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 |
1,084.0 |
1,071.3 |
-12.7 |
-1.2% |
1,091.0 |
High |
1,084.4 |
1,075.4 |
-9.0 |
-0.8% |
1,095.6 |
Low |
1,066.0 |
1,064.8 |
-1.2 |
-0.1% |
1,075.0 |
Close |
1,069.7 |
1,069.7 |
0.0 |
0.0% |
1,082.2 |
Range |
18.4 |
10.6 |
-7.8 |
-42.4% |
20.6 |
ATR |
13.8 |
13.6 |
-0.2 |
-1.7% |
0.0 |
Volume |
3,287 |
3,269 |
-18 |
-0.5% |
19,842 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,101.8 |
1,096.3 |
1,075.5 |
|
R3 |
1,091.2 |
1,085.7 |
1,072.6 |
|
R2 |
1,080.6 |
1,080.6 |
1,071.6 |
|
R1 |
1,075.1 |
1,075.1 |
1,070.7 |
1,072.6 |
PP |
1,070.0 |
1,070.0 |
1,070.0 |
1,068.7 |
S1 |
1,064.5 |
1,064.5 |
1,068.7 |
1,062.0 |
S2 |
1,059.4 |
1,059.4 |
1,067.8 |
|
S3 |
1,048.8 |
1,053.9 |
1,066.8 |
|
S4 |
1,038.2 |
1,043.3 |
1,063.9 |
|
|
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 |
1,064.8 |
32.7 |
3.1% |
13.3 |
1.2% |
15% |
False |
True |
3,467 |
10 |
1,112.0 |
1,064.8 |
47.2 |
4.4% |
12.1 |
1.1% |
10% |
False |
True |
3,660 |
20 |
1,184.0 |
1,064.8 |
119.2 |
11.1% |
12.8 |
1.2% |
4% |
False |
True |
2,538 |
40 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
13.6 |
1.3% |
4% |
False |
True |
2,012 |
60 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
12.2 |
1.1% |
4% |
False |
True |
1,703 |
80 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
12.0 |
1.1% |
4% |
False |
True |
1,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,120.5 |
2.618 |
1,103.2 |
1.618 |
1,092.6 |
1.000 |
1,086.0 |
0.618 |
1,082.0 |
HIGH |
1,075.4 |
0.618 |
1,071.4 |
0.500 |
1,070.1 |
0.382 |
1,068.8 |
LOW |
1,064.8 |
0.618 |
1,058.2 |
1.000 |
1,054.2 |
1.618 |
1,047.6 |
2.618 |
1,037.0 |
4.250 |
1,019.8 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,070.1 |
1,081.2 |
PP |
1,070.0 |
1,077.3 |
S1 |
1,069.8 |
1,073.5 |
|