Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,047.0 |
4,969.0 |
-78.0 |
-1.5% |
5,175.0 |
High |
5,068.0 |
5,034.0 |
-34.0 |
-0.7% |
5,188.0 |
Low |
5,009.0 |
4,959.0 |
-50.0 |
-1.0% |
5,009.0 |
Close |
5,034.0 |
4,994.0 |
-40.0 |
-0.8% |
5,034.0 |
Range |
59.0 |
75.0 |
16.0 |
27.1% |
179.0 |
ATR |
84.8 |
84.1 |
-0.7 |
-0.8% |
0.0 |
Volume |
29,982 |
25,443 |
-4,539 |
-15.1% |
144,869 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,220.7 |
5,182.3 |
5,035.3 |
|
R3 |
5,145.7 |
5,107.3 |
5,014.6 |
|
R2 |
5,070.7 |
5,070.7 |
5,007.8 |
|
R1 |
5,032.3 |
5,032.3 |
5,000.9 |
5,051.5 |
PP |
4,995.7 |
4,995.7 |
4,995.7 |
5,005.3 |
S1 |
4,957.3 |
4,957.3 |
4,987.1 |
4,976.5 |
S2 |
4,920.7 |
4,920.7 |
4,980.3 |
|
S3 |
4,845.7 |
4,882.3 |
4,973.4 |
|
S4 |
4,770.7 |
4,807.3 |
4,952.8 |
|
|
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 |
5,159.0 |
4,959.0 |
200.0 |
4.0% |
63.8 |
1.3% |
18% |
False |
True |
26,890 |
10 |
5,292.0 |
4,959.0 |
333.0 |
6.7% |
73.4 |
1.5% |
11% |
False |
True |
26,942 |
20 |
5,369.0 |
4,959.0 |
410.0 |
8.2% |
66.5 |
1.3% |
9% |
False |
True |
24,950 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.8% |
69.0 |
1.4% |
23% |
False |
False |
25,523 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.8% |
69.5 |
1.4% |
23% |
False |
False |
23,388 |
80 |
5,644.0 |
4,881.0 |
763.0 |
15.3% |
57.2 |
1.1% |
15% |
False |
False |
17,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.8 |
2.618 |
5,230.4 |
1.618 |
5,155.4 |
1.000 |
5,109.0 |
0.618 |
5,080.4 |
HIGH |
5,034.0 |
0.618 |
5,005.4 |
0.500 |
4,996.5 |
0.382 |
4,987.7 |
LOW |
4,959.0 |
0.618 |
4,912.7 |
1.000 |
4,884.0 |
1.618 |
4,837.7 |
2.618 |
4,762.7 |
4.250 |
4,640.3 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,996.5 |
5,059.0 |
PP |
4,995.7 |
5,037.3 |
S1 |
4,994.8 |
5,015.7 |
|