Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,082.4 |
1,070.3 |
-12.1 |
-1.1% |
1,089.9 |
High |
1,085.0 |
1,074.7 |
-10.3 |
-0.9% |
1,095.8 |
Low |
1,064.7 |
1,062.4 |
-2.3 |
-0.2% |
1,073.7 |
Close |
1,069.0 |
1,068.9 |
-0.1 |
0.0% |
1,081.5 |
Range |
20.3 |
12.3 |
-8.0 |
-39.4% |
22.1 |
ATR |
15.0 |
14.8 |
-0.2 |
-1.3% |
0.0 |
Volume |
17,447 |
24,815 |
7,368 |
42.2% |
159,346 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.6 |
1,099.5 |
1,075.7 |
|
R3 |
1,093.3 |
1,087.2 |
1,072.3 |
|
R2 |
1,081.0 |
1,081.0 |
1,071.2 |
|
R1 |
1,074.9 |
1,074.9 |
1,070.0 |
1,071.8 |
PP |
1,068.7 |
1,068.7 |
1,068.7 |
1,067.1 |
S1 |
1,062.6 |
1,062.6 |
1,067.8 |
1,059.5 |
S2 |
1,056.4 |
1,056.4 |
1,066.6 |
|
S3 |
1,044.1 |
1,050.3 |
1,065.5 |
|
S4 |
1,031.8 |
1,038.0 |
1,062.1 |
|
|
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 |
1,062.4 |
35.6 |
3.3% |
14.8 |
1.4% |
18% |
False |
True |
21,705 |
10 |
1,111.2 |
1,062.4 |
48.8 |
4.6% |
13.5 |
1.3% |
13% |
False |
True |
26,187 |
20 |
1,183.5 |
1,062.4 |
121.1 |
11.3% |
14.2 |
1.3% |
5% |
False |
True |
15,575 |
40 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.8 |
1.4% |
5% |
False |
True |
9,373 |
60 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.2 |
1.3% |
5% |
False |
True |
6,958 |
80 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.3 |
1.3% |
5% |
False |
True |
5,591 |
100 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
13.8 |
1.3% |
5% |
False |
True |
4,942 |
120 |
1,207.5 |
1,062.4 |
145.1 |
13.6% |
13.2 |
1.2% |
4% |
False |
True |
4,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,127.0 |
2.618 |
1,106.9 |
1.618 |
1,094.6 |
1.000 |
1,087.0 |
0.618 |
1,082.3 |
HIGH |
1,074.7 |
0.618 |
1,070.0 |
0.500 |
1,068.6 |
0.382 |
1,067.1 |
LOW |
1,062.4 |
0.618 |
1,054.8 |
1.000 |
1,050.1 |
1.618 |
1,042.5 |
2.618 |
1,030.2 |
4.250 |
1,010.1 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,068.8 |
1,080.2 |
PP |
1,068.7 |
1,076.4 |
S1 |
1,068.6 |
1,072.7 |
|