Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,545 |
19,350 |
-195 |
-1.0% |
19,480 |
High |
19,670 |
19,790 |
120 |
0.6% |
19,875 |
Low |
19,490 |
19,340 |
-150 |
-0.8% |
19,475 |
Close |
19,490 |
19,755 |
265 |
1.4% |
19,490 |
Range |
180 |
450 |
270 |
150.0% |
400 |
ATR |
249 |
263 |
14 |
5.8% |
0 |
Volume |
36 |
24 |
-12 |
-33.3% |
74 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,978 |
20,817 |
20,003 |
|
R3 |
20,528 |
20,367 |
19,879 |
|
R2 |
20,078 |
20,078 |
19,838 |
|
R1 |
19,917 |
19,917 |
19,796 |
19,998 |
PP |
19,628 |
19,628 |
19,628 |
19,669 |
S1 |
19,467 |
19,467 |
19,714 |
19,548 |
S2 |
19,178 |
19,178 |
19,673 |
|
S3 |
18,728 |
19,017 |
19,631 |
|
S4 |
18,278 |
18,567 |
19,508 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,813 |
20,552 |
19,710 |
|
R3 |
20,413 |
20,152 |
19,600 |
|
R2 |
20,013 |
20,013 |
19,563 |
|
R1 |
19,752 |
19,752 |
19,527 |
19,883 |
PP |
19,613 |
19,613 |
19,613 |
19,679 |
S1 |
19,352 |
19,352 |
19,453 |
19,483 |
S2 |
19,213 |
19,213 |
19,417 |
|
S3 |
18,813 |
18,952 |
19,380 |
|
S4 |
18,413 |
18,552 |
19,270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,875 |
19,340 |
535 |
2.7% |
249 |
1.3% |
78% |
False |
True |
17 |
10 |
19,875 |
19,080 |
795 |
4.0% |
208 |
1.1% |
85% |
False |
False |
14 |
20 |
19,875 |
18,295 |
1,580 |
8.0% |
196 |
1.0% |
92% |
False |
False |
10 |
40 |
19,875 |
17,160 |
2,715 |
13.7% |
198 |
1.0% |
96% |
False |
False |
5 |
60 |
19,875 |
17,160 |
2,715 |
13.7% |
163 |
0.8% |
96% |
False |
False |
4 |
80 |
20,945 |
17,160 |
3,785 |
19.2% |
123 |
0.6% |
69% |
False |
False |
3 |
100 |
20,945 |
17,160 |
3,785 |
19.2% |
98 |
0.5% |
69% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,703 |
2.618 |
20,968 |
1.618 |
20,518 |
1.000 |
20,240 |
0.618 |
20,068 |
HIGH |
19,790 |
0.618 |
19,618 |
0.500 |
19,565 |
0.382 |
19,512 |
LOW |
19,340 |
0.618 |
19,062 |
1.000 |
18,890 |
1.618 |
18,612 |
2.618 |
18,162 |
4.250 |
17,428 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,692 |
19,692 |
PP |
19,628 |
19,628 |
S1 |
19,565 |
19,565 |
|