Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,402.0 |
3,427.0 |
25.0 |
0.7% |
3,469.0 |
High |
3,454.0 |
3,462.0 |
8.0 |
0.2% |
3,474.0 |
Low |
3,382.0 |
3,414.0 |
32.0 |
0.9% |
3,323.0 |
Close |
3,447.0 |
3,433.0 |
-14.0 |
-0.4% |
3,354.0 |
Range |
72.0 |
48.0 |
-24.0 |
-33.3% |
151.0 |
ATR |
70.0 |
68.4 |
-1.6 |
-2.2% |
0.0 |
Volume |
1,010,757 |
1,062,983 |
52,226 |
5.2% |
5,997,399 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,580.3 |
3,554.7 |
3,459.4 |
|
R3 |
3,532.3 |
3,506.7 |
3,446.2 |
|
R2 |
3,484.3 |
3,484.3 |
3,441.8 |
|
R1 |
3,458.7 |
3,458.7 |
3,437.4 |
3,471.5 |
PP |
3,436.3 |
3,436.3 |
3,436.3 |
3,442.8 |
S1 |
3,410.7 |
3,410.7 |
3,428.6 |
3,423.5 |
S2 |
3,388.3 |
3,388.3 |
3,424.2 |
|
S3 |
3,340.3 |
3,362.7 |
3,419.8 |
|
S4 |
3,292.3 |
3,314.7 |
3,406.6 |
|
|
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 |
3,462.0 |
3,283.0 |
179.0 |
5.2% |
81.0 |
2.4% |
84% |
True |
False |
1,238,898 |
10 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
68.4 |
2.0% |
75% |
False |
False |
1,149,421 |
20 |
3,482.0 |
3,249.0 |
233.0 |
6.8% |
64.2 |
1.9% |
79% |
False |
False |
1,093,824 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.9% |
64.0 |
1.9% |
90% |
False |
False |
1,116,076 |
60 |
3,482.0 |
2,970.0 |
512.0 |
14.9% |
67.7 |
2.0% |
90% |
False |
False |
977,031 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.2% |
69.5 |
2.0% |
66% |
False |
False |
733,979 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
68.0 |
2.0% |
64% |
False |
False |
587,566 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
68.7 |
2.0% |
64% |
False |
False |
490,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,666.0 |
2.618 |
3,587.7 |
1.618 |
3,539.7 |
1.000 |
3,510.0 |
0.618 |
3,491.7 |
HIGH |
3,462.0 |
0.618 |
3,443.7 |
0.500 |
3,438.0 |
0.382 |
3,432.3 |
LOW |
3,414.0 |
0.618 |
3,384.3 |
1.000 |
3,366.0 |
1.618 |
3,336.3 |
2.618 |
3,288.3 |
4.250 |
3,210.0 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,438.0 |
3,412.8 |
PP |
3,436.3 |
3,392.7 |
S1 |
3,434.7 |
3,372.5 |
|