Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
4,996.0 |
5,078.0 |
82.0 |
1.6% |
5,079.0 |
High |
5,069.0 |
5,095.0 |
26.0 |
0.5% |
5,080.0 |
Low |
4,996.0 |
5,077.0 |
81.0 |
1.6% |
4,974.0 |
Close |
5,069.0 |
5,077.0 |
8.0 |
0.2% |
4,978.0 |
Range |
73.0 |
18.0 |
-55.0 |
-75.3% |
106.0 |
ATR |
65.9 |
63.0 |
-2.8 |
-4.3% |
0.0 |
Volume |
15 |
1,103 |
1,088 |
7,253.3% |
1,355 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,137.0 |
5,125.0 |
5,086.9 |
|
R3 |
5,119.0 |
5,107.0 |
5,082.0 |
|
R2 |
5,101.0 |
5,101.0 |
5,080.3 |
|
R1 |
5,089.0 |
5,089.0 |
5,078.7 |
5,086.0 |
PP |
5,083.0 |
5,083.0 |
5,083.0 |
5,081.5 |
S1 |
5,071.0 |
5,071.0 |
5,075.4 |
5,068.0 |
S2 |
5,065.0 |
5,065.0 |
5,073.7 |
|
S3 |
5,047.0 |
5,053.0 |
5,072.1 |
|
S4 |
5,029.0 |
5,035.0 |
5,067.1 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,328.7 |
5,259.3 |
5,036.3 |
|
R3 |
5,222.7 |
5,153.3 |
5,007.2 |
|
R2 |
5,116.7 |
5,116.7 |
4,997.4 |
|
R1 |
5,047.3 |
5,047.3 |
4,987.7 |
5,029.0 |
PP |
5,010.7 |
5,010.7 |
5,010.7 |
5,001.5 |
S1 |
4,941.3 |
4,941.3 |
4,968.3 |
4,923.0 |
S2 |
4,904.7 |
4,904.7 |
4,958.6 |
|
S3 |
4,798.7 |
4,835.3 |
4,948.9 |
|
S4 |
4,692.7 |
4,729.3 |
4,919.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,095.0 |
4,939.0 |
156.0 |
3.1% |
28.8 |
0.6% |
88% |
True |
False |
226 |
10 |
5,165.0 |
4,939.0 |
226.0 |
4.5% |
34.5 |
0.7% |
61% |
False |
False |
266 |
20 |
5,307.0 |
4,939.0 |
368.0 |
7.2% |
31.6 |
0.6% |
38% |
False |
False |
191 |
40 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
32.6 |
0.6% |
52% |
False |
False |
127 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.4% |
26.7 |
0.5% |
52% |
False |
False |
113 |
80 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
25.3 |
0.5% |
32% |
False |
False |
115 |
100 |
5,595.0 |
4,829.0 |
766.0 |
15.1% |
21.9 |
0.4% |
32% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,171.5 |
2.618 |
5,142.1 |
1.618 |
5,124.1 |
1.000 |
5,113.0 |
0.618 |
5,106.1 |
HIGH |
5,095.0 |
0.618 |
5,088.1 |
0.500 |
5,086.0 |
0.382 |
5,083.9 |
LOW |
5,077.0 |
0.618 |
5,065.9 |
1.000 |
5,059.0 |
1.618 |
5,047.9 |
2.618 |
5,029.9 |
4.250 |
5,000.5 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,086.0 |
5,057.0 |
PP |
5,083.0 |
5,037.0 |
S1 |
5,080.0 |
5,017.0 |
|