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 |
17,651 |
17,405 |
-246 |
-1.4% |
17,826 |
High |
17,715 |
17,445 |
-270 |
-1.5% |
17,871 |
Low |
17,391 |
17,153 |
-238 |
-1.4% |
17,153 |
Close |
17,398 |
17,206 |
-192 |
-1.1% |
17,206 |
Range |
324 |
292 |
-32 |
-9.9% |
718 |
ATR |
208 |
214 |
6 |
2.9% |
0 |
Volume |
172,359 |
179,695 |
7,336 |
4.3% |
737,326 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,144 |
17,967 |
17,367 |
|
R3 |
17,852 |
17,675 |
17,286 |
|
R2 |
17,560 |
17,560 |
17,260 |
|
R1 |
17,383 |
17,383 |
17,233 |
17,326 |
PP |
17,268 |
17,268 |
17,268 |
17,239 |
S1 |
17,091 |
17,091 |
17,179 |
17,034 |
S2 |
16,976 |
16,976 |
17,153 |
|
S3 |
16,684 |
16,799 |
17,126 |
|
S4 |
16,392 |
16,507 |
17,046 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,564 |
19,103 |
17,601 |
|
R3 |
18,846 |
18,385 |
17,404 |
|
R2 |
18,128 |
18,128 |
17,338 |
|
R1 |
17,667 |
17,667 |
17,272 |
17,539 |
PP |
17,410 |
17,410 |
17,410 |
17,346 |
S1 |
16,949 |
16,949 |
17,140 |
16,821 |
S2 |
16,692 |
16,692 |
17,074 |
|
S3 |
15,974 |
16,231 |
17,009 |
|
S4 |
15,256 |
15,513 |
16,811 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,871 |
17,153 |
718 |
4.2% |
230 |
1.3% |
7% |
False |
True |
147,465 |
10 |
17,906 |
17,153 |
753 |
4.4% |
205 |
1.2% |
7% |
False |
True |
138,162 |
20 |
17,906 |
17,032 |
874 |
5.1% |
190 |
1.1% |
20% |
False |
False |
132,757 |
40 |
17,906 |
15,799 |
2,107 |
12.2% |
229 |
1.3% |
67% |
False |
False |
158,067 |
60 |
17,906 |
15,256 |
2,650 |
15.4% |
290 |
1.7% |
74% |
False |
False |
123,030 |
80 |
17,906 |
15,256 |
2,650 |
15.4% |
265 |
1.5% |
74% |
False |
False |
92,297 |
100 |
17,979 |
15,256 |
2,723 |
15.8% |
241 |
1.4% |
72% |
False |
False |
73,844 |
120 |
18,002 |
15,256 |
2,746 |
16.0% |
212 |
1.2% |
71% |
False |
False |
61,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,686 |
2.618 |
18,210 |
1.618 |
17,918 |
1.000 |
17,737 |
0.618 |
17,626 |
HIGH |
17,445 |
0.618 |
17,334 |
0.500 |
17,299 |
0.382 |
17,265 |
LOW |
17,153 |
0.618 |
16,973 |
1.000 |
16,861 |
1.618 |
16,681 |
2.618 |
16,389 |
4.250 |
15,912 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,299 |
17,476 |
PP |
17,268 |
17,386 |
S1 |
17,237 |
17,296 |
|