Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,625 |
17,755 |
130 |
0.7% |
17,033 |
High |
17,801 |
17,762 |
-39 |
-0.2% |
17,801 |
Low |
17,625 |
17,655 |
30 |
0.2% |
16,991 |
Close |
17,727 |
17,684 |
-43 |
-0.2% |
17,727 |
Range |
176 |
107 |
-69 |
-39.2% |
810 |
ATR |
202 |
195 |
-7 |
-3.4% |
0 |
Volume |
280 |
376 |
96 |
34.3% |
1,149 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,021 |
17,960 |
17,743 |
|
R3 |
17,914 |
17,853 |
17,714 |
|
R2 |
17,807 |
17,807 |
17,704 |
|
R1 |
17,746 |
17,746 |
17,694 |
17,723 |
PP |
17,700 |
17,700 |
17,700 |
17,689 |
S1 |
17,639 |
17,639 |
17,674 |
17,616 |
S2 |
17,593 |
17,593 |
17,665 |
|
S3 |
17,486 |
17,532 |
17,655 |
|
S4 |
17,379 |
17,425 |
17,625 |
|
|
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 |
17,321 |
480 |
2.7% |
167 |
0.9% |
76% |
False |
False |
276 |
10 |
17,801 |
16,991 |
810 |
4.6% |
205 |
1.2% |
86% |
False |
False |
242 |
20 |
17,828 |
16,991 |
837 |
4.7% |
187 |
1.1% |
83% |
False |
False |
228 |
40 |
17,828 |
15,745 |
2,083 |
11.8% |
195 |
1.1% |
93% |
False |
False |
154 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
208 |
1.2% |
93% |
False |
False |
110 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
200 |
1.1% |
94% |
False |
False |
83 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
180 |
1.0% |
92% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,217 |
2.618 |
18,042 |
1.618 |
17,935 |
1.000 |
17,869 |
0.618 |
17,828 |
HIGH |
17,762 |
0.618 |
17,721 |
0.500 |
17,709 |
0.382 |
17,696 |
LOW |
17,655 |
0.618 |
17,589 |
1.000 |
17,548 |
1.618 |
17,482 |
2.618 |
17,375 |
4.250 |
17,200 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,709 |
17,686 |
PP |
17,700 |
17,685 |
S1 |
17,692 |
17,685 |
|