Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,459.0 |
3,444.0 |
-15.0 |
-0.4% |
3,292.0 |
High |
3,477.0 |
3,471.0 |
-6.0 |
-0.2% |
3,477.0 |
Low |
3,437.0 |
3,426.0 |
-11.0 |
-0.3% |
3,283.0 |
Close |
3,451.0 |
3,455.0 |
4.0 |
0.1% |
3,455.0 |
Range |
40.0 |
45.0 |
5.0 |
12.5% |
194.0 |
ATR |
66.7 |
65.1 |
-1.5 |
-2.3% |
0.0 |
Volume |
997,443 |
856,061 |
-141,382 |
-14.2% |
5,187,241 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,585.7 |
3,565.3 |
3,479.8 |
|
R3 |
3,540.7 |
3,520.3 |
3,467.4 |
|
R2 |
3,495.7 |
3,495.7 |
3,463.3 |
|
R1 |
3,475.3 |
3,475.3 |
3,459.1 |
3,485.5 |
PP |
3,450.7 |
3,450.7 |
3,450.7 |
3,455.8 |
S1 |
3,430.3 |
3,430.3 |
3,450.9 |
3,440.5 |
S2 |
3,405.7 |
3,405.7 |
3,446.8 |
|
S3 |
3,360.7 |
3,385.3 |
3,442.6 |
|
S4 |
3,315.7 |
3,340.3 |
3,430.3 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,987.0 |
3,915.0 |
3,561.7 |
|
R3 |
3,793.0 |
3,721.0 |
3,508.4 |
|
R2 |
3,599.0 |
3,599.0 |
3,490.6 |
|
R1 |
3,527.0 |
3,527.0 |
3,472.8 |
3,563.0 |
PP |
3,405.0 |
3,405.0 |
3,405.0 |
3,423.0 |
S1 |
3,333.0 |
3,333.0 |
3,437.2 |
3,369.0 |
S2 |
3,211.0 |
3,211.0 |
3,419.4 |
|
S3 |
3,017.0 |
3,139.0 |
3,401.7 |
|
S4 |
2,823.0 |
2,945.0 |
3,348.3 |
|
|
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% |
64.4 |
1.9% |
89% |
False |
False |
1,037,448 |
10 |
3,477.0 |
3,283.0 |
194.0 |
5.6% |
64.8 |
1.9% |
89% |
False |
False |
1,118,464 |
20 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
58.2 |
1.7% |
86% |
False |
False |
1,051,382 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
61.7 |
1.8% |
95% |
False |
False |
1,095,761 |
60 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
66.0 |
1.9% |
95% |
False |
False |
1,007,846 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.0% |
69.3 |
2.0% |
69% |
False |
False |
757,124 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
67.4 |
2.0% |
67% |
False |
False |
606,087 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
68.6 |
2.0% |
67% |
False |
False |
505,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,662.3 |
2.618 |
3,588.8 |
1.618 |
3,543.8 |
1.000 |
3,516.0 |
0.618 |
3,498.8 |
HIGH |
3,471.0 |
0.618 |
3,453.8 |
0.500 |
3,448.5 |
0.382 |
3,443.2 |
LOW |
3,426.0 |
0.618 |
3,398.2 |
1.000 |
3,381.0 |
1.618 |
3,353.2 |
2.618 |
3,308.2 |
4.250 |
3,234.8 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,452.8 |
3,451.8 |
PP |
3,450.7 |
3,448.7 |
S1 |
3,448.5 |
3,445.5 |
|