Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,691.93 |
17,439.25 |
-252.68 |
-1.4% |
17,900.78 |
High |
17,691.93 |
17,439.25 |
-252.68 |
-1.4% |
17,900.78 |
Low |
17,443.50 |
17,238.89 |
-204.61 |
-1.2% |
17,238.89 |
Close |
17,448.07 |
17,245.24 |
-202.83 |
-1.2% |
17,245.24 |
Range |
248.43 |
200.36 |
-48.07 |
-19.3% |
661.89 |
ATR |
178.04 |
180.26 |
2.22 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,908.87 |
17,777.42 |
17,355.44 |
|
R3 |
17,708.51 |
17,577.06 |
17,300.34 |
|
R2 |
17,508.15 |
17,508.15 |
17,281.97 |
|
R1 |
17,376.70 |
17,376.70 |
17,263.61 |
17,342.25 |
PP |
17,307.79 |
17,307.79 |
17,307.79 |
17,290.57 |
S1 |
17,176.34 |
17,176.34 |
17,226.87 |
17,141.89 |
S2 |
17,107.43 |
17,107.43 |
17,208.51 |
|
S3 |
16,907.07 |
16,975.98 |
17,190.14 |
|
S4 |
16,706.71 |
16,775.62 |
17,135.04 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,447.31 |
19,008.16 |
17,609.28 |
|
R3 |
18,785.42 |
18,346.27 |
17,427.26 |
|
R2 |
18,123.53 |
18,123.53 |
17,366.59 |
|
R1 |
17,684.38 |
17,684.38 |
17,305.91 |
17,573.01 |
PP |
17,461.64 |
17,461.64 |
17,461.64 |
17,405.95 |
S1 |
17,022.49 |
17,022.49 |
17,184.57 |
16,911.12 |
S2 |
16,799.75 |
16,799.75 |
17,123.89 |
|
S3 |
16,137.86 |
16,360.60 |
17,063.22 |
|
S4 |
15,475.97 |
15,698.71 |
16,881.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,900.78 |
17,238.89 |
661.89 |
3.8% |
180.60 |
1.0% |
1% |
False |
True |
|
10 |
17,977.85 |
17,238.89 |
738.96 |
4.3% |
170.48 |
1.0% |
1% |
False |
True |
|
20 |
17,977.85 |
17,129.19 |
848.66 |
4.9% |
159.16 |
0.9% |
14% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.8% |
185.80 |
1.1% |
64% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
15.1% |
248.20 |
1.4% |
72% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
15.1% |
232.54 |
1.3% |
72% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
16.0% |
220.09 |
1.3% |
68% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.3% |
208.63 |
1.2% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,290.78 |
2.618 |
17,963.79 |
1.618 |
17,763.43 |
1.000 |
17,639.61 |
0.618 |
17,563.07 |
HIGH |
17,439.25 |
0.618 |
17,362.71 |
0.500 |
17,339.07 |
0.382 |
17,315.43 |
LOW |
17,238.89 |
0.618 |
17,115.07 |
1.000 |
17,038.53 |
1.618 |
16,914.71 |
2.618 |
16,714.35 |
4.250 |
16,387.36 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,339.07 |
17,523.04 |
PP |
17,307.79 |
17,430.44 |
S1 |
17,276.52 |
17,337.84 |
|