Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,360.0 |
3,292.0 |
-68.0 |
-2.0% |
3,469.0 |
High |
3,391.0 |
3,400.0 |
9.0 |
0.3% |
3,474.0 |
Low |
3,323.0 |
3,283.0 |
-40.0 |
-1.2% |
3,323.0 |
Close |
3,354.0 |
3,353.0 |
-1.0 |
0.0% |
3,354.0 |
Range |
68.0 |
117.0 |
49.0 |
72.1% |
151.0 |
ATR |
63.8 |
67.6 |
3.8 |
6.0% |
0.0 |
Volume |
1,430,377 |
1,259,997 |
-170,380 |
-11.9% |
5,997,399 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,696.3 |
3,641.7 |
3,417.4 |
|
R3 |
3,579.3 |
3,524.7 |
3,385.2 |
|
R2 |
3,462.3 |
3,462.3 |
3,374.5 |
|
R1 |
3,407.7 |
3,407.7 |
3,363.7 |
3,435.0 |
PP |
3,345.3 |
3,345.3 |
3,345.3 |
3,359.0 |
S1 |
3,290.7 |
3,290.7 |
3,342.3 |
3,318.0 |
S2 |
3,228.3 |
3,228.3 |
3,331.6 |
|
S3 |
3,111.3 |
3,173.7 |
3,320.8 |
|
S4 |
2,994.3 |
3,056.7 |
3,288.7 |
|
|
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 |
3,466.0 |
3,283.0 |
183.0 |
5.5% |
75.2 |
2.2% |
38% |
False |
True |
1,250,460 |
10 |
3,482.0 |
3,283.0 |
199.0 |
5.9% |
65.1 |
1.9% |
35% |
False |
True |
1,159,640 |
20 |
3,482.0 |
3,231.0 |
251.0 |
7.5% |
62.8 |
1.9% |
49% |
False |
False |
1,114,875 |
40 |
3,482.0 |
2,970.0 |
512.0 |
15.3% |
66.3 |
2.0% |
75% |
False |
False |
1,134,463 |
60 |
3,482.0 |
2,950.0 |
532.0 |
15.9% |
71.9 |
2.1% |
76% |
False |
False |
943,883 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.7% |
69.6 |
2.1% |
55% |
False |
False |
708,071 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
69.2 |
2.1% |
54% |
False |
False |
566,963 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.3% |
68.1 |
2.0% |
54% |
False |
False |
473,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,897.3 |
2.618 |
3,706.3 |
1.618 |
3,589.3 |
1.000 |
3,517.0 |
0.618 |
3,472.3 |
HIGH |
3,400.0 |
0.618 |
3,355.3 |
0.500 |
3,341.5 |
0.382 |
3,327.7 |
LOW |
3,283.0 |
0.618 |
3,210.7 |
1.000 |
3,166.0 |
1.618 |
3,093.7 |
2.618 |
2,976.7 |
4.250 |
2,785.8 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,349.2 |
3,370.5 |
PP |
3,345.3 |
3,364.7 |
S1 |
3,341.5 |
3,358.8 |
|