Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,599 |
17,620 |
21 |
0.1% |
17,486 |
High |
17,644 |
17,716 |
72 |
0.4% |
17,828 |
Low |
17,534 |
17,571 |
37 |
0.2% |
17,458 |
Close |
17,639 |
17,577 |
-62 |
-0.4% |
17,768 |
Range |
110 |
145 |
35 |
31.8% |
370 |
ATR |
184 |
181 |
-3 |
-1.5% |
0 |
Volume |
146 |
50 |
-96 |
-65.8% |
402 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,056 |
17,962 |
17,657 |
|
R3 |
17,911 |
17,817 |
17,617 |
|
R2 |
17,766 |
17,766 |
17,604 |
|
R1 |
17,672 |
17,672 |
17,590 |
17,647 |
PP |
17,621 |
17,621 |
17,621 |
17,609 |
S1 |
17,527 |
17,527 |
17,564 |
17,502 |
S2 |
17,476 |
17,476 |
17,551 |
|
S3 |
17,331 |
17,382 |
17,537 |
|
S4 |
17,186 |
17,237 |
17,497 |
|
|
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 |
17,788 |
17,534 |
254 |
1.4% |
157 |
0.9% |
17% |
False |
False |
79 |
10 |
17,828 |
17,458 |
370 |
2.1% |
163 |
0.9% |
32% |
False |
False |
116 |
20 |
17,828 |
16,775 |
1,053 |
6.0% |
162 |
0.9% |
76% |
False |
False |
153 |
40 |
17,828 |
15,745 |
2,083 |
11.9% |
207 |
1.2% |
88% |
False |
False |
105 |
60 |
17,828 |
15,495 |
2,333 |
13.3% |
220 |
1.3% |
89% |
False |
False |
73 |
80 |
17,828 |
15,495 |
2,333 |
13.3% |
189 |
1.1% |
89% |
False |
False |
55 |
100 |
17,905 |
15,495 |
2,410 |
13.7% |
162 |
0.9% |
86% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,332 |
2.618 |
18,096 |
1.618 |
17,951 |
1.000 |
17,861 |
0.618 |
17,806 |
HIGH |
17,716 |
0.618 |
17,661 |
0.500 |
17,644 |
0.382 |
17,627 |
LOW |
17,571 |
0.618 |
17,482 |
1.000 |
17,426 |
1.618 |
17,337 |
2.618 |
17,192 |
4.250 |
16,955 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,644 |
17,661 |
PP |
17,621 |
17,633 |
S1 |
17,599 |
17,605 |
|