Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,115.0 |
5,047.0 |
-68.0 |
-1.3% |
5,175.0 |
High |
5,159.0 |
5,068.0 |
-91.0 |
-1.8% |
5,188.0 |
Low |
5,082.0 |
5,009.0 |
-73.0 |
-1.4% |
5,009.0 |
Close |
5,132.0 |
5,034.0 |
-98.0 |
-1.9% |
5,034.0 |
Range |
77.0 |
59.0 |
-18.0 |
-23.4% |
179.0 |
ATR |
81.8 |
84.8 |
2.9 |
3.6% |
0.0 |
Volume |
20,605 |
29,982 |
9,377 |
45.5% |
144,869 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,214.0 |
5,183.0 |
5,066.5 |
|
R3 |
5,155.0 |
5,124.0 |
5,050.2 |
|
R2 |
5,096.0 |
5,096.0 |
5,044.8 |
|
R1 |
5,065.0 |
5,065.0 |
5,039.4 |
5,051.0 |
PP |
5,037.0 |
5,037.0 |
5,037.0 |
5,030.0 |
S1 |
5,006.0 |
5,006.0 |
5,028.6 |
4,992.0 |
S2 |
4,978.0 |
4,978.0 |
5,023.2 |
|
S3 |
4,919.0 |
4,947.0 |
5,017.8 |
|
S4 |
4,860.0 |
4,888.0 |
5,001.6 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,614.0 |
5,503.0 |
5,132.5 |
|
R3 |
5,435.0 |
5,324.0 |
5,083.2 |
|
R2 |
5,256.0 |
5,256.0 |
5,066.8 |
|
R1 |
5,145.0 |
5,145.0 |
5,050.4 |
5,111.0 |
PP |
5,077.0 |
5,077.0 |
5,077.0 |
5,060.0 |
S1 |
4,966.0 |
4,966.0 |
5,017.6 |
4,932.0 |
S2 |
4,898.0 |
4,898.0 |
5,001.2 |
|
S3 |
4,719.0 |
4,787.0 |
4,984.8 |
|
S4 |
4,540.0 |
4,608.0 |
4,935.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,188.0 |
5,009.0 |
179.0 |
3.6% |
68.4 |
1.4% |
14% |
False |
True |
28,973 |
10 |
5,292.0 |
5,009.0 |
283.0 |
5.6% |
76.1 |
1.5% |
9% |
False |
True |
27,024 |
20 |
5,369.0 |
5,009.0 |
360.0 |
7.2% |
64.9 |
1.3% |
7% |
False |
True |
24,591 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
69.0 |
1.4% |
31% |
False |
False |
25,663 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.7% |
69.9 |
1.4% |
31% |
False |
False |
22,966 |
80 |
5,644.0 |
4,881.0 |
763.0 |
15.2% |
56.3 |
1.1% |
20% |
False |
False |
17,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,318.8 |
2.618 |
5,222.5 |
1.618 |
5,163.5 |
1.000 |
5,127.0 |
0.618 |
5,104.5 |
HIGH |
5,068.0 |
0.618 |
5,045.5 |
0.500 |
5,038.5 |
0.382 |
5,031.5 |
LOW |
5,009.0 |
0.618 |
4,972.5 |
1.000 |
4,950.0 |
1.618 |
4,913.5 |
2.618 |
4,854.5 |
4.250 |
4,758.3 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,038.5 |
5,084.0 |
PP |
5,037.0 |
5,067.3 |
S1 |
5,035.5 |
5,050.7 |
|