Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,724.13 |
17,769.50 |
45.37 |
0.3% |
17,672.62 |
High |
17,768.66 |
17,807.18 |
38.52 |
0.2% |
17,977.85 |
Low |
17,657.72 |
17,696.91 |
39.19 |
0.2% |
17,655.02 |
Close |
17,758.21 |
17,702.22 |
-55.99 |
-0.3% |
17,910.33 |
Range |
110.94 |
110.27 |
-0.67 |
-0.6% |
322.83 |
ATR |
176.56 |
171.83 |
-4.74 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,066.25 |
17,994.50 |
17,762.87 |
|
R3 |
17,955.98 |
17,884.23 |
17,732.54 |
|
R2 |
17,845.71 |
17,845.71 |
17,722.44 |
|
R1 |
17,773.96 |
17,773.96 |
17,712.33 |
17,754.70 |
PP |
17,735.44 |
17,735.44 |
17,735.44 |
17,725.81 |
S1 |
17,663.69 |
17,663.69 |
17,692.11 |
17,644.43 |
S2 |
17,625.17 |
17,625.17 |
17,682.00 |
|
S3 |
17,514.90 |
17,553.42 |
17,671.90 |
|
S4 |
17,404.63 |
17,443.15 |
17,641.57 |
|
|
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 |
17,929.51 |
17,657.72 |
271.79 |
1.5% |
149.59 |
0.8% |
16% |
False |
False |
|
10 |
17,977.85 |
17,655.02 |
322.83 |
1.8% |
149.43 |
0.8% |
15% |
False |
False |
|
20 |
17,977.85 |
16,933.57 |
1,044.28 |
5.9% |
152.90 |
0.9% |
74% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
190.19 |
1.1% |
86% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
250.54 |
1.4% |
89% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
230.27 |
1.3% |
89% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
218.13 |
1.2% |
83% |
False |
False |
|
120 |
18,229.75 |
15,370.33 |
2,859.42 |
16.2% |
208.10 |
1.2% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,275.83 |
2.618 |
18,095.87 |
1.618 |
17,985.60 |
1.000 |
17,917.45 |
0.618 |
17,875.33 |
HIGH |
17,807.18 |
0.618 |
17,765.06 |
0.500 |
17,752.05 |
0.382 |
17,739.03 |
LOW |
17,696.91 |
0.618 |
17,628.76 |
1.000 |
17,586.64 |
1.618 |
17,518.49 |
2.618 |
17,408.22 |
4.250 |
17,228.26 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,752.05 |
17,779.25 |
PP |
17,735.44 |
17,753.57 |
S1 |
17,718.83 |
17,727.90 |
|