Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,855.22 |
17,900.78 |
45.56 |
0.3% |
17,672.62 |
High |
17,912.04 |
17,900.78 |
-11.26 |
-0.1% |
17,977.85 |
Low |
17,768.60 |
17,667.78 |
-100.82 |
-0.6% |
17,655.02 |
Close |
17,910.33 |
17,730.48 |
-179.85 |
-1.0% |
17,910.33 |
Range |
143.44 |
233.00 |
89.56 |
62.4% |
322.83 |
ATR |
176.92 |
181.61 |
4.69 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,465.35 |
18,330.91 |
17,858.63 |
|
R3 |
18,232.35 |
18,097.91 |
17,794.56 |
|
R2 |
17,999.35 |
17,999.35 |
17,773.20 |
|
R1 |
17,864.91 |
17,864.91 |
17,751.84 |
17,815.63 |
PP |
17,766.35 |
17,766.35 |
17,766.35 |
17,741.71 |
S1 |
17,631.91 |
17,631.91 |
17,709.12 |
17,582.63 |
S2 |
17,533.35 |
17,533.35 |
17,687.76 |
|
S3 |
17,300.35 |
17,398.91 |
17,666.41 |
|
S4 |
17,067.35 |
17,165.91 |
17,602.33 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,816.22 |
18,686.11 |
18,087.89 |
|
R3 |
18,493.39 |
18,363.28 |
17,999.11 |
|
R2 |
18,170.56 |
18,170.56 |
17,969.52 |
|
R1 |
18,040.45 |
18,040.45 |
17,939.92 |
18,105.51 |
PP |
17,847.73 |
17,847.73 |
17,847.73 |
17,880.26 |
S1 |
17,717.62 |
17,717.62 |
17,880.74 |
17,782.68 |
S2 |
17,524.90 |
17,524.90 |
17,851.14 |
|
S3 |
17,202.07 |
17,394.79 |
17,821.55 |
|
S4 |
16,879.24 |
17,071.96 |
17,732.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,977.85 |
17,667.78 |
310.07 |
1.7% |
168.78 |
1.0% |
20% |
False |
True |
|
10 |
17,977.85 |
17,540.57 |
437.28 |
2.5% |
159.10 |
0.9% |
43% |
False |
False |
|
20 |
17,977.85 |
16,887.67 |
1,090.18 |
6.1% |
159.94 |
0.9% |
77% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
195.25 |
1.1% |
88% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
251.72 |
1.4% |
91% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
231.27 |
1.3% |
85% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
218.53 |
1.2% |
84% |
False |
False |
|
120 |
18,314.89 |
15,370.33 |
2,944.56 |
16.6% |
207.38 |
1.2% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,891.03 |
2.618 |
18,510.77 |
1.618 |
18,277.77 |
1.000 |
18,133.78 |
0.618 |
18,044.77 |
HIGH |
17,900.78 |
0.618 |
17,811.77 |
0.500 |
17,784.28 |
0.382 |
17,756.79 |
LOW |
17,667.78 |
0.618 |
17,523.79 |
1.000 |
17,434.78 |
1.618 |
17,290.79 |
2.618 |
17,057.79 |
4.250 |
16,677.53 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,784.28 |
17,798.65 |
PP |
17,766.35 |
17,775.92 |
S1 |
17,748.41 |
17,753.20 |
|