Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,423.0 |
3,427.0 |
4.0 |
0.1% |
3,380.0 |
High |
3,455.0 |
3,442.0 |
-13.0 |
-0.4% |
3,474.0 |
Low |
3,422.0 |
3,353.0 |
-69.0 |
-2.0% |
3,368.0 |
Close |
3,438.0 |
3,379.0 |
-59.0 |
-1.7% |
3,455.0 |
Range |
33.0 |
89.0 |
56.0 |
169.7% |
106.0 |
ATR |
54.6 |
57.0 |
2.5 |
4.5% |
0.0 |
Volume |
12,445 |
0 |
-12,445 |
-100.0% |
55,043 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,658.3 |
3,607.7 |
3,428.0 |
|
R3 |
3,569.3 |
3,518.7 |
3,403.5 |
|
R2 |
3,480.3 |
3,480.3 |
3,395.3 |
|
R1 |
3,429.7 |
3,429.7 |
3,387.2 |
3,410.5 |
PP |
3,391.3 |
3,391.3 |
3,391.3 |
3,381.8 |
S1 |
3,340.7 |
3,340.7 |
3,370.8 |
3,321.5 |
S2 |
3,302.3 |
3,302.3 |
3,362.7 |
|
S3 |
3,213.3 |
3,251.7 |
3,354.5 |
|
S4 |
3,124.3 |
3,162.7 |
3,330.1 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,750.3 |
3,708.7 |
3,513.3 |
|
R3 |
3,644.3 |
3,602.7 |
3,484.2 |
|
R2 |
3,538.3 |
3,538.3 |
3,474.4 |
|
R1 |
3,496.7 |
3,496.7 |
3,464.7 |
3,517.5 |
PP |
3,432.3 |
3,432.3 |
3,432.3 |
3,442.8 |
S1 |
3,390.7 |
3,390.7 |
3,445.3 |
3,411.5 |
S2 |
3,326.3 |
3,326.3 |
3,435.6 |
|
S3 |
3,220.3 |
3,284.7 |
3,425.9 |
|
S4 |
3,114.3 |
3,178.7 |
3,396.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,474.0 |
3,353.0 |
121.0 |
3.6% |
57.8 |
1.7% |
21% |
False |
True |
7,586 |
10 |
3,474.0 |
3,353.0 |
121.0 |
3.6% |
51.6 |
1.5% |
21% |
False |
True |
6,759 |
20 |
3,474.0 |
3,225.0 |
249.0 |
7.4% |
50.1 |
1.5% |
62% |
False |
False |
8,825 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.9% |
58.9 |
1.7% |
81% |
False |
False |
6,461 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.9% |
56.7 |
1.7% |
81% |
False |
False |
5,613 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.6% |
45.8 |
1.4% |
59% |
False |
False |
4,239 |
100 |
3,679.0 |
2,969.0 |
710.0 |
21.0% |
39.4 |
1.2% |
58% |
False |
False |
3,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,820.3 |
2.618 |
3,675.0 |
1.618 |
3,586.0 |
1.000 |
3,531.0 |
0.618 |
3,497.0 |
HIGH |
3,442.0 |
0.618 |
3,408.0 |
0.500 |
3,397.5 |
0.382 |
3,387.0 |
LOW |
3,353.0 |
0.618 |
3,298.0 |
1.000 |
3,264.0 |
1.618 |
3,209.0 |
2.618 |
3,120.0 |
4.250 |
2,974.8 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,397.5 |
3,404.0 |
PP |
3,391.3 |
3,395.7 |
S1 |
3,385.2 |
3,387.3 |
|