Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
18,970.39 |
19,015.52 |
45.13 |
0.2% |
18,876.77 |
High |
19,043.90 |
19,083.76 |
39.86 |
0.2% |
18,934.05 |
Low |
18,962.82 |
19,000.38 |
37.56 |
0.2% |
18,806.06 |
Close |
19,023.87 |
19,083.18 |
59.31 |
0.3% |
18,867.93 |
Range |
81.08 |
83.38 |
2.30 |
2.8% |
127.99 |
ATR |
142.66 |
138.43 |
-4.23 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,305.91 |
19,277.93 |
19,129.04 |
|
R3 |
19,222.53 |
19,194.55 |
19,106.11 |
|
R2 |
19,139.15 |
19,139.15 |
19,098.47 |
|
R1 |
19,111.17 |
19,111.17 |
19,090.82 |
19,125.16 |
PP |
19,055.77 |
19,055.77 |
19,055.77 |
19,062.77 |
S1 |
19,027.79 |
19,027.79 |
19,075.54 |
19,041.78 |
S2 |
18,972.39 |
18,972.39 |
19,067.89 |
|
S3 |
18,889.01 |
18,944.41 |
19,060.25 |
|
S4 |
18,805.63 |
18,861.03 |
19,037.32 |
|
|
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 |
19,083.76 |
18,845.27 |
238.49 |
1.2% |
72.56 |
0.4% |
100% |
True |
False |
|
10 |
19,083.76 |
18,603.14 |
480.62 |
2.5% |
107.36 |
0.6% |
100% |
True |
False |
|
20 |
19,083.76 |
17,883.56 |
1,200.20 |
6.3% |
141.16 |
0.7% |
100% |
True |
False |
|
40 |
19,083.76 |
17,883.56 |
1,200.20 |
6.3% |
140.25 |
0.7% |
100% |
True |
False |
|
60 |
19,083.76 |
17,883.56 |
1,200.20 |
6.3% |
147.03 |
0.8% |
100% |
True |
False |
|
80 |
19,083.76 |
17,883.56 |
1,200.20 |
6.3% |
134.33 |
0.7% |
100% |
True |
False |
|
100 |
19,083.76 |
17,713.45 |
1,370.31 |
7.2% |
130.69 |
0.7% |
100% |
True |
False |
|
120 |
19,083.76 |
17,063.08 |
2,020.68 |
10.6% |
138.85 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,438.13 |
2.618 |
19,302.05 |
1.618 |
19,218.67 |
1.000 |
19,167.14 |
0.618 |
19,135.29 |
HIGH |
19,083.76 |
0.618 |
19,051.91 |
0.500 |
19,042.07 |
0.382 |
19,032.23 |
LOW |
19,000.38 |
0.618 |
18,948.85 |
1.000 |
18,917.00 |
1.618 |
18,865.47 |
2.618 |
18,782.09 |
4.250 |
18,646.02 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
19,069.48 |
19,049.93 |
PP |
19,055.77 |
19,016.68 |
S1 |
19,042.07 |
18,983.43 |
|