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 |
1,083.6 |
1,087.9 |
4.3 |
0.4% |
1,089.9 |
High |
1,088.3 |
1,098.0 |
9.7 |
0.9% |
1,095.8 |
Low |
1,079.4 |
1,081.0 |
1.6 |
0.1% |
1,073.7 |
Close |
1,081.5 |
1,084.1 |
2.6 |
0.2% |
1,081.5 |
Range |
8.9 |
17.0 |
8.1 |
91.0% |
22.1 |
ATR |
14.5 |
14.6 |
0.2 |
1.3% |
0.0 |
Volume |
13,142 |
17,500 |
4,358 |
33.2% |
159,346 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.7 |
1,128.4 |
1,093.5 |
|
R3 |
1,121.7 |
1,111.4 |
1,088.8 |
|
R2 |
1,104.7 |
1,104.7 |
1,087.2 |
|
R1 |
1,094.4 |
1,094.4 |
1,085.7 |
1,091.1 |
PP |
1,087.7 |
1,087.7 |
1,087.7 |
1,086.0 |
S1 |
1,077.4 |
1,077.4 |
1,082.5 |
1,074.1 |
S2 |
1,070.7 |
1,070.7 |
1,081.0 |
|
S3 |
1,053.7 |
1,060.4 |
1,079.4 |
|
S4 |
1,036.7 |
1,043.4 |
1,074.8 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,150.0 |
1,137.8 |
1,093.7 |
|
R3 |
1,127.9 |
1,115.7 |
1,087.6 |
|
R2 |
1,105.8 |
1,105.8 |
1,085.6 |
|
R1 |
1,093.6 |
1,093.6 |
1,083.5 |
1,088.7 |
PP |
1,083.7 |
1,083.7 |
1,083.7 |
1,081.2 |
S1 |
1,071.5 |
1,071.5 |
1,079.5 |
1,066.6 |
S2 |
1,061.6 |
1,061.6 |
1,077.4 |
|
S3 |
1,039.5 |
1,049.4 |
1,075.4 |
|
S4 |
1,017.4 |
1,027.3 |
1,069.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,098.0 |
1,073.7 |
24.3 |
2.2% |
12.5 |
1.2% |
43% |
True |
False |
31,328 |
10 |
1,137.8 |
1,073.7 |
64.1 |
5.9% |
14.2 |
1.3% |
16% |
False |
False |
23,435 |
20 |
1,183.5 |
1,073.7 |
109.8 |
10.1% |
13.9 |
1.3% |
9% |
False |
False |
13,710 |
40 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.6 |
1.3% |
9% |
False |
False |
8,408 |
60 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.4 |
1.3% |
9% |
False |
False |
6,407 |
80 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.1 |
1.3% |
9% |
False |
False |
5,310 |
100 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
13.6 |
1.3% |
9% |
False |
False |
4,540 |
120 |
1,207.5 |
1,073.7 |
133.8 |
12.3% |
13.1 |
1.2% |
8% |
False |
False |
3,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.3 |
2.618 |
1,142.5 |
1.618 |
1,125.5 |
1.000 |
1,115.0 |
0.618 |
1,108.5 |
HIGH |
1,098.0 |
0.618 |
1,091.5 |
0.500 |
1,089.5 |
0.382 |
1,087.5 |
LOW |
1,081.0 |
0.618 |
1,070.5 |
1.000 |
1,064.0 |
1.618 |
1,053.5 |
2.618 |
1,036.5 |
4.250 |
1,008.8 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.5 |
1,085.9 |
PP |
1,087.7 |
1,085.3 |
S1 |
1,085.9 |
1,084.7 |
|