Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,087.6 |
1,084.0 |
-3.6 |
-0.3% |
1,091.0 |
High |
1,097.5 |
1,084.4 |
-13.1 |
-1.2% |
1,095.6 |
Low |
1,082.3 |
1,066.0 |
-16.3 |
-1.5% |
1,075.0 |
Close |
1,084.8 |
1,069.7 |
-15.1 |
-1.4% |
1,082.2 |
Range |
15.2 |
18.4 |
3.2 |
21.1% |
20.6 |
ATR |
13.4 |
13.8 |
0.4 |
2.9% |
0.0 |
Volume |
3,400 |
3,287 |
-113 |
-3.3% |
19,842 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.6 |
1,117.5 |
1,079.8 |
|
R3 |
1,110.2 |
1,099.1 |
1,074.8 |
|
R2 |
1,091.8 |
1,091.8 |
1,073.1 |
|
R1 |
1,080.7 |
1,080.7 |
1,071.4 |
1,077.1 |
PP |
1,073.4 |
1,073.4 |
1,073.4 |
1,071.5 |
S1 |
1,062.3 |
1,062.3 |
1,068.0 |
1,058.7 |
S2 |
1,055.0 |
1,055.0 |
1,066.3 |
|
S3 |
1,036.6 |
1,043.9 |
1,064.6 |
|
S4 |
1,018.2 |
1,025.5 |
1,059.6 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.1 |
1,134.7 |
1,093.5 |
|
R3 |
1,125.5 |
1,114.1 |
1,087.9 |
|
R2 |
1,104.9 |
1,104.9 |
1,086.0 |
|
R1 |
1,093.5 |
1,093.5 |
1,084.1 |
1,088.9 |
PP |
1,084.3 |
1,084.3 |
1,084.3 |
1,082.0 |
S1 |
1,072.9 |
1,072.9 |
1,080.3 |
1,068.3 |
S2 |
1,063.7 |
1,063.7 |
1,078.4 |
|
S3 |
1,043.1 |
1,052.3 |
1,076.5 |
|
S4 |
1,022.5 |
1,031.7 |
1,070.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,097.5 |
1,066.0 |
31.5 |
2.9% |
13.0 |
1.2% |
12% |
False |
True |
3,813 |
10 |
1,123.4 |
1,066.0 |
57.4 |
5.4% |
12.6 |
1.2% |
6% |
False |
True |
3,668 |
20 |
1,184.0 |
1,066.0 |
118.0 |
11.0% |
12.9 |
1.2% |
3% |
False |
True |
2,388 |
40 |
1,191.9 |
1,066.0 |
125.9 |
11.8% |
13.5 |
1.3% |
3% |
False |
True |
1,959 |
60 |
1,191.9 |
1,066.0 |
125.9 |
11.8% |
12.4 |
1.2% |
3% |
False |
True |
1,680 |
80 |
1,191.9 |
1,066.0 |
125.9 |
11.8% |
11.9 |
1.1% |
3% |
False |
True |
1,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.6 |
2.618 |
1,132.6 |
1.618 |
1,114.2 |
1.000 |
1,102.8 |
0.618 |
1,095.8 |
HIGH |
1,084.4 |
0.618 |
1,077.4 |
0.500 |
1,075.2 |
0.382 |
1,073.0 |
LOW |
1,066.0 |
0.618 |
1,054.6 |
1.000 |
1,047.6 |
1.618 |
1,036.2 |
2.618 |
1,017.8 |
4.250 |
987.8 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.2 |
1,081.8 |
PP |
1,073.4 |
1,077.7 |
S1 |
1,071.5 |
1,073.7 |
|