Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,592 |
17,359 |
-233 |
-1.3% |
17,765 |
High |
17,631 |
17,361 |
-270 |
-1.5% |
17,787 |
Low |
17,317 |
17,080 |
-237 |
-1.4% |
17,080 |
Close |
17,319 |
17,126 |
-193 |
-1.1% |
17,126 |
Range |
314 |
281 |
-33 |
-10.5% |
707 |
ATR |
191 |
197 |
6 |
3.4% |
0 |
Volume |
423 |
278 |
-145 |
-34.3% |
977 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,032 |
17,860 |
17,281 |
|
R3 |
17,751 |
17,579 |
17,203 |
|
R2 |
17,470 |
17,470 |
17,178 |
|
R1 |
17,298 |
17,298 |
17,152 |
17,244 |
PP |
17,189 |
17,189 |
17,189 |
17,162 |
S1 |
17,017 |
17,017 |
17,100 |
16,963 |
S2 |
16,908 |
16,908 |
17,075 |
|
S3 |
16,627 |
16,736 |
17,049 |
|
S4 |
16,346 |
16,455 |
16,972 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,452 |
18,996 |
17,515 |
|
R3 |
18,745 |
18,289 |
17,321 |
|
R2 |
18,038 |
18,038 |
17,256 |
|
R1 |
17,582 |
17,582 |
17,191 |
17,457 |
PP |
17,331 |
17,331 |
17,331 |
17,268 |
S1 |
16,875 |
16,875 |
17,061 |
16,750 |
S2 |
16,624 |
16,624 |
16,997 |
|
S3 |
15,917 |
16,168 |
16,932 |
|
S4 |
15,210 |
15,461 |
16,737 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,787 |
17,080 |
707 |
4.1% |
219 |
1.3% |
7% |
False |
True |
195 |
10 |
17,828 |
17,080 |
748 |
4.4% |
193 |
1.1% |
6% |
False |
True |
137 |
20 |
17,828 |
16,957 |
871 |
5.1% |
176 |
1.0% |
19% |
False |
False |
181 |
40 |
17,828 |
15,745 |
2,083 |
12.2% |
207 |
1.2% |
66% |
False |
False |
121 |
60 |
17,828 |
15,495 |
2,333 |
13.6% |
220 |
1.3% |
70% |
False |
False |
85 |
80 |
17,828 |
15,495 |
2,333 |
13.6% |
194 |
1.1% |
70% |
False |
False |
63 |
100 |
17,886 |
15,495 |
2,391 |
14.0% |
168 |
1.0% |
68% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,555 |
2.618 |
18,097 |
1.618 |
17,816 |
1.000 |
17,642 |
0.618 |
17,535 |
HIGH |
17,361 |
0.618 |
17,254 |
0.500 |
17,221 |
0.382 |
17,187 |
LOW |
17,080 |
0.618 |
16,906 |
1.000 |
16,799 |
1.618 |
16,625 |
2.618 |
16,344 |
4.250 |
15,886 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,221 |
17,398 |
PP |
17,189 |
17,307 |
S1 |
17,158 |
17,217 |
|