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 |
1,087.9 |
1,082.4 |
-5.5 |
-0.5% |
1,089.9 |
High |
1,098.0 |
1,085.0 |
-13.0 |
-1.2% |
1,095.8 |
Low |
1,081.0 |
1,064.7 |
-16.3 |
-1.5% |
1,073.7 |
Close |
1,084.1 |
1,069.0 |
-15.1 |
-1.4% |
1,081.5 |
Range |
17.0 |
20.3 |
3.3 |
19.4% |
22.1 |
ATR |
14.6 |
15.0 |
0.4 |
2.8% |
0.0 |
Volume |
17,500 |
17,447 |
-53 |
-0.3% |
159,346 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.8 |
1,121.7 |
1,080.2 |
|
R3 |
1,113.5 |
1,101.4 |
1,074.6 |
|
R2 |
1,093.2 |
1,093.2 |
1,072.7 |
|
R1 |
1,081.1 |
1,081.1 |
1,070.9 |
1,077.0 |
PP |
1,072.9 |
1,072.9 |
1,072.9 |
1,070.9 |
S1 |
1,060.8 |
1,060.8 |
1,067.1 |
1,056.7 |
S2 |
1,052.6 |
1,052.6 |
1,065.3 |
|
S3 |
1,032.3 |
1,040.5 |
1,063.4 |
|
S4 |
1,012.0 |
1,020.2 |
1,057.8 |
|
|
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 |
1,064.7 |
33.3 |
3.1% |
14.4 |
1.3% |
13% |
False |
True |
28,846 |
10 |
1,123.0 |
1,064.7 |
58.3 |
5.5% |
13.9 |
1.3% |
7% |
False |
True |
24,472 |
20 |
1,183.5 |
1,064.7 |
118.8 |
11.1% |
14.3 |
1.3% |
4% |
False |
True |
14,415 |
40 |
1,192.1 |
1,064.7 |
127.4 |
11.9% |
14.8 |
1.4% |
3% |
False |
True |
8,786 |
60 |
1,192.1 |
1,064.7 |
127.4 |
11.9% |
14.4 |
1.3% |
3% |
False |
True |
6,566 |
80 |
1,192.1 |
1,064.7 |
127.4 |
11.9% |
14.2 |
1.3% |
3% |
False |
True |
5,518 |
100 |
1,192.1 |
1,064.7 |
127.4 |
11.9% |
13.8 |
1.3% |
3% |
False |
True |
4,698 |
120 |
1,207.5 |
1,064.7 |
142.8 |
13.4% |
13.2 |
1.2% |
3% |
False |
True |
4,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,171.3 |
2.618 |
1,138.1 |
1.618 |
1,117.8 |
1.000 |
1,105.3 |
0.618 |
1,097.5 |
HIGH |
1,085.0 |
0.618 |
1,077.2 |
0.500 |
1,074.9 |
0.382 |
1,072.5 |
LOW |
1,064.7 |
0.618 |
1,052.2 |
1.000 |
1,044.4 |
1.618 |
1,031.9 |
2.618 |
1,011.6 |
4.250 |
978.4 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,074.9 |
1,081.4 |
PP |
1,072.9 |
1,077.2 |
S1 |
1,071.0 |
1,073.1 |
|