| 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 |
18,821 |
18,874 |
53 |
0.3% |
18,000 |
| High |
18,885 |
18,914 |
29 |
0.2% |
18,833 |
| Low |
18,756 |
18,793 |
37 |
0.2% |
17,418 |
| Close |
18,880 |
18,833 |
-47 |
-0.2% |
18,787 |
| Range |
129 |
121 |
-8 |
-6.2% |
1,415 |
| ATR |
233 |
225 |
-8 |
-3.4% |
0 |
| Volume |
146,311 |
129,349 |
-16,962 |
-11.6% |
1,530,423 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,210 |
19,142 |
18,900 |
|
| R3 |
19,089 |
19,021 |
18,866 |
|
| R2 |
18,968 |
18,968 |
18,855 |
|
| R1 |
18,900 |
18,900 |
18,844 |
18,874 |
| PP |
18,847 |
18,847 |
18,847 |
18,833 |
| S1 |
18,779 |
18,779 |
18,822 |
18,753 |
| S2 |
18,726 |
18,726 |
18,811 |
|
| S3 |
18,605 |
18,658 |
18,800 |
|
| S4 |
18,484 |
18,537 |
18,767 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,591 |
22,104 |
19,565 |
|
| R3 |
21,176 |
20,689 |
19,176 |
|
| R2 |
19,761 |
19,761 |
19,047 |
|
| R1 |
19,274 |
19,274 |
18,917 |
19,518 |
| PP |
18,346 |
18,346 |
18,346 |
18,468 |
| S1 |
17,859 |
17,859 |
18,657 |
18,103 |
| S2 |
16,931 |
16,931 |
18,528 |
|
| S3 |
15,516 |
16,444 |
18,398 |
|
| S4 |
14,101 |
15,029 |
18,009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,918 |
18,492 |
426 |
2.3% |
177 |
0.9% |
80% |
False |
False |
206,497 |
| 10 |
18,918 |
17,418 |
1,500 |
8.0% |
272 |
1.4% |
94% |
False |
False |
237,011 |
| 20 |
18,918 |
17,418 |
1,500 |
8.0% |
211 |
1.1% |
94% |
False |
False |
205,876 |
| 40 |
18,918 |
17,418 |
1,500 |
8.0% |
198 |
1.1% |
94% |
False |
False |
177,553 |
| 60 |
18,918 |
17,418 |
1,500 |
8.0% |
193 |
1.0% |
94% |
False |
False |
149,472 |
| 80 |
18,918 |
17,418 |
1,500 |
8.0% |
172 |
0.9% |
94% |
False |
False |
112,133 |
| 100 |
18,918 |
16,930 |
1,988 |
10.6% |
171 |
0.9% |
96% |
False |
False |
89,723 |
| 120 |
18,918 |
16,876 |
2,042 |
10.8% |
167 |
0.9% |
96% |
False |
False |
74,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,428 |
|
2.618 |
19,231 |
|
1.618 |
19,110 |
|
1.000 |
19,035 |
|
0.618 |
18,989 |
|
HIGH |
18,914 |
|
0.618 |
18,868 |
|
0.500 |
18,854 |
|
0.382 |
18,839 |
|
LOW |
18,793 |
|
0.618 |
18,718 |
|
1.000 |
18,672 |
|
1.618 |
18,597 |
|
2.618 |
18,476 |
|
4.250 |
18,279 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,854 |
18,837 |
| PP |
18,847 |
18,836 |
| S1 |
18,840 |
18,834 |
|