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 |
3,292.0 |
3,402.0 |
110.0 |
3.3% |
3,469.0 |
High |
3,400.0 |
3,454.0 |
54.0 |
1.6% |
3,474.0 |
Low |
3,283.0 |
3,382.0 |
99.0 |
3.0% |
3,323.0 |
Close |
3,353.0 |
3,447.0 |
94.0 |
2.8% |
3,354.0 |
Range |
117.0 |
72.0 |
-45.0 |
-38.5% |
151.0 |
ATR |
67.6 |
70.0 |
2.4 |
3.5% |
0.0 |
Volume |
1,259,997 |
1,010,757 |
-249,240 |
-19.8% |
5,997,399 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,643.7 |
3,617.3 |
3,486.6 |
|
R3 |
3,571.7 |
3,545.3 |
3,466.8 |
|
R2 |
3,499.7 |
3,499.7 |
3,460.2 |
|
R1 |
3,473.3 |
3,473.3 |
3,453.6 |
3,486.5 |
PP |
3,427.7 |
3,427.7 |
3,427.7 |
3,434.3 |
S1 |
3,401.3 |
3,401.3 |
3,440.4 |
3,414.5 |
S2 |
3,355.7 |
3,355.7 |
3,433.8 |
|
S3 |
3,283.7 |
3,329.3 |
3,427.2 |
|
S4 |
3,211.7 |
3,257.3 |
3,407.4 |
|
|
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 |
5.3% |
80.2 |
2.3% |
90% |
False |
False |
1,281,967 |
10 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
67.9 |
2.0% |
82% |
False |
False |
1,160,055 |
20 |
3,482.0 |
3,231.0 |
251.0 |
7.3% |
64.2 |
1.9% |
86% |
False |
False |
1,117,265 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.9% |
64.8 |
1.9% |
93% |
False |
False |
1,132,741 |
60 |
3,482.0 |
2,970.0 |
512.0 |
14.9% |
69.4 |
2.0% |
93% |
False |
False |
960,533 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.1% |
69.4 |
2.0% |
68% |
False |
False |
720,699 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
68.4 |
2.0% |
66% |
False |
False |
577,051 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
68.5 |
2.0% |
66% |
False |
False |
481,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,760.0 |
2.618 |
3,642.5 |
1.618 |
3,570.5 |
1.000 |
3,526.0 |
0.618 |
3,498.5 |
HIGH |
3,454.0 |
0.618 |
3,426.5 |
0.500 |
3,418.0 |
0.382 |
3,409.5 |
LOW |
3,382.0 |
0.618 |
3,337.5 |
1.000 |
3,310.0 |
1.618 |
3,265.5 |
2.618 |
3,193.5 |
4.250 |
3,076.0 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,437.3 |
3,420.8 |
PP |
3,427.7 |
3,394.7 |
S1 |
3,418.0 |
3,368.5 |
|