Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,240 |
19,490 |
250 |
1.3% |
18,880 |
High |
19,530 |
19,720 |
190 |
1.0% |
19,530 |
Low |
19,200 |
19,370 |
170 |
0.9% |
18,675 |
Close |
19,490 |
19,470 |
-20 |
-0.1% |
19,490 |
Range |
330 |
350 |
20 |
6.1% |
855 |
ATR |
375 |
373 |
-2 |
-0.5% |
0 |
Volume |
15,234 |
14,159 |
-1,075 |
-7.1% |
58,640 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,570 |
20,370 |
19,663 |
|
R3 |
20,220 |
20,020 |
19,566 |
|
R2 |
19,870 |
19,870 |
19,534 |
|
R1 |
19,670 |
19,670 |
19,502 |
19,595 |
PP |
19,520 |
19,520 |
19,520 |
19,483 |
S1 |
19,320 |
19,320 |
19,438 |
19,245 |
S2 |
19,170 |
19,170 |
19,406 |
|
S3 |
18,820 |
18,970 |
19,374 |
|
S4 |
18,470 |
18,620 |
19,278 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,797 |
21,498 |
19,960 |
|
R3 |
20,942 |
20,643 |
19,725 |
|
R2 |
20,087 |
20,087 |
19,647 |
|
R1 |
19,788 |
19,788 |
19,569 |
19,938 |
PP |
19,232 |
19,232 |
19,232 |
19,306 |
S1 |
18,933 |
18,933 |
19,412 |
19,083 |
S2 |
18,377 |
18,377 |
19,333 |
|
S3 |
17,522 |
18,078 |
19,255 |
|
S4 |
16,667 |
17,223 |
19,020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,720 |
18,920 |
800 |
4.1% |
307 |
1.6% |
69% |
True |
False |
12,240 |
10 |
19,720 |
18,675 |
1,045 |
5.4% |
338 |
1.7% |
76% |
True |
False |
12,285 |
20 |
19,720 |
17,730 |
1,990 |
10.2% |
348 |
1.8% |
87% |
True |
False |
11,657 |
40 |
19,720 |
16,995 |
2,725 |
14.0% |
408 |
2.1% |
91% |
True |
False |
12,766 |
60 |
20,640 |
16,995 |
3,645 |
18.7% |
490 |
2.5% |
68% |
False |
False |
10,790 |
80 |
20,880 |
16,995 |
3,885 |
20.0% |
413 |
2.1% |
64% |
False |
False |
8,110 |
100 |
20,900 |
16,995 |
3,905 |
20.1% |
366 |
1.9% |
63% |
False |
False |
6,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,208 |
2.618 |
20,636 |
1.618 |
20,286 |
1.000 |
20,070 |
0.618 |
19,936 |
HIGH |
19,720 |
0.618 |
19,586 |
0.500 |
19,545 |
0.382 |
19,504 |
LOW |
19,370 |
0.618 |
19,154 |
1.000 |
19,020 |
1.618 |
18,804 |
2.618 |
18,454 |
4.250 |
17,883 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,545 |
19,439 |
PP |
19,520 |
19,408 |
S1 |
19,495 |
19,378 |
|