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 |
1,069.8 |
1,080.3 |
10.5 |
1.0% |
1,087.9 |
High |
1,086.7 |
1,087.3 |
0.6 |
0.1% |
1,098.0 |
Low |
1,068.8 |
1,074.9 |
6.1 |
0.6% |
1,062.4 |
Close |
1,078.1 |
1,076.3 |
-1.8 |
-0.2% |
1,076.3 |
Range |
17.9 |
12.4 |
-5.5 |
-30.7% |
35.6 |
ATR |
15.1 |
14.9 |
-0.2 |
-1.3% |
0.0 |
Volume |
27,510 |
49,430 |
21,920 |
79.7% |
136,702 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,116.7 |
1,108.9 |
1,083.1 |
|
R3 |
1,104.3 |
1,096.5 |
1,079.7 |
|
R2 |
1,091.9 |
1,091.9 |
1,078.6 |
|
R1 |
1,084.1 |
1,084.1 |
1,077.4 |
1,081.8 |
PP |
1,079.5 |
1,079.5 |
1,079.5 |
1,078.4 |
S1 |
1,071.7 |
1,071.7 |
1,075.2 |
1,069.4 |
S2 |
1,067.1 |
1,067.1 |
1,074.0 |
|
S3 |
1,054.7 |
1,059.3 |
1,072.9 |
|
S4 |
1,042.3 |
1,046.9 |
1,069.5 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.7 |
1,166.6 |
1,095.9 |
|
R3 |
1,150.1 |
1,131.0 |
1,086.1 |
|
R2 |
1,114.5 |
1,114.5 |
1,082.8 |
|
R1 |
1,095.4 |
1,095.4 |
1,079.6 |
1,087.2 |
PP |
1,078.9 |
1,078.9 |
1,078.9 |
1,074.8 |
S1 |
1,059.8 |
1,059.8 |
1,073.0 |
1,051.6 |
S2 |
1,043.3 |
1,043.3 |
1,069.8 |
|
S3 |
1,007.7 |
1,024.2 |
1,066.5 |
|
S4 |
972.1 |
988.6 |
1,056.7 |
|
|
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% |
16.0 |
1.5% |
39% |
False |
False |
27,340 |
10 |
1,098.0 |
1,062.4 |
35.6 |
3.3% |
13.3 |
1.2% |
39% |
False |
False |
29,604 |
20 |
1,183.5 |
1,062.4 |
121.1 |
11.3% |
14.3 |
1.3% |
11% |
False |
False |
19,249 |
40 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.6 |
1.4% |
11% |
False |
False |
11,055 |
60 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.1 |
1.3% |
11% |
False |
False |
8,210 |
80 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.4 |
1.3% |
11% |
False |
False |
6,510 |
100 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
13.9 |
1.3% |
11% |
False |
False |
5,680 |
120 |
1,207.5 |
1,062.4 |
145.1 |
13.5% |
13.3 |
1.2% |
10% |
False |
False |
4,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.0 |
2.618 |
1,119.8 |
1.618 |
1,107.4 |
1.000 |
1,099.7 |
0.618 |
1,095.0 |
HIGH |
1,087.3 |
0.618 |
1,082.6 |
0.500 |
1,081.1 |
0.382 |
1,079.6 |
LOW |
1,074.9 |
0.618 |
1,067.2 |
1.000 |
1,062.5 |
1.618 |
1,054.8 |
2.618 |
1,042.4 |
4.250 |
1,022.2 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,081.1 |
1,075.8 |
PP |
1,079.5 |
1,075.3 |
S1 |
1,077.9 |
1,074.9 |
|