Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,621 |
17,625 |
4 |
0.0% |
17,033 |
High |
17,680 |
17,801 |
121 |
0.7% |
17,801 |
Low |
17,570 |
17,625 |
55 |
0.3% |
16,991 |
Close |
17,633 |
17,727 |
94 |
0.5% |
17,727 |
Range |
110 |
176 |
66 |
60.0% |
810 |
ATR |
204 |
202 |
-2 |
-1.0% |
0 |
Volume |
522 |
280 |
-242 |
-46.4% |
1,149 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,246 |
18,162 |
17,824 |
|
R3 |
18,070 |
17,986 |
17,776 |
|
R2 |
17,894 |
17,894 |
17,759 |
|
R1 |
17,810 |
17,810 |
17,743 |
17,852 |
PP |
17,718 |
17,718 |
17,718 |
17,739 |
S1 |
17,634 |
17,634 |
17,711 |
17,676 |
S2 |
17,542 |
17,542 |
17,695 |
|
S3 |
17,366 |
17,458 |
17,679 |
|
S4 |
17,190 |
17,282 |
17,630 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,936 |
19,642 |
18,173 |
|
R3 |
19,126 |
18,832 |
17,950 |
|
R2 |
18,316 |
18,316 |
17,876 |
|
R1 |
18,022 |
18,022 |
17,801 |
18,169 |
PP |
17,506 |
17,506 |
17,506 |
17,580 |
S1 |
17,212 |
17,212 |
17,653 |
17,359 |
S2 |
16,696 |
16,696 |
17,579 |
|
S3 |
15,886 |
16,402 |
17,504 |
|
S4 |
15,076 |
15,592 |
17,282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,801 |
16,991 |
810 |
4.6% |
219 |
1.2% |
91% |
True |
False |
229 |
10 |
17,801 |
16,991 |
810 |
4.6% |
219 |
1.2% |
91% |
True |
False |
212 |
20 |
17,828 |
16,991 |
837 |
4.7% |
185 |
1.0% |
88% |
False |
False |
210 |
40 |
17,828 |
15,745 |
2,083 |
11.8% |
201 |
1.1% |
95% |
False |
False |
145 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
208 |
1.2% |
95% |
False |
False |
103 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
199 |
1.1% |
96% |
False |
False |
78 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
179 |
1.0% |
93% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,549 |
2.618 |
18,262 |
1.618 |
18,086 |
1.000 |
17,977 |
0.618 |
17,910 |
HIGH |
17,801 |
0.618 |
17,734 |
0.500 |
17,713 |
0.382 |
17,692 |
LOW |
17,625 |
0.618 |
17,516 |
1.000 |
17,449 |
1.618 |
17,340 |
2.618 |
17,164 |
4.250 |
16,877 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,722 |
17,675 |
PP |
17,718 |
17,623 |
S1 |
17,713 |
17,571 |
|