Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,422 |
17,467 |
45 |
0.3% |
17,826 |
High |
17,556 |
17,714 |
158 |
0.9% |
17,871 |
Low |
17,400 |
17,412 |
12 |
0.1% |
17,153 |
Close |
17,456 |
17,689 |
233 |
1.3% |
17,206 |
Range |
156 |
302 |
146 |
93.6% |
718 |
ATR |
222 |
227 |
6 |
2.6% |
0 |
Volume |
161,563 |
153,348 |
-8,215 |
-5.1% |
737,326 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,511 |
18,402 |
17,855 |
|
R3 |
18,209 |
18,100 |
17,772 |
|
R2 |
17,907 |
17,907 |
17,744 |
|
R1 |
17,798 |
17,798 |
17,717 |
17,853 |
PP |
17,605 |
17,605 |
17,605 |
17,632 |
S1 |
17,496 |
17,496 |
17,661 |
17,551 |
S2 |
17,303 |
17,303 |
17,634 |
|
S3 |
17,001 |
17,194 |
17,606 |
|
S4 |
16,699 |
16,892 |
17,523 |
|
|
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 |
17,715 |
17,052 |
663 |
3.7% |
294 |
1.7% |
96% |
False |
False |
167,739 |
10 |
17,871 |
17,052 |
819 |
4.6% |
231 |
1.3% |
78% |
False |
False |
152,375 |
20 |
17,906 |
17,042 |
864 |
4.9% |
212 |
1.2% |
75% |
False |
False |
139,258 |
40 |
17,906 |
15,799 |
2,107 |
11.9% |
229 |
1.3% |
90% |
False |
False |
156,636 |
60 |
17,906 |
15,460 |
2,446 |
13.8% |
266 |
1.5% |
91% |
False |
False |
131,068 |
80 |
17,906 |
15,256 |
2,650 |
15.0% |
268 |
1.5% |
92% |
False |
False |
98,378 |
100 |
17,979 |
15,256 |
2,723 |
15.4% |
244 |
1.4% |
89% |
False |
False |
78,710 |
120 |
18,002 |
15,256 |
2,746 |
15.5% |
218 |
1.2% |
89% |
False |
False |
65,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,998 |
2.618 |
18,505 |
1.618 |
18,203 |
1.000 |
18,016 |
0.618 |
17,901 |
HIGH |
17,714 |
0.618 |
17,599 |
0.500 |
17,563 |
0.382 |
17,527 |
LOW |
17,412 |
0.618 |
17,225 |
1.000 |
17,110 |
1.618 |
16,923 |
2.618 |
16,621 |
4.250 |
16,129 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,647 |
17,587 |
PP |
17,605 |
17,485 |
S1 |
17,563 |
17,383 |
|