Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,720 |
17,801 |
81 |
0.5% |
17,108 |
High |
17,884 |
17,842 |
-42 |
-0.2% |
17,884 |
Low |
17,699 |
17,716 |
17 |
0.1% |
17,052 |
Close |
17,801 |
17,762 |
-39 |
-0.2% |
17,801 |
Range |
185 |
126 |
-59 |
-31.9% |
832 |
ATR |
218 |
211 |
-7 |
-3.0% |
0 |
Volume |
103,435 |
89,886 |
-13,549 |
-13.1% |
709,552 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,151 |
18,083 |
17,831 |
|
R3 |
18,025 |
17,957 |
17,797 |
|
R2 |
17,899 |
17,899 |
17,785 |
|
R1 |
17,831 |
17,831 |
17,774 |
17,802 |
PP |
17,773 |
17,773 |
17,773 |
17,759 |
S1 |
17,705 |
17,705 |
17,751 |
17,676 |
S2 |
17,647 |
17,647 |
17,739 |
|
S3 |
17,521 |
17,579 |
17,727 |
|
S4 |
17,395 |
17,453 |
17,693 |
|
|
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 |
17,400 |
484 |
2.7% |
179 |
1.0% |
75% |
False |
False |
125,541 |
10 |
17,884 |
17,052 |
832 |
4.7% |
218 |
1.2% |
85% |
False |
False |
139,037 |
20 |
17,906 |
17,052 |
854 |
4.8% |
199 |
1.1% |
83% |
False |
False |
133,243 |
40 |
17,906 |
15,799 |
2,107 |
11.9% |
214 |
1.2% |
93% |
False |
False |
146,651 |
60 |
17,906 |
15,799 |
2,107 |
11.9% |
250 |
1.4% |
93% |
False |
False |
136,243 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
268 |
1.5% |
95% |
False |
False |
102,286 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
245 |
1.4% |
92% |
False |
False |
81,836 |
120 |
18,002 |
15,256 |
2,746 |
15.5% |
221 |
1.2% |
91% |
False |
False |
68,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,378 |
2.618 |
18,172 |
1.618 |
18,046 |
1.000 |
17,968 |
0.618 |
17,920 |
HIGH |
17,842 |
0.618 |
17,794 |
0.500 |
17,779 |
0.382 |
17,764 |
LOW |
17,716 |
0.618 |
17,638 |
1.000 |
17,590 |
1.618 |
17,512 |
2.618 |
17,386 |
4.250 |
17,181 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,779 |
17,765 |
PP |
17,773 |
17,764 |
S1 |
17,768 |
17,763 |
|