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 |
19,700 |
19,815 |
115 |
0.6% |
19,480 |
High |
19,935 |
20,010 |
75 |
0.4% |
19,875 |
Low |
19,700 |
19,740 |
40 |
0.2% |
19,475 |
Close |
19,890 |
20,010 |
120 |
0.6% |
19,490 |
Range |
235 |
270 |
35 |
14.9% |
400 |
ATR |
261 |
262 |
1 |
0.2% |
0 |
Volume |
8 |
5 |
-3 |
-37.5% |
74 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,730 |
20,640 |
20,159 |
|
R3 |
20,460 |
20,370 |
20,084 |
|
R2 |
20,190 |
20,190 |
20,060 |
|
R1 |
20,100 |
20,100 |
20,035 |
20,145 |
PP |
19,920 |
19,920 |
19,920 |
19,943 |
S1 |
19,830 |
19,830 |
19,985 |
19,875 |
S2 |
19,650 |
19,650 |
19,961 |
|
S3 |
19,380 |
19,560 |
19,936 |
|
S4 |
19,110 |
19,290 |
19,862 |
|
|
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 |
20,010 |
19,340 |
670 |
3.3% |
277 |
1.4% |
100% |
True |
False |
16 |
10 |
20,010 |
19,140 |
870 |
4.3% |
246 |
1.2% |
100% |
True |
False |
16 |
20 |
20,010 |
18,715 |
1,295 |
6.5% |
214 |
1.1% |
100% |
True |
False |
11 |
40 |
20,010 |
17,160 |
2,850 |
14.2% |
204 |
1.0% |
100% |
True |
False |
6 |
60 |
20,010 |
17,160 |
2,850 |
14.2% |
172 |
0.9% |
100% |
True |
False |
4 |
80 |
20,945 |
17,160 |
3,785 |
18.9% |
129 |
0.6% |
75% |
False |
False |
3 |
100 |
20,945 |
17,160 |
3,785 |
18.9% |
103 |
0.5% |
75% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,158 |
2.618 |
20,717 |
1.618 |
20,447 |
1.000 |
20,280 |
0.618 |
20,177 |
HIGH |
20,010 |
0.618 |
19,907 |
0.500 |
19,875 |
0.382 |
19,843 |
LOW |
19,740 |
0.618 |
19,573 |
1.000 |
19,470 |
1.618 |
19,303 |
2.618 |
19,033 |
4.250 |
18,593 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,965 |
19,898 |
PP |
19,920 |
19,787 |
S1 |
19,875 |
19,675 |
|