Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,279.0 |
3,396.0 |
117.0 |
3.6% |
3,460.0 |
High |
3,390.0 |
3,444.0 |
54.0 |
1.6% |
3,462.0 |
Low |
3,277.0 |
3,380.0 |
103.0 |
3.1% |
3,318.0 |
Close |
3,346.0 |
3,439.0 |
93.0 |
2.8% |
3,347.0 |
Range |
113.0 |
64.0 |
-49.0 |
-43.4% |
144.0 |
ATR |
61.4 |
64.0 |
2.6 |
4.3% |
0.0 |
Volume |
0 |
25,235 |
25,235 |
|
12,549 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.0 |
3,590.0 |
3,474.2 |
|
R3 |
3,549.0 |
3,526.0 |
3,456.6 |
|
R2 |
3,485.0 |
3,485.0 |
3,450.7 |
|
R1 |
3,462.0 |
3,462.0 |
3,444.9 |
3,473.5 |
PP |
3,421.0 |
3,421.0 |
3,421.0 |
3,426.8 |
S1 |
3,398.0 |
3,398.0 |
3,433.1 |
3,409.5 |
S2 |
3,357.0 |
3,357.0 |
3,427.3 |
|
S3 |
3,293.0 |
3,334.0 |
3,421.4 |
|
S4 |
3,229.0 |
3,270.0 |
3,403.8 |
|
|
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 |
5.2% |
72.4 |
2.1% |
91% |
False |
False |
7,536 |
10 |
3,474.0 |
3,277.0 |
197.0 |
5.7% |
62.0 |
1.8% |
82% |
False |
False |
8,342 |
20 |
3,474.0 |
3,225.0 |
249.0 |
7.2% |
57.4 |
1.7% |
86% |
False |
False |
8,132 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
57.9 |
1.7% |
93% |
False |
False |
6,073 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
54.3 |
1.6% |
93% |
False |
False |
6,032 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.2% |
48.8 |
1.4% |
68% |
False |
False |
4,527 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.6% |
41.4 |
1.2% |
66% |
False |
False |
3,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,716.0 |
2.618 |
3,611.6 |
1.618 |
3,547.6 |
1.000 |
3,508.0 |
0.618 |
3,483.6 |
HIGH |
3,444.0 |
0.618 |
3,419.6 |
0.500 |
3,412.0 |
0.382 |
3,404.4 |
LOW |
3,380.0 |
0.618 |
3,340.4 |
1.000 |
3,316.0 |
1.618 |
3,276.4 |
2.618 |
3,212.4 |
4.250 |
3,108.0 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,430.0 |
3,412.8 |
PP |
3,421.0 |
3,386.7 |
S1 |
3,412.0 |
3,360.5 |
|