Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,620 |
17,592 |
-28 |
-0.2% |
17,486 |
High |
17,716 |
17,631 |
-85 |
-0.5% |
17,828 |
Low |
17,571 |
17,317 |
-254 |
-1.4% |
17,458 |
Close |
17,577 |
17,319 |
-258 |
-1.5% |
17,768 |
Range |
145 |
314 |
169 |
116.6% |
370 |
ATR |
181 |
191 |
9 |
5.2% |
0 |
Volume |
50 |
423 |
373 |
746.0% |
402 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,364 |
18,156 |
17,492 |
|
R3 |
18,050 |
17,842 |
17,405 |
|
R2 |
17,736 |
17,736 |
17,377 |
|
R1 |
17,528 |
17,528 |
17,348 |
17,475 |
PP |
17,422 |
17,422 |
17,422 |
17,396 |
S1 |
17,214 |
17,214 |
17,290 |
17,161 |
S2 |
17,108 |
17,108 |
17,262 |
|
S3 |
16,794 |
16,900 |
17,233 |
|
S4 |
16,480 |
16,586 |
17,146 |
|
|
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 |
17,787 |
17,317 |
470 |
2.7% |
191 |
1.1% |
0% |
False |
True |
150 |
10 |
17,828 |
17,317 |
511 |
3.0% |
184 |
1.1% |
0% |
False |
True |
114 |
20 |
17,828 |
16,930 |
898 |
5.2% |
167 |
1.0% |
43% |
False |
False |
170 |
40 |
17,828 |
15,745 |
2,083 |
12.0% |
208 |
1.2% |
76% |
False |
False |
115 |
60 |
17,828 |
15,495 |
2,333 |
13.5% |
222 |
1.3% |
78% |
False |
False |
80 |
80 |
17,828 |
15,495 |
2,333 |
13.5% |
193 |
1.1% |
78% |
False |
False |
60 |
100 |
17,886 |
15,495 |
2,391 |
13.8% |
165 |
1.0% |
76% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,966 |
2.618 |
18,453 |
1.618 |
18,139 |
1.000 |
17,945 |
0.618 |
17,825 |
HIGH |
17,631 |
0.618 |
17,511 |
0.500 |
17,474 |
0.382 |
17,437 |
LOW |
17,317 |
0.618 |
17,123 |
1.000 |
17,003 |
1.618 |
16,809 |
2.618 |
16,495 |
4.250 |
15,983 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,474 |
17,517 |
PP |
17,422 |
17,451 |
S1 |
17,371 |
17,385 |
|