Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,945 |
19,865 |
-80 |
-0.4% |
19,325 |
High |
19,995 |
19,975 |
-20 |
-0.1% |
19,995 |
Low |
19,780 |
19,740 |
-40 |
-0.2% |
19,250 |
Close |
19,865 |
19,945 |
80 |
0.4% |
19,945 |
Range |
215 |
235 |
20 |
9.3% |
745 |
ATR |
338 |
330 |
-7 |
-2.2% |
0 |
Volume |
9,181 |
6,516 |
-2,665 |
-29.0% |
47,934 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,592 |
20,503 |
20,074 |
|
R3 |
20,357 |
20,268 |
20,010 |
|
R2 |
20,122 |
20,122 |
19,988 |
|
R1 |
20,033 |
20,033 |
19,967 |
20,078 |
PP |
19,887 |
19,887 |
19,887 |
19,909 |
S1 |
19,798 |
19,798 |
19,924 |
19,843 |
S2 |
19,652 |
19,652 |
19,902 |
|
S3 |
19,417 |
19,563 |
19,881 |
|
S4 |
19,182 |
19,328 |
19,816 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,965 |
21,700 |
20,355 |
|
R3 |
21,220 |
20,955 |
20,150 |
|
R2 |
20,475 |
20,475 |
20,082 |
|
R1 |
20,210 |
20,210 |
20,013 |
20,343 |
PP |
19,730 |
19,730 |
19,730 |
19,796 |
S1 |
19,465 |
19,465 |
19,877 |
19,598 |
S2 |
18,985 |
18,985 |
19,809 |
|
S3 |
18,240 |
18,720 |
19,740 |
|
S4 |
17,495 |
17,975 |
19,535 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,995 |
19,250 |
745 |
3.7% |
300 |
1.5% |
93% |
False |
False |
9,586 |
10 |
19,995 |
19,250 |
745 |
3.7% |
295 |
1.5% |
93% |
False |
False |
10,533 |
20 |
19,995 |
18,675 |
1,320 |
6.6% |
312 |
1.6% |
96% |
False |
False |
11,193 |
40 |
19,995 |
16,995 |
3,000 |
15.0% |
359 |
1.8% |
98% |
False |
False |
11,858 |
60 |
19,995 |
16,995 |
3,000 |
15.0% |
422 |
2.1% |
98% |
False |
False |
12,247 |
80 |
20,880 |
16,995 |
3,885 |
19.5% |
429 |
2.1% |
76% |
False |
False |
9,240 |
100 |
20,880 |
16,995 |
3,885 |
19.5% |
381 |
1.9% |
76% |
False |
False |
7,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,974 |
2.618 |
20,590 |
1.618 |
20,355 |
1.000 |
20,210 |
0.618 |
20,120 |
HIGH |
19,975 |
0.618 |
19,885 |
0.500 |
19,858 |
0.382 |
19,830 |
LOW |
19,740 |
0.618 |
19,595 |
1.000 |
19,505 |
1.618 |
19,360 |
2.618 |
19,125 |
4.250 |
18,741 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,916 |
19,908 |
PP |
19,887 |
19,872 |
S1 |
19,858 |
19,835 |
|