Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
4,969.0 |
5,040.0 |
71.0 |
1.4% |
5,175.0 |
High |
5,034.0 |
5,131.0 |
97.0 |
1.9% |
5,188.0 |
Low |
4,959.0 |
5,038.0 |
79.0 |
1.6% |
5,009.0 |
Close |
4,994.0 |
5,124.0 |
130.0 |
2.6% |
5,034.0 |
Range |
75.0 |
93.0 |
18.0 |
24.0% |
179.0 |
ATR |
84.1 |
87.8 |
3.8 |
4.5% |
0.0 |
Volume |
25,443 |
36,376 |
10,933 |
43.0% |
144,869 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,376.7 |
5,343.3 |
5,175.2 |
|
R3 |
5,283.7 |
5,250.3 |
5,149.6 |
|
R2 |
5,190.7 |
5,190.7 |
5,141.1 |
|
R1 |
5,157.3 |
5,157.3 |
5,132.5 |
5,174.0 |
PP |
5,097.7 |
5,097.7 |
5,097.7 |
5,106.0 |
S1 |
5,064.3 |
5,064.3 |
5,115.5 |
5,081.0 |
S2 |
5,004.7 |
5,004.7 |
5,107.0 |
|
S3 |
4,911.7 |
4,971.3 |
5,098.4 |
|
S4 |
4,818.7 |
4,878.3 |
5,072.9 |
|
|
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 |
3.9% |
70.2 |
1.4% |
83% |
False |
False |
27,096 |
10 |
5,292.0 |
4,959.0 |
333.0 |
6.5% |
76.4 |
1.5% |
50% |
False |
False |
28,101 |
20 |
5,369.0 |
4,959.0 |
410.0 |
8.0% |
69.1 |
1.3% |
40% |
False |
False |
25,809 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
69.7 |
1.4% |
50% |
False |
False |
25,900 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
69.9 |
1.4% |
50% |
False |
False |
23,984 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
58.1 |
1.1% |
32% |
False |
False |
18,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,526.3 |
2.618 |
5,374.5 |
1.618 |
5,281.5 |
1.000 |
5,224.0 |
0.618 |
5,188.5 |
HIGH |
5,131.0 |
0.618 |
5,095.5 |
0.500 |
5,084.5 |
0.382 |
5,073.5 |
LOW |
5,038.0 |
0.618 |
4,980.5 |
1.000 |
4,945.0 |
1.618 |
4,887.5 |
2.618 |
4,794.5 |
4.250 |
4,642.8 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,110.8 |
5,097.7 |
PP |
5,097.7 |
5,071.3 |
S1 |
5,084.5 |
5,045.0 |
|