Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,678 |
17,709 |
31 |
0.2% |
17,598 |
High |
17,724 |
17,799 |
75 |
0.4% |
17,906 |
Low |
17,608 |
17,643 |
35 |
0.2% |
17,527 |
Close |
17,716 |
17,655 |
-61 |
-0.3% |
17,843 |
Range |
116 |
156 |
40 |
34.5% |
379 |
ATR |
202 |
199 |
-3 |
-1.6% |
0 |
Volume |
127,743 |
111,144 |
-16,599 |
-13.0% |
644,296 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,167 |
18,067 |
17,741 |
|
R3 |
18,011 |
17,911 |
17,698 |
|
R2 |
17,855 |
17,855 |
17,684 |
|
R1 |
17,755 |
17,755 |
17,669 |
17,727 |
PP |
17,699 |
17,699 |
17,699 |
17,685 |
S1 |
17,599 |
17,599 |
17,641 |
17,571 |
S2 |
17,543 |
17,543 |
17,627 |
|
S3 |
17,387 |
17,443 |
17,612 |
|
S4 |
17,231 |
17,287 |
17,569 |
|
|
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 |
17,871 |
17,608 |
263 |
1.5% |
168 |
1.0% |
18% |
False |
False |
137,010 |
10 |
17,906 |
17,527 |
379 |
2.1% |
175 |
1.0% |
34% |
False |
False |
125,660 |
20 |
17,906 |
16,825 |
1,081 |
6.1% |
177 |
1.0% |
77% |
False |
False |
128,181 |
40 |
17,906 |
15,799 |
2,107 |
11.9% |
231 |
1.3% |
88% |
False |
False |
160,571 |
60 |
17,906 |
15,256 |
2,650 |
15.0% |
290 |
1.6% |
91% |
False |
False |
117,171 |
80 |
17,906 |
15,256 |
2,650 |
15.0% |
260 |
1.5% |
91% |
False |
False |
87,897 |
100 |
18,002 |
15,256 |
2,746 |
15.6% |
236 |
1.3% |
87% |
False |
False |
70,325 |
120 |
18,002 |
15,256 |
2,746 |
15.6% |
209 |
1.2% |
87% |
False |
False |
58,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,462 |
2.618 |
18,208 |
1.618 |
18,052 |
1.000 |
17,955 |
0.618 |
17,896 |
HIGH |
17,799 |
0.618 |
17,740 |
0.500 |
17,721 |
0.382 |
17,703 |
LOW |
17,643 |
0.618 |
17,547 |
1.000 |
17,487 |
1.618 |
17,391 |
2.618 |
17,235 |
4.250 |
16,980 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,721 |
17,740 |
PP |
17,699 |
17,711 |
S1 |
17,677 |
17,683 |
|