Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,700 |
17,765 |
65 |
0.4% |
17,486 |
High |
17,780 |
17,787 |
7 |
0.0% |
17,828 |
Low |
17,639 |
17,545 |
-94 |
-0.5% |
17,458 |
Close |
17,768 |
17,599 |
-169 |
-1.0% |
17,768 |
Range |
141 |
242 |
101 |
71.6% |
370 |
ATR |
186 |
190 |
4 |
2.2% |
0 |
Volume |
53 |
80 |
27 |
50.9% |
402 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,370 |
18,226 |
17,732 |
|
R3 |
18,128 |
17,984 |
17,666 |
|
R2 |
17,886 |
17,886 |
17,643 |
|
R1 |
17,742 |
17,742 |
17,621 |
17,693 |
PP |
17,644 |
17,644 |
17,644 |
17,619 |
S1 |
17,500 |
17,500 |
17,577 |
17,451 |
S2 |
17,402 |
17,402 |
17,555 |
|
S3 |
17,160 |
17,258 |
17,533 |
|
S4 |
16,918 |
17,016 |
17,466 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,795 |
18,651 |
17,972 |
|
R3 |
18,425 |
18,281 |
17,870 |
|
R2 |
18,055 |
18,055 |
17,836 |
|
R1 |
17,911 |
17,911 |
17,802 |
17,983 |
PP |
17,685 |
17,685 |
17,685 |
17,721 |
S1 |
17,541 |
17,541 |
17,734 |
17,613 |
S2 |
17,315 |
17,315 |
17,700 |
|
S3 |
16,945 |
17,171 |
17,666 |
|
S4 |
16,575 |
16,801 |
17,565 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,828 |
17,545 |
283 |
1.6% |
173 |
1.0% |
19% |
False |
True |
87 |
10 |
17,828 |
17,375 |
453 |
2.6% |
168 |
1.0% |
49% |
False |
False |
215 |
20 |
17,828 |
16,715 |
1,113 |
6.3% |
167 |
0.9% |
79% |
False |
False |
147 |
40 |
17,828 |
15,745 |
2,083 |
11.8% |
213 |
1.2% |
89% |
False |
False |
102 |
60 |
17,828 |
15,495 |
2,333 |
13.3% |
219 |
1.2% |
90% |
False |
False |
70 |
80 |
17,859 |
15,495 |
2,364 |
13.4% |
188 |
1.1% |
89% |
False |
False |
52 |
100 |
17,905 |
15,495 |
2,410 |
13.7% |
160 |
0.9% |
87% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,816 |
2.618 |
18,421 |
1.618 |
18,179 |
1.000 |
18,029 |
0.618 |
17,937 |
HIGH |
17,787 |
0.618 |
17,695 |
0.500 |
17,666 |
0.382 |
17,638 |
LOW |
17,545 |
0.618 |
17,396 |
1.000 |
17,303 |
1.618 |
17,154 |
2.618 |
16,912 |
4.250 |
16,517 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,666 |
17,667 |
PP |
17,644 |
17,644 |
S1 |
17,621 |
17,622 |
|