Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,396.0 |
3,417.0 |
21.0 |
0.6% |
3,460.0 |
High |
3,444.0 |
3,451.0 |
7.0 |
0.2% |
3,462.0 |
Low |
3,380.0 |
3,407.0 |
27.0 |
0.8% |
3,318.0 |
Close |
3,439.0 |
3,425.0 |
-14.0 |
-0.4% |
3,347.0 |
Range |
64.0 |
44.0 |
-20.0 |
-31.3% |
144.0 |
ATR |
64.0 |
62.6 |
-1.4 |
-2.2% |
0.0 |
Volume |
25,235 |
0 |
-25,235 |
-100.0% |
12,549 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,559.7 |
3,536.3 |
3,449.2 |
|
R3 |
3,515.7 |
3,492.3 |
3,437.1 |
|
R2 |
3,471.7 |
3,471.7 |
3,433.1 |
|
R1 |
3,448.3 |
3,448.3 |
3,429.0 |
3,460.0 |
PP |
3,427.7 |
3,427.7 |
3,427.7 |
3,433.5 |
S1 |
3,404.3 |
3,404.3 |
3,421.0 |
3,416.0 |
S2 |
3,383.7 |
3,383.7 |
3,416.9 |
|
S3 |
3,339.7 |
3,360.3 |
3,412.9 |
|
S4 |
3,295.7 |
3,316.3 |
3,400.8 |
|
|
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 |
3,451.0 |
3,277.0 |
174.0 |
5.1% |
74.6 |
2.2% |
85% |
True |
False |
5,047 |
10 |
3,474.0 |
3,277.0 |
197.0 |
5.8% |
62.3 |
1.8% |
75% |
False |
False |
8,342 |
20 |
3,474.0 |
3,247.0 |
227.0 |
6.6% |
57.5 |
1.7% |
78% |
False |
False |
6,523 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
57.2 |
1.7% |
90% |
False |
False |
5,937 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
53.8 |
1.6% |
90% |
False |
False |
6,032 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.3% |
49.4 |
1.4% |
66% |
False |
False |
4,527 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.7% |
41.8 |
1.2% |
64% |
False |
False |
3,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,638.0 |
2.618 |
3,566.2 |
1.618 |
3,522.2 |
1.000 |
3,495.0 |
0.618 |
3,478.2 |
HIGH |
3,451.0 |
0.618 |
3,434.2 |
0.500 |
3,429.0 |
0.382 |
3,423.8 |
LOW |
3,407.0 |
0.618 |
3,379.8 |
1.000 |
3,363.0 |
1.618 |
3,335.8 |
2.618 |
3,291.8 |
4.250 |
3,220.0 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,429.0 |
3,404.7 |
PP |
3,427.7 |
3,384.3 |
S1 |
3,426.3 |
3,364.0 |
|