Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,460 |
19,480 |
20 |
0.1% |
19,105 |
High |
19,545 |
19,735 |
190 |
1.0% |
19,545 |
Low |
19,310 |
19,475 |
165 |
0.9% |
18,825 |
Close |
19,545 |
19,525 |
-20 |
-0.1% |
19,545 |
Range |
235 |
260 |
25 |
10.6% |
720 |
ATR |
260 |
260 |
0 |
0.0% |
0 |
Volume |
25 |
11 |
-14 |
-56.0% |
51 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,358 |
20,202 |
19,668 |
|
R3 |
20,098 |
19,942 |
19,597 |
|
R2 |
19,838 |
19,838 |
19,573 |
|
R1 |
19,682 |
19,682 |
19,549 |
19,760 |
PP |
19,578 |
19,578 |
19,578 |
19,618 |
S1 |
19,422 |
19,422 |
19,501 |
19,500 |
S2 |
19,318 |
19,318 |
19,477 |
|
S3 |
19,058 |
19,162 |
19,454 |
|
S4 |
18,798 |
18,902 |
19,382 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,465 |
21,225 |
19,941 |
|
R3 |
20,745 |
20,505 |
19,743 |
|
R2 |
20,025 |
20,025 |
19,677 |
|
R1 |
19,785 |
19,785 |
19,611 |
19,905 |
PP |
19,305 |
19,305 |
19,305 |
19,365 |
S1 |
19,065 |
19,065 |
19,479 |
19,185 |
S2 |
18,585 |
18,585 |
19,413 |
|
S3 |
17,865 |
18,345 |
19,347 |
|
S4 |
17,145 |
17,625 |
19,149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,735 |
19,080 |
655 |
3.4% |
167 |
0.9% |
68% |
True |
False |
12 |
10 |
19,735 |
18,825 |
910 |
4.7% |
185 |
0.9% |
77% |
True |
False |
6 |
20 |
19,735 |
17,845 |
1,890 |
9.7% |
153 |
0.8% |
89% |
True |
False |
6 |
40 |
19,735 |
17,160 |
2,575 |
13.2% |
200 |
1.0% |
92% |
True |
False |
3 |
60 |
20,705 |
17,160 |
3,545 |
18.2% |
143 |
0.7% |
67% |
False |
False |
2 |
80 |
20,945 |
17,160 |
3,785 |
19.4% |
107 |
0.5% |
62% |
False |
False |
2 |
100 |
20,965 |
17,160 |
3,805 |
19.5% |
86 |
0.4% |
62% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,840 |
2.618 |
20,416 |
1.618 |
20,156 |
1.000 |
19,995 |
0.618 |
19,896 |
HIGH |
19,735 |
0.618 |
19,636 |
0.500 |
19,605 |
0.382 |
19,574 |
LOW |
19,475 |
0.618 |
19,314 |
1.000 |
19,215 |
1.618 |
19,054 |
2.618 |
18,794 |
4.250 |
18,370 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,605 |
19,496 |
PP |
19,578 |
19,467 |
S1 |
19,552 |
19,438 |
|