Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,765 |
17,599 |
-166 |
-0.9% |
17,486 |
High |
17,787 |
17,644 |
-143 |
-0.8% |
17,828 |
Low |
17,545 |
17,534 |
-11 |
-0.1% |
17,458 |
Close |
17,599 |
17,639 |
40 |
0.2% |
17,768 |
Range |
242 |
110 |
-132 |
-54.5% |
370 |
ATR |
190 |
184 |
-6 |
-3.0% |
0 |
Volume |
80 |
146 |
66 |
82.5% |
402 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,936 |
17,897 |
17,700 |
|
R3 |
17,826 |
17,787 |
17,669 |
|
R2 |
17,716 |
17,716 |
17,659 |
|
R1 |
17,677 |
17,677 |
17,649 |
17,697 |
PP |
17,606 |
17,606 |
17,606 |
17,615 |
S1 |
17,567 |
17,567 |
17,629 |
17,587 |
S2 |
17,496 |
17,496 |
17,619 |
|
S3 |
17,386 |
17,457 |
17,609 |
|
S4 |
17,276 |
17,347 |
17,579 |
|
|
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 |
17,534 |
294 |
1.7% |
156 |
0.9% |
36% |
False |
True |
92 |
10 |
17,828 |
17,395 |
433 |
2.5% |
171 |
1.0% |
56% |
False |
False |
167 |
20 |
17,828 |
16,715 |
1,113 |
6.3% |
165 |
0.9% |
83% |
False |
False |
152 |
40 |
17,828 |
15,745 |
2,083 |
11.8% |
208 |
1.2% |
91% |
False |
False |
106 |
60 |
17,828 |
15,495 |
2,333 |
13.2% |
218 |
1.2% |
92% |
False |
False |
72 |
80 |
17,848 |
15,495 |
2,353 |
13.3% |
189 |
1.1% |
91% |
False |
False |
54 |
100 |
17,905 |
15,495 |
2,410 |
13.7% |
161 |
0.9% |
89% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,112 |
2.618 |
17,932 |
1.618 |
17,822 |
1.000 |
17,754 |
0.618 |
17,712 |
HIGH |
17,644 |
0.618 |
17,602 |
0.500 |
17,589 |
0.382 |
17,576 |
LOW |
17,534 |
0.618 |
17,466 |
1.000 |
17,424 |
1.618 |
17,356 |
2.618 |
17,246 |
4.250 |
17,067 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,622 |
17,661 |
PP |
17,606 |
17,653 |
S1 |
17,589 |
17,646 |
|