Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,094.0 |
5,115.0 |
21.0 |
0.4% |
5,205.0 |
High |
5,137.0 |
5,159.0 |
22.0 |
0.4% |
5,292.0 |
Low |
5,090.0 |
5,082.0 |
-8.0 |
-0.2% |
5,129.0 |
Close |
5,128.0 |
5,132.0 |
4.0 |
0.1% |
5,222.0 |
Range |
47.0 |
77.0 |
30.0 |
63.8% |
163.0 |
ATR |
82.2 |
81.8 |
-0.4 |
-0.5% |
0.0 |
Volume |
23,074 |
20,605 |
-2,469 |
-10.7% |
125,371 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,355.3 |
5,320.7 |
5,174.4 |
|
R3 |
5,278.3 |
5,243.7 |
5,153.2 |
|
R2 |
5,201.3 |
5,201.3 |
5,146.1 |
|
R1 |
5,166.7 |
5,166.7 |
5,139.1 |
5,184.0 |
PP |
5,124.3 |
5,124.3 |
5,124.3 |
5,133.0 |
S1 |
5,089.7 |
5,089.7 |
5,124.9 |
5,107.0 |
S2 |
5,047.3 |
5,047.3 |
5,117.9 |
|
S3 |
4,970.3 |
5,012.7 |
5,110.8 |
|
S4 |
4,893.3 |
4,935.7 |
5,089.7 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,703.3 |
5,625.7 |
5,311.7 |
|
R3 |
5,540.3 |
5,462.7 |
5,266.8 |
|
R2 |
5,377.3 |
5,377.3 |
5,251.9 |
|
R1 |
5,299.7 |
5,299.7 |
5,236.9 |
5,338.5 |
PP |
5,214.3 |
5,214.3 |
5,214.3 |
5,233.8 |
S1 |
5,136.7 |
5,136.7 |
5,207.1 |
5,175.5 |
S2 |
5,051.3 |
5,051.3 |
5,192.1 |
|
S3 |
4,888.3 |
4,973.7 |
5,177.2 |
|
S4 |
4,725.3 |
4,810.7 |
5,132.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,233.0 |
5,035.0 |
198.0 |
3.9% |
74.2 |
1.4% |
49% |
False |
False |
27,730 |
10 |
5,292.0 |
5,035.0 |
257.0 |
5.0% |
76.9 |
1.5% |
38% |
False |
False |
27,411 |
20 |
5,369.0 |
5,035.0 |
334.0 |
6.5% |
64.7 |
1.3% |
29% |
False |
False |
24,245 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
70.2 |
1.4% |
51% |
False |
False |
25,802 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
69.5 |
1.4% |
51% |
False |
False |
22,467 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
55.6 |
1.1% |
33% |
False |
False |
16,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,486.3 |
2.618 |
5,360.6 |
1.618 |
5,283.6 |
1.000 |
5,236.0 |
0.618 |
5,206.6 |
HIGH |
5,159.0 |
0.618 |
5,129.6 |
0.500 |
5,120.5 |
0.382 |
5,111.4 |
LOW |
5,082.0 |
0.618 |
5,034.4 |
1.000 |
5,005.0 |
1.618 |
4,957.4 |
2.618 |
4,880.4 |
4.250 |
4,754.8 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,128.2 |
5,120.3 |
PP |
5,124.3 |
5,108.7 |
S1 |
5,120.5 |
5,097.0 |
|