Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,183.0 |
5,260.0 |
77.0 |
1.5% |
4,969.0 |
High |
5,262.0 |
5,280.0 |
18.0 |
0.3% |
5,280.0 |
Low |
5,164.0 |
5,238.0 |
74.0 |
1.4% |
4,959.0 |
Close |
5,256.0 |
5,264.0 |
8.0 |
0.2% |
5,264.0 |
Range |
98.0 |
42.0 |
-56.0 |
-57.1% |
321.0 |
ATR |
89.4 |
86.0 |
-3.4 |
-3.8% |
0.0 |
Volume |
33,459 |
28,776 |
-4,683 |
-14.0% |
146,615 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,386.7 |
5,367.3 |
5,287.1 |
|
R3 |
5,344.7 |
5,325.3 |
5,275.6 |
|
R2 |
5,302.7 |
5,302.7 |
5,271.7 |
|
R1 |
5,283.3 |
5,283.3 |
5,267.9 |
5,293.0 |
PP |
5,260.7 |
5,260.7 |
5,260.7 |
5,265.5 |
S1 |
5,241.3 |
5,241.3 |
5,260.2 |
5,251.0 |
S2 |
5,218.7 |
5,218.7 |
5,256.3 |
|
S3 |
5,176.7 |
5,199.3 |
5,252.5 |
|
S4 |
5,134.7 |
5,157.3 |
5,240.9 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,130.7 |
6,018.3 |
5,440.6 |
|
R3 |
5,809.7 |
5,697.3 |
5,352.3 |
|
R2 |
5,488.7 |
5,488.7 |
5,322.9 |
|
R1 |
5,376.3 |
5,376.3 |
5,293.4 |
5,432.5 |
PP |
5,167.7 |
5,167.7 |
5,167.7 |
5,195.8 |
S1 |
5,055.3 |
5,055.3 |
5,234.6 |
5,111.5 |
S2 |
4,846.7 |
4,846.7 |
5,205.2 |
|
S3 |
4,525.7 |
4,734.3 |
5,175.7 |
|
S4 |
4,204.7 |
4,413.3 |
5,087.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,280.0 |
4,959.0 |
321.0 |
6.1% |
74.6 |
1.4% |
95% |
True |
False |
29,323 |
10 |
5,280.0 |
4,959.0 |
321.0 |
6.1% |
71.5 |
1.4% |
95% |
True |
False |
29,148 |
20 |
5,369.0 |
4,959.0 |
410.0 |
7.8% |
71.2 |
1.4% |
74% |
False |
False |
26,669 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
69.3 |
1.3% |
78% |
False |
False |
25,875 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
72.6 |
1.4% |
78% |
False |
False |
25,367 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.5% |
60.7 |
1.2% |
50% |
False |
False |
19,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,458.5 |
2.618 |
5,390.0 |
1.618 |
5,348.0 |
1.000 |
5,322.0 |
0.618 |
5,306.0 |
HIGH |
5,280.0 |
0.618 |
5,264.0 |
0.500 |
5,259.0 |
0.382 |
5,254.0 |
LOW |
5,238.0 |
0.618 |
5,212.0 |
1.000 |
5,196.0 |
1.618 |
5,170.0 |
2.618 |
5,128.0 |
4.250 |
5,059.5 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,262.3 |
5,237.2 |
PP |
5,260.7 |
5,210.3 |
S1 |
5,259.0 |
5,183.5 |
|