Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,040.0 |
5,100.0 |
60.0 |
1.2% |
5,175.0 |
High |
5,131.0 |
5,152.0 |
21.0 |
0.4% |
5,188.0 |
Low |
5,038.0 |
5,087.0 |
49.0 |
1.0% |
5,009.0 |
Close |
5,124.0 |
5,131.0 |
7.0 |
0.1% |
5,034.0 |
Range |
93.0 |
65.0 |
-28.0 |
-30.1% |
179.0 |
ATR |
87.8 |
86.2 |
-1.6 |
-1.9% |
0.0 |
Volume |
36,376 |
22,561 |
-13,815 |
-38.0% |
144,869 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,318.3 |
5,289.7 |
5,166.8 |
|
R3 |
5,253.3 |
5,224.7 |
5,148.9 |
|
R2 |
5,188.3 |
5,188.3 |
5,142.9 |
|
R1 |
5,159.7 |
5,159.7 |
5,137.0 |
5,174.0 |
PP |
5,123.3 |
5,123.3 |
5,123.3 |
5,130.5 |
S1 |
5,094.7 |
5,094.7 |
5,125.0 |
5,109.0 |
S2 |
5,058.3 |
5,058.3 |
5,119.1 |
|
S3 |
4,993.3 |
5,029.7 |
5,113.1 |
|
S4 |
4,928.3 |
4,964.7 |
5,095.3 |
|
|
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% |
73.8 |
1.4% |
86% |
False |
False |
26,993 |
10 |
5,233.0 |
4,959.0 |
274.0 |
5.3% |
74.4 |
1.5% |
63% |
False |
False |
28,205 |
20 |
5,369.0 |
4,959.0 |
410.0 |
8.0% |
68.7 |
1.3% |
42% |
False |
False |
25,980 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
69.6 |
1.4% |
51% |
False |
False |
25,698 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
70.4 |
1.4% |
51% |
False |
False |
24,353 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
58.9 |
1.1% |
33% |
False |
False |
18,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,428.3 |
2.618 |
5,322.2 |
1.618 |
5,257.2 |
1.000 |
5,217.0 |
0.618 |
5,192.2 |
HIGH |
5,152.0 |
0.618 |
5,127.2 |
0.500 |
5,119.5 |
0.382 |
5,111.8 |
LOW |
5,087.0 |
0.618 |
5,046.8 |
1.000 |
5,022.0 |
1.618 |
4,981.8 |
2.618 |
4,916.8 |
4.250 |
4,810.8 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,127.2 |
5,105.8 |
PP |
5,123.3 |
5,080.7 |
S1 |
5,119.5 |
5,055.5 |
|