Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,439.25 |
17,229.94 |
-209.31 |
-1.2% |
17,900.78 |
High |
17,439.25 |
17,483.01 |
43.76 |
0.3% |
17,900.78 |
Low |
17,238.89 |
17,210.43 |
-28.46 |
-0.2% |
17,238.89 |
Close |
17,245.24 |
17,483.01 |
237.77 |
1.4% |
17,245.24 |
Range |
200.36 |
272.58 |
72.22 |
36.0% |
661.89 |
ATR |
180.26 |
186.85 |
6.59 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,209.89 |
18,119.03 |
17,632.93 |
|
R3 |
17,937.31 |
17,846.45 |
17,557.97 |
|
R2 |
17,664.73 |
17,664.73 |
17,532.98 |
|
R1 |
17,573.87 |
17,573.87 |
17,508.00 |
17,619.30 |
PP |
17,392.15 |
17,392.15 |
17,392.15 |
17,414.87 |
S1 |
17,301.29 |
17,301.29 |
17,458.02 |
17,346.72 |
S2 |
17,119.57 |
17,119.57 |
17,433.04 |
|
S3 |
16,846.99 |
17,028.71 |
17,408.05 |
|
S4 |
16,574.41 |
16,756.13 |
17,333.09 |
|
|
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 |
17,807.18 |
17,210.43 |
596.75 |
3.4% |
188.52 |
1.1% |
46% |
False |
True |
|
10 |
17,977.85 |
17,210.43 |
767.42 |
4.4% |
178.65 |
1.0% |
36% |
False |
True |
|
20 |
17,977.85 |
17,147.99 |
829.86 |
4.7% |
167.45 |
1.0% |
40% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
187.95 |
1.1% |
76% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
243.89 |
1.4% |
81% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
233.41 |
1.3% |
81% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
221.35 |
1.3% |
76% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.1% |
210.17 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,641.48 |
2.618 |
18,196.62 |
1.618 |
17,924.04 |
1.000 |
17,755.59 |
0.618 |
17,651.46 |
HIGH |
17,483.01 |
0.618 |
17,378.88 |
0.500 |
17,346.72 |
0.382 |
17,314.56 |
LOW |
17,210.43 |
0.618 |
17,041.98 |
1.000 |
16,937.85 |
1.618 |
16,769.40 |
2.618 |
16,496.82 |
4.250 |
16,051.97 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,437.58 |
17,472.40 |
PP |
17,392.15 |
17,461.79 |
S1 |
17,346.72 |
17,451.18 |
|