| 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 |
18,874 |
18,833 |
-41 |
-0.2% |
18,000 |
| High |
18,914 |
18,876 |
-38 |
-0.2% |
18,833 |
| Low |
18,793 |
18,812 |
19 |
0.1% |
17,418 |
| Close |
18,833 |
18,869 |
36 |
0.2% |
18,787 |
| Range |
121 |
64 |
-57 |
-47.1% |
1,415 |
| ATR |
225 |
214 |
-12 |
-5.1% |
0 |
| Volume |
129,349 |
119,808 |
-9,541 |
-7.4% |
1,530,423 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,044 |
19,021 |
18,904 |
|
| R3 |
18,980 |
18,957 |
18,887 |
|
| R2 |
18,916 |
18,916 |
18,881 |
|
| R1 |
18,893 |
18,893 |
18,875 |
18,905 |
| PP |
18,852 |
18,852 |
18,852 |
18,858 |
| S1 |
18,829 |
18,829 |
18,863 |
18,841 |
| S2 |
18,788 |
18,788 |
18,857 |
|
| S3 |
18,724 |
18,765 |
18,852 |
|
| S4 |
18,660 |
18,701 |
18,834 |
|
|
| 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 |
18,682 |
236 |
1.3% |
124 |
0.7% |
79% |
False |
False |
162,629 |
| 10 |
18,918 |
17,418 |
1,500 |
7.9% |
267 |
1.4% |
97% |
False |
False |
233,452 |
| 20 |
18,918 |
17,418 |
1,500 |
7.9% |
208 |
1.1% |
97% |
False |
False |
204,053 |
| 40 |
18,918 |
17,418 |
1,500 |
7.9% |
196 |
1.0% |
97% |
False |
False |
177,331 |
| 60 |
18,918 |
17,418 |
1,500 |
7.9% |
193 |
1.0% |
97% |
False |
False |
151,466 |
| 80 |
18,918 |
17,418 |
1,500 |
7.9% |
172 |
0.9% |
97% |
False |
False |
113,630 |
| 100 |
18,918 |
17,168 |
1,750 |
9.3% |
169 |
0.9% |
97% |
False |
False |
90,920 |
| 120 |
18,918 |
16,876 |
2,042 |
10.8% |
167 |
0.9% |
98% |
False |
False |
75,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,148 |
|
2.618 |
19,044 |
|
1.618 |
18,980 |
|
1.000 |
18,940 |
|
0.618 |
18,916 |
|
HIGH |
18,876 |
|
0.618 |
18,852 |
|
0.500 |
18,844 |
|
0.382 |
18,837 |
|
LOW |
18,812 |
|
0.618 |
18,773 |
|
1.000 |
18,748 |
|
1.618 |
18,709 |
|
2.618 |
18,645 |
|
4.250 |
18,540 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,861 |
18,858 |
| PP |
18,852 |
18,846 |
| S1 |
18,844 |
18,835 |
|