Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,070.3 |
1,069.8 |
-0.5 |
0.0% |
1,089.9 |
High |
1,074.7 |
1,086.7 |
12.0 |
1.1% |
1,095.8 |
Low |
1,062.4 |
1,068.8 |
6.4 |
0.6% |
1,073.7 |
Close |
1,068.9 |
1,078.1 |
9.2 |
0.9% |
1,081.5 |
Range |
12.3 |
17.9 |
5.6 |
45.5% |
22.1 |
ATR |
14.8 |
15.1 |
0.2 |
1.5% |
0.0 |
Volume |
24,815 |
27,510 |
2,695 |
10.9% |
159,346 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,131.6 |
1,122.7 |
1,087.9 |
|
R3 |
1,113.7 |
1,104.8 |
1,083.0 |
|
R2 |
1,095.8 |
1,095.8 |
1,081.4 |
|
R1 |
1,086.9 |
1,086.9 |
1,079.7 |
1,091.4 |
PP |
1,077.9 |
1,077.9 |
1,077.9 |
1,080.1 |
S1 |
1,069.0 |
1,069.0 |
1,076.5 |
1,073.5 |
S2 |
1,060.0 |
1,060.0 |
1,074.8 |
|
S3 |
1,042.1 |
1,051.1 |
1,073.2 |
|
S4 |
1,024.2 |
1,033.2 |
1,068.3 |
|
|
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% |
15.3 |
1.4% |
44% |
False |
False |
20,082 |
10 |
1,110.5 |
1,062.4 |
48.1 |
4.5% |
14.5 |
1.3% |
33% |
False |
False |
27,069 |
20 |
1,183.5 |
1,062.4 |
121.1 |
11.2% |
14.7 |
1.4% |
13% |
False |
False |
16,864 |
40 |
1,192.1 |
1,062.4 |
129.7 |
12.0% |
14.6 |
1.4% |
12% |
False |
False |
9,946 |
60 |
1,192.1 |
1,062.4 |
129.7 |
12.0% |
14.1 |
1.3% |
12% |
False |
False |
7,403 |
80 |
1,192.1 |
1,062.4 |
129.7 |
12.0% |
14.5 |
1.3% |
12% |
False |
False |
5,898 |
100 |
1,192.1 |
1,062.4 |
129.7 |
12.0% |
13.9 |
1.3% |
12% |
False |
False |
5,207 |
120 |
1,207.5 |
1,062.4 |
145.1 |
13.5% |
13.3 |
1.2% |
11% |
False |
False |
4,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.8 |
2.618 |
1,133.6 |
1.618 |
1,115.7 |
1.000 |
1,104.6 |
0.618 |
1,097.8 |
HIGH |
1,086.7 |
0.618 |
1,079.9 |
0.500 |
1,077.8 |
0.382 |
1,075.6 |
LOW |
1,068.8 |
0.618 |
1,057.7 |
1.000 |
1,050.9 |
1.618 |
1,039.8 |
2.618 |
1,021.9 |
4.250 |
992.7 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,078.0 |
1,076.9 |
PP |
1,077.9 |
1,075.7 |
S1 |
1,077.8 |
1,074.6 |
|