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 |
1,138.2 |
1,151.0 |
12.8 |
1.1% |
1,198.1 |
High |
1,155.2 |
1,165.6 |
10.4 |
0.9% |
1,201.2 |
Low |
1,130.0 |
1,148.3 |
18.3 |
1.6% |
1,138.7 |
Close |
1,152.7 |
1,151.0 |
-1.7 |
-0.1% |
1,143.0 |
Range |
25.2 |
17.3 |
-7.9 |
-31.3% |
62.5 |
ATR |
20.8 |
20.6 |
-0.3 |
-1.2% |
0.0 |
Volume |
90,306 |
104,177 |
13,871 |
15.4% |
523,147 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,206.8 |
1,196.3 |
1,160.5 |
|
R3 |
1,189.5 |
1,179.0 |
1,155.8 |
|
R2 |
1,172.3 |
1,172.3 |
1,154.3 |
|
R1 |
1,161.8 |
1,161.8 |
1,152.5 |
1,159.8 |
PP |
1,155.0 |
1,155.0 |
1,155.0 |
1,154.0 |
S1 |
1,144.3 |
1,144.3 |
1,149.5 |
1,142.3 |
S2 |
1,137.8 |
1,137.8 |
1,147.8 |
|
S3 |
1,120.3 |
1,127.0 |
1,146.3 |
|
S4 |
1,103.0 |
1,109.8 |
1,141.5 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.5 |
1,308.3 |
1,177.5 |
|
R3 |
1,286.0 |
1,245.8 |
1,160.3 |
|
R2 |
1,223.5 |
1,223.5 |
1,154.5 |
|
R1 |
1,183.3 |
1,183.3 |
1,148.8 |
1,172.0 |
PP |
1,161.0 |
1,161.0 |
1,161.0 |
1,155.5 |
S1 |
1,120.8 |
1,120.8 |
1,137.3 |
1,109.5 |
S2 |
1,098.5 |
1,098.5 |
1,131.5 |
|
S3 |
1,036.0 |
1,058.3 |
1,125.8 |
|
S4 |
973.5 |
995.8 |
1,108.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,191.7 |
1,130.0 |
61.7 |
5.4% |
21.3 |
1.8% |
34% |
False |
False |
103,598 |
10 |
1,201.2 |
1,130.0 |
71.2 |
6.2% |
19.5 |
1.7% |
29% |
False |
False |
101,404 |
20 |
1,201.2 |
1,130.0 |
71.2 |
6.2% |
20.0 |
1.7% |
29% |
False |
False |
105,866 |
40 |
1,201.2 |
1,073.2 |
128.0 |
11.1% |
21.5 |
1.9% |
61% |
False |
False |
105,934 |
60 |
1,201.2 |
1,073.2 |
128.0 |
11.1% |
21.8 |
1.9% |
61% |
False |
False |
90,303 |
80 |
1,237.6 |
1,073.2 |
164.4 |
14.3% |
20.3 |
1.8% |
47% |
False |
False |
67,772 |
100 |
1,264.7 |
1,073.2 |
191.5 |
16.6% |
16.8 |
1.5% |
41% |
False |
False |
54,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,239.0 |
2.618 |
1,211.0 |
1.618 |
1,193.5 |
1.000 |
1,183.0 |
0.618 |
1,176.3 |
HIGH |
1,165.5 |
0.618 |
1,159.0 |
0.500 |
1,157.0 |
0.382 |
1,155.0 |
LOW |
1,148.3 |
0.618 |
1,137.5 |
1.000 |
1,131.0 |
1.618 |
1,120.3 |
2.618 |
1,103.0 |
4.250 |
1,074.8 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,157.0 |
1,150.0 |
PP |
1,155.0 |
1,148.8 |
S1 |
1,153.0 |
1,147.8 |
|