Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,480 |
19,325 |
-155 |
-0.8% |
19,490 |
High |
19,655 |
19,730 |
75 |
0.4% |
19,815 |
Low |
19,410 |
19,250 |
-160 |
-0.8% |
19,370 |
Close |
19,435 |
19,700 |
265 |
1.4% |
19,435 |
Range |
245 |
480 |
235 |
95.9% |
445 |
ATR |
347 |
357 |
9 |
2.7% |
0 |
Volume |
11,908 |
10,243 |
-1,665 |
-14.0% |
57,396 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,000 |
20,830 |
19,964 |
|
R3 |
20,520 |
20,350 |
19,832 |
|
R2 |
20,040 |
20,040 |
19,788 |
|
R1 |
19,870 |
19,870 |
19,744 |
19,955 |
PP |
19,560 |
19,560 |
19,560 |
19,603 |
S1 |
19,390 |
19,390 |
19,656 |
19,475 |
S2 |
19,080 |
19,080 |
19,612 |
|
S3 |
18,600 |
18,910 |
19,568 |
|
S4 |
18,120 |
18,430 |
19,436 |
|
|
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 |
19,250 |
565 |
2.9% |
316 |
1.6% |
80% |
False |
True |
10,696 |
10 |
19,815 |
18,920 |
895 |
4.5% |
312 |
1.6% |
87% |
False |
False |
11,468 |
20 |
19,815 |
18,220 |
1,595 |
8.1% |
336 |
1.7% |
93% |
False |
False |
11,715 |
40 |
19,815 |
16,995 |
2,820 |
14.3% |
390 |
2.0% |
96% |
False |
False |
12,350 |
60 |
19,815 |
16,995 |
2,820 |
14.3% |
484 |
2.5% |
96% |
False |
False |
11,676 |
80 |
20,880 |
16,995 |
3,885 |
19.7% |
426 |
2.2% |
70% |
False |
False |
8,777 |
100 |
20,880 |
16,995 |
3,885 |
19.7% |
377 |
1.9% |
70% |
False |
False |
7,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,770 |
2.618 |
20,987 |
1.618 |
20,507 |
1.000 |
20,210 |
0.618 |
20,027 |
HIGH |
19,730 |
0.618 |
19,547 |
0.500 |
19,490 |
0.382 |
19,433 |
LOW |
19,250 |
0.618 |
18,953 |
1.000 |
18,770 |
1.618 |
18,473 |
2.618 |
17,993 |
4.250 |
17,210 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,630 |
19,634 |
PP |
19,560 |
19,568 |
S1 |
19,490 |
19,503 |
|