Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,739.83 |
17,732.75 |
-7.08 |
0.0% |
17,229.94 |
High |
17,772.97 |
17,914.34 |
141.37 |
0.8% |
17,914.34 |
Low |
17,681.98 |
17,732.75 |
50.77 |
0.3% |
17,210.43 |
Close |
17,732.75 |
17,823.81 |
91.06 |
0.5% |
17,823.81 |
Range |
90.99 |
181.59 |
90.60 |
99.6% |
703.91 |
ATR |
182.90 |
182.81 |
-0.09 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,368.40 |
18,277.70 |
17,923.68 |
|
R3 |
18,186.81 |
18,096.11 |
17,873.75 |
|
R2 |
18,005.22 |
18,005.22 |
17,857.10 |
|
R1 |
17,914.52 |
17,914.52 |
17,840.46 |
17,959.87 |
PP |
17,823.63 |
17,823.63 |
17,823.63 |
17,846.31 |
S1 |
17,732.93 |
17,732.93 |
17,807.16 |
17,778.28 |
S2 |
17,642.04 |
17,642.04 |
17,790.52 |
|
S3 |
17,460.45 |
17,551.34 |
17,773.87 |
|
S4 |
17,278.86 |
17,369.75 |
17,723.94 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,761.26 |
19,496.44 |
18,210.96 |
|
R3 |
19,057.35 |
18,792.53 |
18,017.39 |
|
R2 |
18,353.44 |
18,353.44 |
17,952.86 |
|
R1 |
18,088.62 |
18,088.62 |
17,888.34 |
18,221.03 |
PP |
17,649.53 |
17,649.53 |
17,649.53 |
17,715.73 |
S1 |
17,384.71 |
17,384.71 |
17,759.28 |
17,517.12 |
S2 |
16,945.62 |
16,945.62 |
17,694.76 |
|
S3 |
16,241.71 |
16,680.80 |
17,630.23 |
|
S4 |
15,537.80 |
15,976.89 |
17,436.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,914.34 |
17,210.43 |
703.91 |
3.9% |
191.95 |
1.1% |
87% |
True |
False |
|
10 |
17,914.34 |
17,210.43 |
703.91 |
3.9% |
186.28 |
1.0% |
87% |
True |
False |
|
20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
163.95 |
0.9% |
80% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
182.63 |
1.0% |
92% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
209.35 |
1.2% |
92% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
234.11 |
1.3% |
94% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
220.53 |
1.2% |
89% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
210.83 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,686.10 |
2.618 |
18,389.74 |
1.618 |
18,208.15 |
1.000 |
18,095.93 |
0.618 |
18,026.56 |
HIGH |
17,914.34 |
0.618 |
17,844.97 |
0.500 |
17,823.55 |
0.382 |
17,802.12 |
LOW |
17,732.75 |
0.618 |
17,620.53 |
1.000 |
17,551.16 |
1.618 |
17,438.94 |
2.618 |
17,257.35 |
4.250 |
16,960.99 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,823.72 |
17,782.51 |
PP |
17,823.63 |
17,741.21 |
S1 |
17,823.55 |
17,699.92 |
|