Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,427.0 |
3,350.0 |
-77.0 |
-2.2% |
3,460.0 |
High |
3,442.0 |
3,381.0 |
-61.0 |
-1.8% |
3,462.0 |
Low |
3,353.0 |
3,318.0 |
-35.0 |
-1.0% |
3,318.0 |
Close |
3,379.0 |
3,347.0 |
-32.0 |
-0.9% |
3,347.0 |
Range |
89.0 |
63.0 |
-26.0 |
-29.2% |
144.0 |
ATR |
57.0 |
57.4 |
0.4 |
0.8% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.7 |
3,505.3 |
3,381.7 |
|
R3 |
3,474.7 |
3,442.3 |
3,364.3 |
|
R2 |
3,411.7 |
3,411.7 |
3,358.6 |
|
R1 |
3,379.3 |
3,379.3 |
3,352.8 |
3,364.0 |
PP |
3,348.7 |
3,348.7 |
3,348.7 |
3,341.0 |
S1 |
3,316.3 |
3,316.3 |
3,341.2 |
3,301.0 |
S2 |
3,285.7 |
3,285.7 |
3,335.5 |
|
S3 |
3,222.7 |
3,253.3 |
3,329.7 |
|
S4 |
3,159.7 |
3,190.3 |
3,312.4 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,807.7 |
3,721.3 |
3,426.2 |
|
R3 |
3,663.7 |
3,577.3 |
3,386.6 |
|
R2 |
3,519.7 |
3,519.7 |
3,373.4 |
|
R1 |
3,433.3 |
3,433.3 |
3,360.2 |
3,404.5 |
PP |
3,375.7 |
3,375.7 |
3,375.7 |
3,361.3 |
S1 |
3,289.3 |
3,289.3 |
3,333.8 |
3,260.5 |
S2 |
3,231.7 |
3,231.7 |
3,320.6 |
|
S3 |
3,087.7 |
3,145.3 |
3,307.4 |
|
S4 |
2,943.7 |
3,001.3 |
3,267.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,462.0 |
3,318.0 |
144.0 |
4.3% |
58.6 |
1.8% |
20% |
False |
True |
2,509 |
10 |
3,474.0 |
3,318.0 |
156.0 |
4.7% |
54.6 |
1.6% |
19% |
False |
True |
6,759 |
20 |
3,474.0 |
3,225.0 |
249.0 |
7.4% |
52.1 |
1.6% |
49% |
False |
False |
8,821 |
40 |
3,474.0 |
2,969.0 |
505.0 |
15.1% |
57.9 |
1.7% |
75% |
False |
False |
6,461 |
60 |
3,474.0 |
2,969.0 |
505.0 |
15.1% |
55.5 |
1.7% |
75% |
False |
False |
5,613 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.8% |
46.6 |
1.4% |
54% |
False |
False |
4,239 |
100 |
3,679.0 |
2,969.0 |
710.0 |
21.2% |
40.0 |
1.2% |
53% |
False |
False |
3,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.8 |
2.618 |
3,545.9 |
1.618 |
3,482.9 |
1.000 |
3,444.0 |
0.618 |
3,419.9 |
HIGH |
3,381.0 |
0.618 |
3,356.9 |
0.500 |
3,349.5 |
0.382 |
3,342.1 |
LOW |
3,318.0 |
0.618 |
3,279.1 |
1.000 |
3,255.0 |
1.618 |
3,216.1 |
2.618 |
3,153.1 |
4.250 |
3,050.3 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,349.5 |
3,386.5 |
PP |
3,348.7 |
3,373.3 |
S1 |
3,347.8 |
3,360.2 |
|