Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,325 |
19,700 |
375 |
1.9% |
19,490 |
High |
19,730 |
19,905 |
175 |
0.9% |
19,815 |
Low |
19,250 |
19,650 |
400 |
2.1% |
19,370 |
Close |
19,700 |
19,835 |
135 |
0.7% |
19,435 |
Range |
480 |
255 |
-225 |
-46.9% |
445 |
ATR |
357 |
350 |
-7 |
-2.0% |
0 |
Volume |
10,243 |
11,641 |
1,398 |
13.6% |
57,396 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,562 |
20,453 |
19,975 |
|
R3 |
20,307 |
20,198 |
19,905 |
|
R2 |
20,052 |
20,052 |
19,882 |
|
R1 |
19,943 |
19,943 |
19,859 |
19,998 |
PP |
19,797 |
19,797 |
19,797 |
19,824 |
S1 |
19,688 |
19,688 |
19,812 |
19,743 |
S2 |
19,542 |
19,542 |
19,788 |
|
S3 |
19,287 |
19,433 |
19,765 |
|
S4 |
19,032 |
19,178 |
19,695 |
|
|
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 |
19,905 |
19,250 |
655 |
3.3% |
293 |
1.5% |
89% |
True |
False |
10,286 |
10 |
19,905 |
18,920 |
985 |
5.0% |
317 |
1.6% |
93% |
True |
False |
12,004 |
20 |
19,905 |
18,225 |
1,680 |
8.5% |
343 |
1.7% |
96% |
True |
False |
11,923 |
40 |
19,905 |
16,995 |
2,910 |
14.7% |
381 |
1.9% |
98% |
True |
False |
12,434 |
60 |
19,905 |
16,995 |
2,910 |
14.7% |
457 |
2.3% |
98% |
True |
False |
11,865 |
80 |
20,880 |
16,995 |
3,885 |
19.6% |
425 |
2.1% |
73% |
False |
False |
8,923 |
100 |
20,880 |
16,995 |
3,885 |
19.6% |
379 |
1.9% |
73% |
False |
False |
7,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,989 |
2.618 |
20,573 |
1.618 |
20,318 |
1.000 |
20,160 |
0.618 |
20,063 |
HIGH |
19,905 |
0.618 |
19,808 |
0.500 |
19,778 |
0.382 |
19,748 |
LOW |
19,650 |
0.618 |
19,493 |
1.000 |
19,395 |
1.618 |
19,238 |
2.618 |
18,983 |
4.250 |
18,566 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,816 |
19,749 |
PP |
19,797 |
19,663 |
S1 |
19,778 |
19,578 |
|