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 |
1,069.3 |
1,079.7 |
10.4 |
1.0% |
1,087.9 |
High |
1,086.6 |
1,087.2 |
0.6 |
0.1% |
1,097.4 |
Low |
1,068.3 |
1,074.9 |
6.6 |
0.6% |
1,062.0 |
Close |
1,077.9 |
1,076.3 |
-1.6 |
-0.1% |
1,076.3 |
Range |
18.3 |
12.3 |
-6.0 |
-32.8% |
35.4 |
ATR |
15.8 |
15.5 |
-0.2 |
-1.6% |
0.0 |
Volume |
177,555 |
157,703 |
-19,852 |
-11.2% |
822,738 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.4 |
1,108.6 |
1,083.1 |
|
R3 |
1,104.1 |
1,096.3 |
1,079.7 |
|
R2 |
1,091.8 |
1,091.8 |
1,078.6 |
|
R1 |
1,084.0 |
1,084.0 |
1,077.4 |
1,081.8 |
PP |
1,079.5 |
1,079.5 |
1,079.5 |
1,078.3 |
S1 |
1,071.7 |
1,071.7 |
1,075.2 |
1,069.5 |
S2 |
1,067.2 |
1,067.2 |
1,074.0 |
|
S3 |
1,054.9 |
1,059.4 |
1,072.9 |
|
S4 |
1,042.6 |
1,047.1 |
1,069.5 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.8 |
1,165.9 |
1,095.8 |
|
R3 |
1,149.4 |
1,130.5 |
1,086.0 |
|
R2 |
1,114.0 |
1,114.0 |
1,082.8 |
|
R1 |
1,095.1 |
1,095.1 |
1,079.5 |
1,086.9 |
PP |
1,078.6 |
1,078.6 |
1,078.6 |
1,074.4 |
S1 |
1,059.7 |
1,059.7 |
1,073.1 |
1,051.5 |
S2 |
1,043.2 |
1,043.2 |
1,069.8 |
|
S3 |
1,007.8 |
1,024.3 |
1,066.6 |
|
S4 |
972.4 |
988.9 |
1,056.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,097.4 |
1,062.0 |
35.4 |
3.3% |
16.2 |
1.5% |
40% |
False |
False |
164,547 |
10 |
1,097.4 |
1,062.0 |
35.4 |
3.3% |
13.5 |
1.3% |
40% |
False |
False |
161,964 |
20 |
1,183.1 |
1,062.0 |
121.1 |
11.3% |
14.9 |
1.4% |
12% |
False |
False |
151,412 |
40 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.7 |
1.5% |
11% |
False |
False |
142,504 |
60 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.3 |
1.4% |
11% |
False |
False |
136,895 |
80 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.9 |
1.5% |
11% |
False |
False |
141,512 |
100 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.9 |
1.5% |
11% |
False |
False |
121,362 |
120 |
1,207.3 |
1,062.0 |
145.3 |
13.5% |
15.2 |
1.4% |
10% |
False |
False |
101,678 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,139.5 |
2.618 |
1,119.4 |
1.618 |
1,107.1 |
1.000 |
1,099.5 |
0.618 |
1,094.8 |
HIGH |
1,087.2 |
0.618 |
1,082.5 |
0.500 |
1,081.1 |
0.382 |
1,079.6 |
LOW |
1,074.9 |
0.618 |
1,067.3 |
1.000 |
1,062.6 |
1.618 |
1,055.0 |
2.618 |
1,042.7 |
4.250 |
1,022.6 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,081.1 |
1,075.7 |
PP |
1,079.5 |
1,075.2 |
S1 |
1,077.9 |
1,074.6 |
|