Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,700 |
19,680 |
-20 |
-0.1% |
18,880 |
High |
19,815 |
19,755 |
-60 |
-0.3% |
19,530 |
Low |
19,625 |
19,460 |
-165 |
-0.8% |
18,675 |
Close |
19,715 |
19,470 |
-245 |
-1.2% |
19,490 |
Range |
190 |
295 |
105 |
55.3% |
855 |
ATR |
360 |
355 |
-5 |
-1.3% |
0 |
Volume |
7,364 |
10,277 |
2,913 |
39.6% |
58,640 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,447 |
20,253 |
19,632 |
|
R3 |
20,152 |
19,958 |
19,551 |
|
R2 |
19,857 |
19,857 |
19,524 |
|
R1 |
19,663 |
19,663 |
19,497 |
19,613 |
PP |
19,562 |
19,562 |
19,562 |
19,536 |
S1 |
19,368 |
19,368 |
19,443 |
19,318 |
S2 |
19,267 |
19,267 |
19,416 |
|
S3 |
18,972 |
19,073 |
19,389 |
|
S4 |
18,677 |
18,778 |
19,308 |
|
|
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 |
19,815 |
19,200 |
615 |
3.2% |
307 |
1.6% |
44% |
False |
False |
12,144 |
10 |
19,815 |
18,675 |
1,140 |
5.9% |
328 |
1.7% |
70% |
False |
False |
12,172 |
20 |
19,815 |
18,150 |
1,665 |
8.6% |
325 |
1.7% |
79% |
False |
False |
11,389 |
40 |
19,815 |
16,995 |
2,820 |
14.5% |
396 |
2.0% |
88% |
False |
False |
12,431 |
60 |
20,180 |
16,995 |
3,185 |
16.4% |
495 |
2.5% |
78% |
False |
False |
11,310 |
80 |
20,880 |
16,995 |
3,885 |
20.0% |
420 |
2.2% |
64% |
False |
False |
8,501 |
100 |
20,880 |
16,995 |
3,885 |
20.0% |
372 |
1.9% |
64% |
False |
False |
6,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,009 |
2.618 |
20,527 |
1.618 |
20,232 |
1.000 |
20,050 |
0.618 |
19,937 |
HIGH |
19,755 |
0.618 |
19,642 |
0.500 |
19,608 |
0.382 |
19,573 |
LOW |
19,460 |
0.618 |
19,278 |
1.000 |
19,165 |
1.618 |
18,983 |
2.618 |
18,688 |
4.250 |
18,206 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,608 |
19,623 |
PP |
19,562 |
19,572 |
S1 |
19,516 |
19,521 |
|