Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,769.50 |
17,691.93 |
-77.57 |
-0.4% |
17,672.62 |
High |
17,807.18 |
17,691.93 |
-115.25 |
-0.6% |
17,977.85 |
Low |
17,696.91 |
17,443.50 |
-253.41 |
-1.4% |
17,655.02 |
Close |
17,702.22 |
17,448.07 |
-254.15 |
-1.4% |
17,910.33 |
Range |
110.27 |
248.43 |
138.16 |
125.3% |
322.83 |
ATR |
171.83 |
178.04 |
6.21 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,273.12 |
18,109.03 |
17,584.71 |
|
R3 |
18,024.69 |
17,860.60 |
17,516.39 |
|
R2 |
17,776.26 |
17,776.26 |
17,493.62 |
|
R1 |
17,612.17 |
17,612.17 |
17,470.84 |
17,570.00 |
PP |
17,527.83 |
17,527.83 |
17,527.83 |
17,506.75 |
S1 |
17,363.74 |
17,363.74 |
17,425.30 |
17,321.57 |
S2 |
17,279.40 |
17,279.40 |
17,402.52 |
|
S3 |
17,030.97 |
17,115.31 |
17,379.75 |
|
S4 |
16,782.54 |
16,866.88 |
17,311.43 |
|
|
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 |
17,912.04 |
17,443.50 |
468.54 |
2.7% |
169.22 |
1.0% |
1% |
False |
True |
|
10 |
17,977.85 |
17,443.50 |
534.35 |
3.1% |
164.15 |
0.9% |
1% |
False |
True |
|
20 |
17,977.85 |
17,107.35 |
870.50 |
5.0% |
154.78 |
0.9% |
39% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.7% |
189.06 |
1.1% |
74% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
250.77 |
1.4% |
80% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
231.98 |
1.3% |
80% |
False |
False |
|
100 |
18,139.10 |
15,370.33 |
2,768.77 |
15.9% |
219.81 |
1.3% |
75% |
False |
False |
|
120 |
18,190.35 |
15,370.33 |
2,820.02 |
16.2% |
208.17 |
1.2% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,747.76 |
2.618 |
18,342.32 |
1.618 |
18,093.89 |
1.000 |
17,940.36 |
0.618 |
17,845.46 |
HIGH |
17,691.93 |
0.618 |
17,597.03 |
0.500 |
17,567.72 |
0.382 |
17,538.40 |
LOW |
17,443.50 |
0.618 |
17,289.97 |
1.000 |
17,195.07 |
1.618 |
17,041.54 |
2.618 |
16,793.11 |
4.250 |
16,387.67 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,567.72 |
17,625.34 |
PP |
17,527.83 |
17,566.25 |
S1 |
17,487.95 |
17,507.16 |
|