Trading Metrics calculated at close of trading on 20-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
20,030 |
19,840 |
-190 |
-0.9% |
19,350 |
High |
20,030 |
20,010 |
-20 |
-0.1% |
20,030 |
Low |
19,850 |
19,825 |
-25 |
-0.1% |
19,340 |
Close |
19,920 |
19,980 |
60 |
0.3% |
19,980 |
Range |
180 |
185 |
5 |
2.8% |
690 |
ATR |
256 |
251 |
-5 |
-2.0% |
0 |
Volume |
4 |
49 |
45 |
1,125.0% |
90 |
|
Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,493 |
20,422 |
20,082 |
|
R3 |
20,308 |
20,237 |
20,031 |
|
R2 |
20,123 |
20,123 |
20,014 |
|
R1 |
20,052 |
20,052 |
19,997 |
20,088 |
PP |
19,938 |
19,938 |
19,938 |
19,956 |
S1 |
19,867 |
19,867 |
19,963 |
19,903 |
S2 |
19,753 |
19,753 |
19,946 |
|
S3 |
19,568 |
19,682 |
19,929 |
|
S4 |
19,383 |
19,497 |
19,878 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,853 |
21,607 |
20,360 |
|
R3 |
21,163 |
20,917 |
20,170 |
|
R2 |
20,473 |
20,473 |
20,107 |
|
R1 |
20,227 |
20,227 |
20,043 |
20,350 |
PP |
19,783 |
19,783 |
19,783 |
19,845 |
S1 |
19,537 |
19,537 |
19,917 |
19,660 |
S2 |
19,093 |
19,093 |
19,854 |
|
S3 |
18,403 |
18,847 |
19,790 |
|
S4 |
17,713 |
18,157 |
19,601 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,030 |
19,340 |
690 |
3.5% |
264 |
1.3% |
93% |
False |
False |
18 |
10 |
20,030 |
19,340 |
690 |
3.5% |
238 |
1.2% |
93% |
False |
False |
16 |
20 |
20,030 |
18,825 |
1,205 |
6.0% |
204 |
1.0% |
96% |
False |
False |
12 |
40 |
20,030 |
17,160 |
2,870 |
14.4% |
203 |
1.0% |
98% |
False |
False |
7 |
60 |
20,030 |
17,160 |
2,870 |
14.4% |
178 |
0.9% |
98% |
False |
False |
5 |
80 |
20,945 |
17,160 |
3,785 |
18.9% |
133 |
0.7% |
75% |
False |
False |
3 |
100 |
20,945 |
17,160 |
3,785 |
18.9% |
107 |
0.5% |
75% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,796 |
2.618 |
20,494 |
1.618 |
20,309 |
1.000 |
20,195 |
0.618 |
20,124 |
HIGH |
20,010 |
0.618 |
19,939 |
0.500 |
19,918 |
0.382 |
19,896 |
LOW |
19,825 |
0.618 |
19,711 |
1.000 |
19,640 |
1.618 |
19,526 |
2.618 |
19,341 |
4.250 |
19,039 |
|
|
Fisher Pivots for day following 20-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,959 |
19,948 |
PP |
19,938 |
19,917 |
S1 |
19,918 |
19,885 |
|