Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,071.3 |
1,071.2 |
-0.1 |
0.0% |
1,091.0 |
High |
1,075.4 |
1,087.4 |
12.0 |
1.1% |
1,095.6 |
Low |
1,064.8 |
1,070.4 |
5.6 |
0.5% |
1,075.0 |
Close |
1,069.7 |
1,078.9 |
9.2 |
0.9% |
1,082.2 |
Range |
10.6 |
17.0 |
6.4 |
60.4% |
20.6 |
ATR |
13.6 |
13.9 |
0.3 |
2.2% |
0.0 |
Volume |
3,269 |
2,781 |
-488 |
-14.9% |
19,842 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.9 |
1,121.4 |
1,088.3 |
|
R3 |
1,112.9 |
1,104.4 |
1,083.6 |
|
R2 |
1,095.9 |
1,095.9 |
1,082.0 |
|
R1 |
1,087.4 |
1,087.4 |
1,080.5 |
1,091.7 |
PP |
1,078.9 |
1,078.9 |
1,078.9 |
1,081.0 |
S1 |
1,070.4 |
1,070.4 |
1,077.3 |
1,074.7 |
S2 |
1,061.9 |
1,061.9 |
1,075.8 |
|
S3 |
1,044.9 |
1,053.4 |
1,074.2 |
|
S4 |
1,027.9 |
1,036.4 |
1,069.6 |
|
|
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 |
1,064.8 |
32.7 |
3.0% |
13.7 |
1.3% |
43% |
False |
False |
2,795 |
10 |
1,110.0 |
1,064.8 |
45.2 |
4.2% |
12.9 |
1.2% |
31% |
False |
False |
3,833 |
20 |
1,184.0 |
1,064.8 |
119.2 |
11.0% |
13.3 |
1.2% |
12% |
False |
False |
2,614 |
40 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
13.5 |
1.2% |
11% |
False |
False |
2,017 |
60 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
12.4 |
1.1% |
11% |
False |
False |
1,726 |
80 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
12.1 |
1.1% |
11% |
False |
False |
1,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,159.7 |
2.618 |
1,131.9 |
1.618 |
1,114.9 |
1.000 |
1,104.4 |
0.618 |
1,097.9 |
HIGH |
1,087.4 |
0.618 |
1,080.9 |
0.500 |
1,078.9 |
0.382 |
1,076.9 |
LOW |
1,070.4 |
0.618 |
1,059.9 |
1.000 |
1,053.4 |
1.618 |
1,042.9 |
2.618 |
1,025.9 |
4.250 |
998.2 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,078.9 |
1,078.0 |
PP |
1,078.9 |
1,077.0 |
S1 |
1,078.9 |
1,076.1 |
|