Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,417.0 |
3,449.0 |
32.0 |
0.9% |
3,460.0 |
High |
3,451.0 |
3,468.0 |
17.0 |
0.5% |
3,462.0 |
Low |
3,407.0 |
3,429.0 |
22.0 |
0.6% |
3,318.0 |
Close |
3,425.0 |
3,443.0 |
18.0 |
0.5% |
3,347.0 |
Range |
44.0 |
39.0 |
-5.0 |
-11.4% |
144.0 |
ATR |
62.6 |
61.2 |
-1.4 |
-2.2% |
0.0 |
Volume |
0 |
549 |
549 |
|
12,549 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,563.7 |
3,542.3 |
3,464.5 |
|
R3 |
3,524.7 |
3,503.3 |
3,453.7 |
|
R2 |
3,485.7 |
3,485.7 |
3,450.2 |
|
R1 |
3,464.3 |
3,464.3 |
3,446.6 |
3,455.5 |
PP |
3,446.7 |
3,446.7 |
3,446.7 |
3,442.3 |
S1 |
3,425.3 |
3,425.3 |
3,439.4 |
3,416.5 |
S2 |
3,407.7 |
3,407.7 |
3,435.9 |
|
S3 |
3,368.7 |
3,386.3 |
3,432.3 |
|
S4 |
3,329.7 |
3,347.3 |
3,421.6 |
|
|
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 |
3,468.0 |
3,277.0 |
191.0 |
5.5% |
64.6 |
1.9% |
87% |
True |
False |
5,156 |
10 |
3,474.0 |
3,277.0 |
197.0 |
5.7% |
61.2 |
1.8% |
84% |
False |
False |
6,371 |
20 |
3,474.0 |
3,277.0 |
197.0 |
5.7% |
53.2 |
1.5% |
84% |
False |
False |
4,808 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
55.8 |
1.6% |
94% |
False |
False |
5,951 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
54.0 |
1.6% |
94% |
False |
False |
6,041 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.2% |
49.9 |
1.4% |
68% |
False |
False |
4,533 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.6% |
41.7 |
1.2% |
67% |
False |
False |
3,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,633.8 |
2.618 |
3,570.1 |
1.618 |
3,531.1 |
1.000 |
3,507.0 |
0.618 |
3,492.1 |
HIGH |
3,468.0 |
0.618 |
3,453.1 |
0.500 |
3,448.5 |
0.382 |
3,443.9 |
LOW |
3,429.0 |
0.618 |
3,404.9 |
1.000 |
3,390.0 |
1.618 |
3,365.9 |
2.618 |
3,326.9 |
4.250 |
3,263.3 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,448.5 |
3,436.7 |
PP |
3,446.7 |
3,430.3 |
S1 |
3,444.8 |
3,424.0 |
|