Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,687 |
17,720 |
33 |
0.2% |
17,108 |
High |
17,769 |
17,884 |
115 |
0.6% |
17,884 |
Low |
17,645 |
17,699 |
54 |
0.3% |
17,052 |
Close |
17,707 |
17,801 |
94 |
0.5% |
17,801 |
Range |
124 |
185 |
61 |
49.2% |
832 |
ATR |
220 |
218 |
-3 |
-1.1% |
0 |
Volume |
119,473 |
103,435 |
-16,038 |
-13.4% |
709,552 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,350 |
18,260 |
17,903 |
|
R3 |
18,165 |
18,075 |
17,852 |
|
R2 |
17,980 |
17,980 |
17,835 |
|
R1 |
17,890 |
17,890 |
17,818 |
17,935 |
PP |
17,795 |
17,795 |
17,795 |
17,817 |
S1 |
17,705 |
17,705 |
17,784 |
17,750 |
S2 |
17,610 |
17,610 |
17,767 |
|
S3 |
17,425 |
17,520 |
17,750 |
|
S4 |
17,240 |
17,335 |
17,699 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,075 |
19,770 |
18,259 |
|
R3 |
19,243 |
18,938 |
18,030 |
|
R2 |
18,411 |
18,411 |
17,954 |
|
R1 |
18,106 |
18,106 |
17,877 |
18,259 |
PP |
17,579 |
17,579 |
17,579 |
17,655 |
S1 |
17,274 |
17,274 |
17,725 |
17,427 |
S2 |
16,747 |
16,747 |
17,649 |
|
S3 |
15,915 |
16,442 |
17,572 |
|
S4 |
15,083 |
15,610 |
17,344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,884 |
17,052 |
832 |
4.7% |
233 |
1.3% |
90% |
True |
False |
141,910 |
10 |
17,884 |
17,052 |
832 |
4.7% |
231 |
1.3% |
90% |
True |
False |
144,687 |
20 |
17,906 |
17,052 |
854 |
4.8% |
198 |
1.1% |
88% |
False |
False |
133,519 |
40 |
17,906 |
15,799 |
2,107 |
11.8% |
221 |
1.2% |
95% |
False |
False |
150,346 |
60 |
17,906 |
15,799 |
2,107 |
11.8% |
251 |
1.4% |
95% |
False |
False |
134,753 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
268 |
1.5% |
96% |
False |
False |
101,163 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
244 |
1.4% |
93% |
False |
False |
80,938 |
120 |
18,002 |
15,256 |
2,746 |
15.4% |
221 |
1.2% |
93% |
False |
False |
67,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,670 |
2.618 |
18,368 |
1.618 |
18,183 |
1.000 |
18,069 |
0.618 |
17,998 |
HIGH |
17,884 |
0.618 |
17,813 |
0.500 |
17,792 |
0.382 |
17,770 |
LOW |
17,699 |
0.618 |
17,585 |
1.000 |
17,514 |
1.618 |
17,400 |
2.618 |
17,215 |
4.250 |
16,913 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,798 |
17,750 |
PP |
17,795 |
17,699 |
S1 |
17,792 |
17,648 |
|