Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,438.0 |
3,360.0 |
-78.0 |
-2.3% |
3,469.0 |
High |
3,458.0 |
3,391.0 |
-67.0 |
-1.9% |
3,474.0 |
Low |
3,358.0 |
3,323.0 |
-35.0 |
-1.0% |
3,323.0 |
Close |
3,386.0 |
3,354.0 |
-32.0 |
-0.9% |
3,354.0 |
Range |
100.0 |
68.0 |
-32.0 |
-32.0% |
151.0 |
ATR |
63.5 |
63.8 |
0.3 |
0.5% |
0.0 |
Volume |
1,430,377 |
1,430,377 |
0 |
0.0% |
5,997,399 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,560.0 |
3,525.0 |
3,391.4 |
|
R3 |
3,492.0 |
3,457.0 |
3,372.7 |
|
R2 |
3,424.0 |
3,424.0 |
3,366.5 |
|
R1 |
3,389.0 |
3,389.0 |
3,360.2 |
3,372.5 |
PP |
3,356.0 |
3,356.0 |
3,356.0 |
3,347.8 |
S1 |
3,321.0 |
3,321.0 |
3,347.8 |
3,304.5 |
S2 |
3,288.0 |
3,288.0 |
3,341.5 |
|
S3 |
3,220.0 |
3,253.0 |
3,335.3 |
|
S4 |
3,152.0 |
3,185.0 |
3,316.6 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,836.7 |
3,746.3 |
3,437.1 |
|
R3 |
3,685.7 |
3,595.3 |
3,395.5 |
|
R2 |
3,534.7 |
3,534.7 |
3,381.7 |
|
R1 |
3,444.3 |
3,444.3 |
3,367.8 |
3,414.0 |
PP |
3,383.7 |
3,383.7 |
3,383.7 |
3,368.5 |
S1 |
3,293.3 |
3,293.3 |
3,340.2 |
3,263.0 |
S2 |
3,232.7 |
3,232.7 |
3,326.3 |
|
S3 |
3,081.7 |
3,142.3 |
3,312.5 |
|
S4 |
2,930.7 |
2,991.3 |
3,271.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,474.0 |
3,323.0 |
151.0 |
4.5% |
65.2 |
1.9% |
21% |
False |
True |
1,199,479 |
10 |
3,482.0 |
3,323.0 |
159.0 |
4.7% |
60.6 |
1.8% |
19% |
False |
True |
1,114,952 |
20 |
3,482.0 |
3,231.0 |
251.0 |
7.5% |
59.0 |
1.8% |
49% |
False |
False |
1,092,574 |
40 |
3,482.0 |
2,970.0 |
512.0 |
15.3% |
64.9 |
1.9% |
75% |
False |
False |
1,139,658 |
60 |
3,482.0 |
2,950.0 |
532.0 |
15.9% |
72.3 |
2.2% |
76% |
False |
False |
922,938 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.7% |
69.0 |
2.1% |
56% |
False |
False |
692,330 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
68.7 |
2.0% |
54% |
False |
False |
554,370 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
67.8 |
2.0% |
54% |
False |
False |
462,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,680.0 |
2.618 |
3,569.0 |
1.618 |
3,501.0 |
1.000 |
3,459.0 |
0.618 |
3,433.0 |
HIGH |
3,391.0 |
0.618 |
3,365.0 |
0.500 |
3,357.0 |
0.382 |
3,349.0 |
LOW |
3,323.0 |
0.618 |
3,281.0 |
1.000 |
3,255.0 |
1.618 |
3,213.0 |
2.618 |
3,145.0 |
4.250 |
3,034.0 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,357.0 |
3,394.5 |
PP |
3,356.0 |
3,381.0 |
S1 |
3,355.0 |
3,367.5 |
|