Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,405 |
17,108 |
-297 |
-1.7% |
17,826 |
High |
17,445 |
17,447 |
2 |
0.0% |
17,871 |
Low |
17,153 |
17,052 |
-101 |
-0.6% |
17,153 |
Close |
17,206 |
17,421 |
215 |
1.2% |
17,206 |
Range |
292 |
395 |
103 |
35.3% |
718 |
ATR |
214 |
227 |
13 |
6.1% |
0 |
Volume |
179,695 |
171,733 |
-7,962 |
-4.4% |
737,326 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,492 |
18,351 |
17,638 |
|
R3 |
18,097 |
17,956 |
17,530 |
|
R2 |
17,702 |
17,702 |
17,494 |
|
R1 |
17,561 |
17,561 |
17,457 |
17,632 |
PP |
17,307 |
17,307 |
17,307 |
17,342 |
S1 |
17,166 |
17,166 |
17,385 |
17,237 |
S2 |
16,912 |
16,912 |
17,349 |
|
S3 |
16,517 |
16,771 |
17,313 |
|
S4 |
16,122 |
16,376 |
17,204 |
|
|
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 |
17,799 |
17,052 |
747 |
4.3% |
257 |
1.5% |
49% |
False |
True |
152,534 |
10 |
17,906 |
17,052 |
854 |
4.9% |
221 |
1.3% |
43% |
False |
True |
145,068 |
20 |
17,906 |
17,041 |
865 |
5.0% |
204 |
1.2% |
44% |
False |
False |
135,872 |
40 |
17,906 |
15,799 |
2,107 |
12.1% |
233 |
1.3% |
77% |
False |
False |
158,070 |
60 |
17,906 |
15,256 |
2,650 |
15.2% |
288 |
1.7% |
82% |
False |
False |
125,878 |
80 |
17,906 |
15,256 |
2,650 |
15.2% |
267 |
1.5% |
82% |
False |
False |
94,443 |
100 |
17,979 |
15,256 |
2,723 |
15.6% |
243 |
1.4% |
80% |
False |
False |
75,561 |
120 |
18,002 |
15,256 |
2,746 |
15.8% |
215 |
1.2% |
79% |
False |
False |
62,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,126 |
2.618 |
18,481 |
1.618 |
18,086 |
1.000 |
17,842 |
0.618 |
17,691 |
HIGH |
17,447 |
0.618 |
17,296 |
0.500 |
17,250 |
0.382 |
17,203 |
LOW |
17,052 |
0.618 |
16,808 |
1.000 |
16,657 |
1.618 |
16,413 |
2.618 |
16,018 |
4.250 |
15,373 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,364 |
17,409 |
PP |
17,307 |
17,396 |
S1 |
17,250 |
17,384 |
|