Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,350.0 |
3,279.0 |
-71.0 |
-2.1% |
3,460.0 |
High |
3,381.0 |
3,390.0 |
9.0 |
0.3% |
3,462.0 |
Low |
3,318.0 |
3,277.0 |
-41.0 |
-1.2% |
3,318.0 |
Close |
3,347.0 |
3,346.0 |
-1.0 |
0.0% |
3,347.0 |
Range |
63.0 |
113.0 |
50.0 |
79.4% |
144.0 |
ATR |
57.4 |
61.4 |
4.0 |
6.9% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.7 |
3,624.3 |
3,408.2 |
|
R3 |
3,563.7 |
3,511.3 |
3,377.1 |
|
R2 |
3,450.7 |
3,450.7 |
3,366.7 |
|
R1 |
3,398.3 |
3,398.3 |
3,356.4 |
3,424.5 |
PP |
3,337.7 |
3,337.7 |
3,337.7 |
3,350.8 |
S1 |
3,285.3 |
3,285.3 |
3,335.6 |
3,311.5 |
S2 |
3,224.7 |
3,224.7 |
3,325.3 |
|
S3 |
3,111.7 |
3,172.3 |
3,314.9 |
|
S4 |
2,998.7 |
3,059.3 |
3,283.9 |
|
|
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 |
3,455.0 |
3,277.0 |
178.0 |
5.3% |
68.6 |
2.1% |
39% |
False |
True |
2,509 |
10 |
3,474.0 |
3,277.0 |
197.0 |
5.9% |
59.0 |
1.8% |
35% |
False |
True |
5,819 |
20 |
3,474.0 |
3,225.0 |
249.0 |
7.4% |
56.0 |
1.7% |
49% |
False |
False |
6,870 |
40 |
3,474.0 |
2,969.0 |
505.0 |
15.1% |
59.4 |
1.8% |
75% |
False |
False |
5,442 |
60 |
3,474.0 |
2,969.0 |
505.0 |
15.1% |
55.1 |
1.6% |
75% |
False |
False |
5,613 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.8% |
48.0 |
1.4% |
54% |
False |
False |
4,239 |
100 |
3,679.0 |
2,969.0 |
710.0 |
21.2% |
40.8 |
1.2% |
53% |
False |
False |
3,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,870.3 |
2.618 |
3,685.8 |
1.618 |
3,572.8 |
1.000 |
3,503.0 |
0.618 |
3,459.8 |
HIGH |
3,390.0 |
0.618 |
3,346.8 |
0.500 |
3,333.5 |
0.382 |
3,320.2 |
LOW |
3,277.0 |
0.618 |
3,207.2 |
1.000 |
3,164.0 |
1.618 |
3,094.2 |
2.618 |
2,981.2 |
4.250 |
2,796.8 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,341.8 |
3,359.5 |
PP |
3,337.7 |
3,355.0 |
S1 |
3,333.5 |
3,350.5 |
|