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 |
1,085.4 |
1,083.5 |
-1.9 |
-0.2% |
1,089.1 |
High |
1,089.0 |
1,088.0 |
-1.0 |
-0.1% |
1,094.9 |
Low |
1,073.0 |
1,078.2 |
5.2 |
0.5% |
1,073.0 |
Close |
1,081.0 |
1,080.9 |
-0.1 |
0.0% |
1,080.9 |
Range |
16.0 |
9.8 |
-6.2 |
-38.8% |
21.9 |
ATR |
15.7 |
15.3 |
-0.4 |
-2.7% |
0.0 |
Volume |
208,297 |
130,832 |
-77,465 |
-37.2% |
796,910 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.8 |
1,106.1 |
1,086.3 |
|
R3 |
1,102.0 |
1,096.3 |
1,083.6 |
|
R2 |
1,092.2 |
1,092.2 |
1,082.7 |
|
R1 |
1,086.5 |
1,086.5 |
1,081.8 |
1,084.5 |
PP |
1,082.4 |
1,082.4 |
1,082.4 |
1,081.3 |
S1 |
1,076.7 |
1,076.7 |
1,080.0 |
1,074.7 |
S2 |
1,072.6 |
1,072.6 |
1,079.1 |
|
S3 |
1,062.8 |
1,066.9 |
1,078.2 |
|
S4 |
1,053.0 |
1,057.1 |
1,075.5 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.6 |
1,136.7 |
1,092.9 |
|
R3 |
1,126.7 |
1,114.8 |
1,086.9 |
|
R2 |
1,104.8 |
1,104.8 |
1,084.9 |
|
R1 |
1,092.9 |
1,092.9 |
1,082.9 |
1,087.9 |
PP |
1,082.9 |
1,082.9 |
1,082.9 |
1,080.5 |
S1 |
1,071.0 |
1,071.0 |
1,078.9 |
1,066.0 |
S2 |
1,061.0 |
1,061.0 |
1,076.9 |
|
S3 |
1,039.1 |
1,049.1 |
1,074.9 |
|
S4 |
1,017.2 |
1,027.2 |
1,068.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,094.9 |
1,073.0 |
21.9 |
2.0% |
10.9 |
1.0% |
36% |
False |
False |
159,382 |
10 |
1,142.7 |
1,073.0 |
69.7 |
6.4% |
14.0 |
1.3% |
11% |
False |
False |
156,289 |
20 |
1,183.1 |
1,073.0 |
110.1 |
10.2% |
14.4 |
1.3% |
7% |
False |
False |
141,459 |
40 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.6 |
1.4% |
7% |
False |
False |
138,454 |
60 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.8 |
1.5% |
7% |
False |
False |
140,017 |
80 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.9 |
1.5% |
7% |
False |
False |
137,099 |
100 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.6 |
1.4% |
7% |
False |
False |
113,330 |
120 |
1,207.3 |
1,073.0 |
134.3 |
12.4% |
15.1 |
1.4% |
6% |
False |
False |
94,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,129.7 |
2.618 |
1,113.7 |
1.618 |
1,103.9 |
1.000 |
1,097.8 |
0.618 |
1,094.1 |
HIGH |
1,088.0 |
0.618 |
1,084.3 |
0.500 |
1,083.1 |
0.382 |
1,081.9 |
LOW |
1,078.2 |
0.618 |
1,072.1 |
1.000 |
1,068.4 |
1.618 |
1,062.3 |
2.618 |
1,052.5 |
4.250 |
1,036.6 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,083.1 |
1,083.3 |
PP |
1,082.4 |
1,082.5 |
S1 |
1,081.6 |
1,081.7 |
|