Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,680 |
19,480 |
-200 |
-1.0% |
19,490 |
High |
19,755 |
19,655 |
-100 |
-0.5% |
19,815 |
Low |
19,460 |
19,410 |
-50 |
-0.3% |
19,370 |
Close |
19,470 |
19,435 |
-35 |
-0.2% |
19,435 |
Range |
295 |
245 |
-50 |
-16.9% |
445 |
ATR |
355 |
347 |
-8 |
-2.2% |
0 |
Volume |
10,277 |
11,908 |
1,631 |
15.9% |
57,396 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,235 |
20,080 |
19,570 |
|
R3 |
19,990 |
19,835 |
19,503 |
|
R2 |
19,745 |
19,745 |
19,480 |
|
R1 |
19,590 |
19,590 |
19,458 |
19,545 |
PP |
19,500 |
19,500 |
19,500 |
19,478 |
S1 |
19,345 |
19,345 |
19,413 |
19,300 |
S2 |
19,255 |
19,255 |
19,390 |
|
S3 |
19,010 |
19,100 |
19,368 |
|
S4 |
18,765 |
18,855 |
19,300 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,875 |
20,600 |
19,680 |
|
R3 |
20,430 |
20,155 |
19,558 |
|
R2 |
19,985 |
19,985 |
19,517 |
|
R1 |
19,710 |
19,710 |
19,476 |
19,625 |
PP |
19,540 |
19,540 |
19,540 |
19,498 |
S1 |
19,265 |
19,265 |
19,394 |
19,180 |
S2 |
19,095 |
19,095 |
19,354 |
|
S3 |
18,650 |
18,820 |
19,313 |
|
S4 |
18,205 |
18,375 |
19,190 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,815 |
19,370 |
445 |
2.3% |
290 |
1.5% |
15% |
False |
False |
11,479 |
10 |
19,815 |
18,675 |
1,140 |
5.9% |
302 |
1.6% |
67% |
False |
False |
11,603 |
20 |
19,815 |
18,150 |
1,665 |
8.6% |
327 |
1.7% |
77% |
False |
False |
11,693 |
40 |
19,815 |
16,995 |
2,820 |
14.5% |
387 |
2.0% |
87% |
False |
False |
12,257 |
60 |
19,815 |
16,995 |
2,820 |
14.5% |
489 |
2.5% |
87% |
False |
False |
11,508 |
80 |
20,880 |
16,995 |
3,885 |
20.0% |
423 |
2.2% |
63% |
False |
False |
8,650 |
100 |
20,880 |
16,995 |
3,885 |
20.0% |
374 |
1.9% |
63% |
False |
False |
6,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,696 |
2.618 |
20,297 |
1.618 |
20,052 |
1.000 |
19,900 |
0.618 |
19,807 |
HIGH |
19,655 |
0.618 |
19,562 |
0.500 |
19,533 |
0.382 |
19,504 |
LOW |
19,410 |
0.618 |
19,259 |
1.000 |
19,165 |
1.618 |
19,014 |
2.618 |
18,769 |
4.250 |
18,369 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,533 |
19,613 |
PP |
19,500 |
19,553 |
S1 |
19,468 |
19,494 |
|