Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,229.94 |
17,486.99 |
257.05 |
1.5% |
17,900.78 |
High |
17,483.01 |
17,599.33 |
116.32 |
0.7% |
17,900.78 |
Low |
17,210.43 |
17,451.41 |
240.98 |
1.4% |
17,238.89 |
Close |
17,483.01 |
17,489.50 |
6.49 |
0.0% |
17,245.24 |
Range |
272.58 |
147.92 |
-124.66 |
-45.7% |
661.89 |
ATR |
186.85 |
184.07 |
-2.78 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,957.17 |
17,871.26 |
17,570.86 |
|
R3 |
17,809.25 |
17,723.34 |
17,530.18 |
|
R2 |
17,661.33 |
17,661.33 |
17,516.62 |
|
R1 |
17,575.42 |
17,575.42 |
17,503.06 |
17,618.38 |
PP |
17,513.41 |
17,513.41 |
17,513.41 |
17,534.89 |
S1 |
17,427.50 |
17,427.50 |
17,475.94 |
17,470.46 |
S2 |
17,365.49 |
17,365.49 |
17,462.38 |
|
S3 |
17,217.57 |
17,279.58 |
17,448.82 |
|
S4 |
17,069.65 |
17,131.66 |
17,408.14 |
|
|
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% |
195.91 |
1.1% |
47% |
False |
False |
|
10 |
17,964.12 |
17,210.43 |
753.69 |
4.3% |
175.26 |
1.0% |
37% |
False |
False |
|
20 |
17,977.85 |
17,153.13 |
824.72 |
4.7% |
169.00 |
1.0% |
41% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.6% |
185.25 |
1.1% |
76% |
False |
False |
|
60 |
17,977.85 |
15,651.24 |
2,326.61 |
13.3% |
228.20 |
1.3% |
79% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.9% |
233.22 |
1.3% |
81% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.8% |
221.62 |
1.3% |
77% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
16.1% |
210.07 |
1.2% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,227.99 |
2.618 |
17,986.58 |
1.618 |
17,838.66 |
1.000 |
17,747.25 |
0.618 |
17,690.74 |
HIGH |
17,599.33 |
0.618 |
17,542.82 |
0.500 |
17,525.37 |
0.382 |
17,507.92 |
LOW |
17,451.41 |
0.618 |
17,360.00 |
1.000 |
17,303.49 |
1.618 |
17,212.08 |
2.618 |
17,064.16 |
4.250 |
16,822.75 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,525.37 |
17,461.29 |
PP |
17,513.41 |
17,433.09 |
S1 |
17,501.46 |
17,404.88 |
|