Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,709 |
17,651 |
-58 |
-0.3% |
17,598 |
High |
17,799 |
17,715 |
-84 |
-0.5% |
17,906 |
Low |
17,643 |
17,391 |
-252 |
-1.4% |
17,527 |
Close |
17,655 |
17,398 |
-257 |
-1.5% |
17,843 |
Range |
156 |
324 |
168 |
107.7% |
379 |
ATR |
199 |
208 |
9 |
4.5% |
0 |
Volume |
111,144 |
172,359 |
61,215 |
55.1% |
644,296 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,473 |
18,260 |
17,576 |
|
R3 |
18,149 |
17,936 |
17,487 |
|
R2 |
17,825 |
17,825 |
17,458 |
|
R1 |
17,612 |
17,612 |
17,428 |
17,557 |
PP |
17,501 |
17,501 |
17,501 |
17,474 |
S1 |
17,288 |
17,288 |
17,368 |
17,233 |
S2 |
17,177 |
17,177 |
17,339 |
|
S3 |
16,853 |
16,964 |
17,309 |
|
S4 |
16,529 |
16,640 |
17,220 |
|
|
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 |
17,391 |
480 |
2.8% |
202 |
1.2% |
1% |
False |
True |
146,158 |
10 |
17,906 |
17,391 |
515 |
3.0% |
197 |
1.1% |
1% |
False |
True |
132,339 |
20 |
17,906 |
17,012 |
894 |
5.1% |
181 |
1.0% |
43% |
False |
False |
129,177 |
40 |
17,906 |
15,799 |
2,107 |
12.1% |
231 |
1.3% |
76% |
False |
False |
159,254 |
60 |
17,906 |
15,256 |
2,650 |
15.2% |
291 |
1.7% |
81% |
False |
False |
120,037 |
80 |
17,906 |
15,256 |
2,650 |
15.2% |
263 |
1.5% |
81% |
False |
False |
90,051 |
100 |
17,979 |
15,256 |
2,723 |
15.7% |
239 |
1.4% |
79% |
False |
False |
72,048 |
120 |
18,002 |
15,256 |
2,746 |
15.8% |
210 |
1.2% |
78% |
False |
False |
60,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,092 |
2.618 |
18,563 |
1.618 |
18,239 |
1.000 |
18,039 |
0.618 |
17,915 |
HIGH |
17,715 |
0.618 |
17,591 |
0.500 |
17,553 |
0.382 |
17,515 |
LOW |
17,391 |
0.618 |
17,191 |
1.000 |
17,067 |
1.618 |
16,867 |
2.618 |
16,543 |
4.250 |
16,014 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,553 |
17,595 |
PP |
17,501 |
17,529 |
S1 |
17,450 |
17,464 |
|