18,898.68 |
-6.65 |
0.0% |
18,876.77 |
High |
18,915.74 |
18,960.76 |
45.02 |
0.2% |
18,934.05 |
Low |
18,853.83 |
18,883.10 |
29.27 |
0.2% |
18,806.06 |
Close |
18,867.93 |
18,956.69 |
88.76 |
0.5% |
18,867.93 |
Range |
61.91 |
77.66 |
15.75 |
25.4% |
127.99 |
ATR |
151.09 |
146.93 |
-4.16 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,166.50 |
19,139.25 |
18,999.40 |
|
R3 |
19,088.84 |
19,061.59 |
18,978.05 |
|
R2 |
19,011.18 |
19,011.18 |
18,970.93 |
|
R1 |
18,983.93 |
18,983.93 |
18,963.81 |
18,997.56 |
PP |
18,933.52 |
18,933.52 |
18,933.52 |
18,940.33 |
S1 |
18,906.27 |
18,906.27 |
18,949.57 |
18,919.90 |
S2 |
18,855.86 |
18,855.86 |
18,942.45 |
|
S3 |
18,778.20 |
18,828.61 |
18,935.33 |
|
S4 |
18,700.54 |
18,750.95 |
18,913.98 |
|
|
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 |
18,960.76 |
18,806.06 |
154.70 |
0.8% |
80.30 |
0.4% |
97% |
True |
False |
|
10 |
18,960.76 |
18,200.75 |
760.01 |
4.0% |
150.64 |
0.8% |
99% |
True |
False |
|
20 |
18,960.76 |
17,883.56 |
1,077.20 |
5.7% |
146.12 |
0.8% |
100% |
True |
False |
|
40 |
18,960.76 |
17,883.56 |
1,077.20 |
5.7% |
145.05 |
0.8% |
100% |
True |
False |
|
60 |
18,960.76 |
17,883.56 |
1,077.20 |
5.7% |
147.77 |
0.8% |
100% |
True |
False |
|
80 |
18,960.76 |
17,883.56 |
1,077.20 |
5.7% |
135.61 |
0.7% |
100% |
True |
False |
|
100 |
18,960.76 |
17,713.45 |
1,247.31 |
6.6% |
131.10 |
0.7% |
100% |
True |
False |
|
120 |
18,960.76 |
17,063.08 |
1,897.68 |
10.0% |
139.74 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,290.82 |
2.618 |
19,164.07 |
1.618 |
19,086.41 |
1.000 |
19,038.42 |
0.618 |
19,008.75 |
HIGH |
18,960.76 |
0.618 |
18,931.09 |
0.500 |
18,921.93 |
0.382 |
18,912.77 |
LOW |
18,883.10 |
0.618 |
18,835.11 |
1.000 |
18,805.44 |
1.618 |
18,757.45 |
2.618 |
18,679.79 |
4.250 |
18,553.05 |
|
|
Fisher Pivots for day following 21-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
18,945.10 |
18,938.80 |
PP |
18,933.52 |
18,920.91 |
S1 |
18,921.93 |
18,903.02 |
|