Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,809 |
17,826 |
17 |
0.1% |
17,598 |
High |
17,855 |
17,871 |
16 |
0.1% |
17,906 |
Low |
17,704 |
17,610 |
-94 |
-0.5% |
17,527 |
Close |
17,843 |
17,675 |
-168 |
-0.9% |
17,843 |
Range |
151 |
261 |
110 |
72.8% |
379 |
ATR |
205 |
209 |
4 |
2.0% |
0 |
Volume |
173,163 |
146,385 |
-26,778 |
-15.5% |
644,296 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,502 |
18,349 |
17,819 |
|
R3 |
18,241 |
18,088 |
17,747 |
|
R2 |
17,980 |
17,980 |
17,723 |
|
R1 |
17,827 |
17,827 |
17,699 |
17,773 |
PP |
17,719 |
17,719 |
17,719 |
17,692 |
S1 |
17,566 |
17,566 |
17,651 |
17,512 |
S2 |
17,458 |
17,458 |
17,627 |
|
S3 |
17,197 |
17,305 |
17,603 |
|
S4 |
16,936 |
17,044 |
17,532 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,896 |
18,748 |
18,052 |
|
R3 |
18,517 |
18,369 |
17,947 |
|
R2 |
18,138 |
18,138 |
17,913 |
|
R1 |
17,990 |
17,990 |
17,878 |
18,064 |
PP |
17,759 |
17,759 |
17,759 |
17,796 |
S1 |
17,611 |
17,611 |
17,808 |
17,685 |
S2 |
17,380 |
17,380 |
17,774 |
|
S3 |
17,001 |
17,232 |
17,739 |
|
S4 |
16,622 |
16,853 |
17,635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,906 |
17,610 |
296 |
1.7% |
185 |
1.0% |
22% |
False |
True |
137,601 |
10 |
17,906 |
17,459 |
447 |
2.5% |
181 |
1.0% |
48% |
False |
False |
127,448 |
20 |
17,906 |
16,793 |
1,113 |
6.3% |
183 |
1.0% |
79% |
False |
False |
130,811 |
40 |
17,906 |
15,799 |
2,107 |
11.9% |
238 |
1.3% |
89% |
False |
False |
161,661 |
60 |
17,906 |
15,256 |
2,650 |
15.0% |
290 |
1.6% |
91% |
False |
False |
113,193 |
80 |
17,951 |
15,256 |
2,695 |
15.2% |
259 |
1.5% |
90% |
False |
False |
84,911 |
100 |
18,002 |
15,256 |
2,746 |
15.5% |
236 |
1.3% |
88% |
False |
False |
67,937 |
120 |
18,093 |
15,256 |
2,837 |
16.1% |
206 |
1.2% |
85% |
False |
False |
56,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,980 |
2.618 |
18,554 |
1.618 |
18,293 |
1.000 |
18,132 |
0.618 |
18,032 |
HIGH |
17,871 |
0.618 |
17,771 |
0.500 |
17,741 |
0.382 |
17,710 |
LOW |
17,610 |
0.618 |
17,449 |
1.000 |
17,349 |
1.618 |
17,188 |
2.618 |
16,927 |
4.250 |
16,501 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,741 |
17,741 |
PP |
17,719 |
17,719 |
S1 |
17,697 |
17,697 |
|