Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,108 |
17,422 |
314 |
1.8% |
17,826 |
High |
17,447 |
17,556 |
109 |
0.6% |
17,871 |
Low |
17,052 |
17,400 |
348 |
2.0% |
17,153 |
Close |
17,421 |
17,456 |
35 |
0.2% |
17,206 |
Range |
395 |
156 |
-239 |
-60.5% |
718 |
ATR |
227 |
222 |
-5 |
-2.2% |
0 |
Volume |
171,733 |
161,563 |
-10,170 |
-5.9% |
737,326 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,939 |
17,853 |
17,542 |
|
R3 |
17,783 |
17,697 |
17,499 |
|
R2 |
17,627 |
17,627 |
17,485 |
|
R1 |
17,541 |
17,541 |
17,470 |
17,584 |
PP |
17,471 |
17,471 |
17,471 |
17,492 |
S1 |
17,385 |
17,385 |
17,442 |
17,428 |
S2 |
17,315 |
17,315 |
17,428 |
|
S3 |
17,159 |
17,229 |
17,413 |
|
S4 |
17,003 |
17,073 |
17,370 |
|
|
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% |
265 |
1.5% |
54% |
False |
False |
159,298 |
10 |
17,906 |
17,052 |
854 |
4.9% |
216 |
1.2% |
47% |
False |
False |
150,747 |
20 |
17,906 |
17,041 |
865 |
5.0% |
206 |
1.2% |
48% |
False |
False |
138,877 |
40 |
17,906 |
15,799 |
2,107 |
12.1% |
228 |
1.3% |
79% |
False |
False |
157,106 |
60 |
17,906 |
15,460 |
2,446 |
14.0% |
273 |
1.6% |
82% |
False |
False |
128,562 |
80 |
17,906 |
15,256 |
2,650 |
15.2% |
266 |
1.5% |
83% |
False |
False |
96,462 |
100 |
17,979 |
15,256 |
2,723 |
15.6% |
243 |
1.4% |
81% |
False |
False |
77,176 |
120 |
18,002 |
15,256 |
2,746 |
15.7% |
216 |
1.2% |
80% |
False |
False |
64,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,219 |
2.618 |
17,965 |
1.618 |
17,809 |
1.000 |
17,712 |
0.618 |
17,653 |
HIGH |
17,556 |
0.618 |
17,497 |
0.500 |
17,478 |
0.382 |
17,460 |
LOW |
17,400 |
0.618 |
17,304 |
1.000 |
17,244 |
1.618 |
17,148 |
2.618 |
16,992 |
4.250 |
16,737 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,478 |
17,405 |
PP |
17,471 |
17,355 |
S1 |
17,463 |
17,304 |
|