| 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 |
17,910 |
17,810 |
-100 |
-0.6% |
17,050 |
| High |
17,965 |
18,135 |
170 |
0.9% |
17,635 |
| Low |
17,795 |
17,765 |
-30 |
-0.2% |
16,140 |
| Close |
17,800 |
18,125 |
325 |
1.8% |
17,440 |
| Range |
170 |
370 |
200 |
117.6% |
1,495 |
| ATR |
316 |
320 |
4 |
1.2% |
0 |
| Volume |
9,274 |
9,550 |
276 |
3.0% |
115,266 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,118 |
18,992 |
18,329 |
|
| R3 |
18,748 |
18,622 |
18,227 |
|
| R2 |
18,378 |
18,378 |
18,193 |
|
| R1 |
18,252 |
18,252 |
18,159 |
18,315 |
| PP |
18,008 |
18,008 |
18,008 |
18,040 |
| S1 |
17,882 |
17,882 |
18,091 |
17,945 |
| S2 |
17,638 |
17,638 |
18,057 |
|
| S3 |
17,268 |
17,512 |
18,023 |
|
| S4 |
16,898 |
17,142 |
17,922 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,557 |
20,993 |
18,262 |
|
| R3 |
20,062 |
19,498 |
17,851 |
|
| R2 |
18,567 |
18,567 |
17,714 |
|
| R1 |
18,003 |
18,003 |
17,577 |
18,285 |
| PP |
17,072 |
17,072 |
17,072 |
17,213 |
| S1 |
16,508 |
16,508 |
17,303 |
16,790 |
| S2 |
15,577 |
15,577 |
17,166 |
|
| S3 |
14,082 |
15,013 |
17,029 |
|
| S4 |
12,587 |
13,518 |
16,618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,135 |
17,290 |
845 |
4.7% |
302 |
1.7% |
99% |
True |
False |
11,780 |
| 10 |
18,135 |
16,140 |
1,995 |
11.0% |
403 |
2.2% |
99% |
True |
False |
16,994 |
| 20 |
18,135 |
16,140 |
1,995 |
11.0% |
308 |
1.7% |
99% |
True |
False |
13,567 |
| 40 |
18,135 |
16,140 |
1,995 |
11.0% |
272 |
1.5% |
99% |
True |
False |
11,618 |
| 60 |
18,135 |
16,140 |
1,995 |
11.0% |
262 |
1.4% |
99% |
True |
False |
10,610 |
| 80 |
18,135 |
15,900 |
2,235 |
12.3% |
253 |
1.4% |
100% |
True |
False |
7,967 |
| 100 |
18,135 |
15,200 |
2,935 |
16.2% |
256 |
1.4% |
100% |
True |
False |
6,377 |
| 120 |
18,135 |
15,060 |
3,075 |
17.0% |
240 |
1.3% |
100% |
True |
False |
5,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,708 |
|
2.618 |
19,104 |
|
1.618 |
18,734 |
|
1.000 |
18,505 |
|
0.618 |
18,364 |
|
HIGH |
18,135 |
|
0.618 |
17,994 |
|
0.500 |
17,950 |
|
0.382 |
17,906 |
|
LOW |
17,765 |
|
0.618 |
17,536 |
|
1.000 |
17,395 |
|
1.618 |
17,166 |
|
2.618 |
16,796 |
|
4.250 |
16,193 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
18,067 |
18,044 |
| PP |
18,008 |
17,963 |
| S1 |
17,950 |
17,883 |
|