Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,427.0 |
3,459.0 |
32.0 |
0.9% |
3,469.0 |
High |
3,462.0 |
3,477.0 |
15.0 |
0.4% |
3,474.0 |
Low |
3,414.0 |
3,437.0 |
23.0 |
0.7% |
3,323.0 |
Close |
3,433.0 |
3,451.0 |
18.0 |
0.5% |
3,354.0 |
Range |
48.0 |
40.0 |
-8.0 |
-16.7% |
151.0 |
ATR |
68.4 |
66.7 |
-1.7 |
-2.6% |
0.0 |
Volume |
1,062,983 |
997,443 |
-65,540 |
-6.2% |
5,997,399 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,575.0 |
3,553.0 |
3,473.0 |
|
R3 |
3,535.0 |
3,513.0 |
3,462.0 |
|
R2 |
3,495.0 |
3,495.0 |
3,458.3 |
|
R1 |
3,473.0 |
3,473.0 |
3,454.7 |
3,464.0 |
PP |
3,455.0 |
3,455.0 |
3,455.0 |
3,450.5 |
S1 |
3,433.0 |
3,433.0 |
3,447.3 |
3,424.0 |
S2 |
3,415.0 |
3,415.0 |
3,443.7 |
|
S3 |
3,375.0 |
3,393.0 |
3,440.0 |
|
S4 |
3,335.0 |
3,353.0 |
3,429.0 |
|
|
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 |
3,477.0 |
3,283.0 |
194.0 |
5.6% |
69.0 |
2.0% |
87% |
True |
False |
1,152,311 |
10 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
66.7 |
1.9% |
84% |
False |
False |
1,126,360 |
20 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
59.7 |
1.7% |
84% |
False |
False |
1,056,142 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
62.4 |
1.8% |
94% |
False |
False |
1,103,383 |
60 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
66.6 |
1.9% |
94% |
False |
False |
993,615 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.1% |
69.4 |
2.0% |
69% |
False |
False |
746,446 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
67.5 |
2.0% |
67% |
False |
False |
597,528 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
68.6 |
2.0% |
67% |
False |
False |
498,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,647.0 |
2.618 |
3,581.7 |
1.618 |
3,541.7 |
1.000 |
3,517.0 |
0.618 |
3,501.7 |
HIGH |
3,477.0 |
0.618 |
3,461.7 |
0.500 |
3,457.0 |
0.382 |
3,452.3 |
LOW |
3,437.0 |
0.618 |
3,412.3 |
1.000 |
3,397.0 |
1.618 |
3,372.3 |
2.618 |
3,332.3 |
4.250 |
3,267.0 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,457.0 |
3,443.8 |
PP |
3,455.0 |
3,436.7 |
S1 |
3,453.0 |
3,429.5 |
|