Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,033 |
17,358 |
325 |
1.9% |
17,765 |
High |
17,359 |
17,474 |
115 |
0.7% |
17,787 |
Low |
16,991 |
17,321 |
330 |
1.9% |
17,080 |
Close |
17,345 |
17,380 |
35 |
0.2% |
17,126 |
Range |
368 |
153 |
-215 |
-58.4% |
707 |
ATR |
210 |
206 |
-4 |
-1.9% |
0 |
Volume |
145 |
89 |
-56 |
-38.6% |
977 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,851 |
17,768 |
17,464 |
|
R3 |
17,698 |
17,615 |
17,422 |
|
R2 |
17,545 |
17,545 |
17,408 |
|
R1 |
17,462 |
17,462 |
17,394 |
17,504 |
PP |
17,392 |
17,392 |
17,392 |
17,412 |
S1 |
17,309 |
17,309 |
17,366 |
17,351 |
S2 |
17,239 |
17,239 |
17,352 |
|
S3 |
17,086 |
17,156 |
17,338 |
|
S4 |
16,933 |
17,003 |
17,296 |
|
|
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 |
17,716 |
16,991 |
725 |
4.2% |
252 |
1.5% |
54% |
False |
False |
197 |
10 |
17,828 |
16,991 |
837 |
4.8% |
204 |
1.2% |
46% |
False |
False |
144 |
20 |
17,828 |
16,960 |
868 |
5.0% |
192 |
1.1% |
48% |
False |
False |
189 |
40 |
17,828 |
15,745 |
2,083 |
12.0% |
206 |
1.2% |
78% |
False |
False |
125 |
60 |
17,828 |
15,495 |
2,333 |
13.4% |
220 |
1.3% |
81% |
False |
False |
88 |
80 |
17,828 |
15,495 |
2,333 |
13.4% |
196 |
1.1% |
81% |
False |
False |
66 |
100 |
17,886 |
15,495 |
2,391 |
13.8% |
173 |
1.0% |
79% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,124 |
2.618 |
17,875 |
1.618 |
17,722 |
1.000 |
17,627 |
0.618 |
17,569 |
HIGH |
17,474 |
0.618 |
17,416 |
0.500 |
17,398 |
0.382 |
17,380 |
LOW |
17,321 |
0.618 |
17,227 |
1.000 |
17,168 |
1.618 |
17,074 |
2.618 |
16,921 |
4.250 |
16,671 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,398 |
17,331 |
PP |
17,392 |
17,282 |
S1 |
17,386 |
17,233 |
|