Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,732.75 |
17,823.61 |
90.86 |
0.5% |
17,229.94 |
High |
17,914.34 |
17,868.18 |
-46.16 |
-0.3% |
17,914.34 |
Low |
17,732.75 |
17,751.53 |
18.78 |
0.1% |
17,210.43 |
Close |
17,823.81 |
17,792.68 |
-31.13 |
-0.2% |
17,823.81 |
Range |
181.59 |
116.65 |
-64.94 |
-35.8% |
703.91 |
ATR |
182.81 |
178.08 |
-4.73 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,154.08 |
18,090.03 |
17,856.84 |
|
R3 |
18,037.43 |
17,973.38 |
17,824.76 |
|
R2 |
17,920.78 |
17,920.78 |
17,814.07 |
|
R1 |
17,856.73 |
17,856.73 |
17,803.37 |
17,830.43 |
PP |
17,804.13 |
17,804.13 |
17,804.13 |
17,790.98 |
S1 |
17,740.08 |
17,740.08 |
17,781.99 |
17,713.78 |
S2 |
17,687.48 |
17,687.48 |
17,771.29 |
|
S3 |
17,570.83 |
17,623.43 |
17,760.60 |
|
S4 |
17,454.18 |
17,506.78 |
17,728.52 |
|
|
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 |
17,451.41 |
462.93 |
2.6% |
160.76 |
0.9% |
74% |
False |
False |
|
10 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
174.64 |
1.0% |
83% |
False |
False |
|
20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
166.87 |
0.9% |
76% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
177.26 |
1.0% |
91% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
209.04 |
1.2% |
91% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
234.17 |
1.3% |
93% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
220.32 |
1.2% |
88% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
210.05 |
1.2% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,363.94 |
2.618 |
18,173.57 |
1.618 |
18,056.92 |
1.000 |
17,984.83 |
0.618 |
17,940.27 |
HIGH |
17,868.18 |
0.618 |
17,823.62 |
0.500 |
17,809.86 |
0.382 |
17,796.09 |
LOW |
17,751.53 |
0.618 |
17,679.44 |
1.000 |
17,634.88 |
1.618 |
17,562.79 |
2.618 |
17,446.14 |
4.250 |
17,255.77 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,809.86 |
17,798.16 |
PP |
17,804.13 |
17,796.33 |
S1 |
17,798.41 |
17,794.51 |
|