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 |
17,486.99 |
17,485.49 |
-1.50 |
0.0% |
17,900.78 |
High |
17,599.33 |
17,752.16 |
152.83 |
0.9% |
17,900.78 |
Low |
17,451.41 |
17,485.49 |
34.08 |
0.2% |
17,238.89 |
Close |
17,489.50 |
17,737.16 |
247.66 |
1.4% |
17,245.24 |
Range |
147.92 |
266.67 |
118.75 |
80.3% |
661.89 |
ATR |
184.07 |
189.97 |
5.90 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,458.28 |
18,364.39 |
17,883.83 |
|
R3 |
18,191.61 |
18,097.72 |
17,810.49 |
|
R2 |
17,924.94 |
17,924.94 |
17,786.05 |
|
R1 |
17,831.05 |
17,831.05 |
17,761.60 |
17,878.00 |
PP |
17,658.27 |
17,658.27 |
17,658.27 |
17,681.74 |
S1 |
17,564.38 |
17,564.38 |
17,712.72 |
17,611.33 |
S2 |
17,391.60 |
17,391.60 |
17,688.27 |
|
S3 |
17,124.93 |
17,297.71 |
17,663.83 |
|
S4 |
16,858.26 |
17,031.04 |
17,590.49 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,447.31 |
19,008.16 |
17,609.28 |
|
R3 |
18,785.42 |
18,346.27 |
17,427.26 |
|
R2 |
18,123.53 |
18,123.53 |
17,366.59 |
|
R1 |
17,684.38 |
17,684.38 |
17,305.91 |
17,573.01 |
PP |
17,461.64 |
17,461.64 |
17,461.64 |
17,405.95 |
S1 |
17,022.49 |
17,022.49 |
17,184.57 |
16,911.12 |
S2 |
16,799.75 |
16,799.75 |
17,123.89 |
|
S3 |
16,137.86 |
16,360.60 |
17,063.22 |
|
S4 |
15,475.97 |
15,698.71 |
16,881.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,752.16 |
17,210.43 |
541.73 |
3.1% |
227.19 |
1.3% |
97% |
True |
False |
|
10 |
17,929.51 |
17,210.43 |
719.08 |
4.1% |
188.39 |
1.1% |
73% |
False |
False |
|
20 |
17,977.85 |
17,180.88 |
796.97 |
4.5% |
174.25 |
1.0% |
70% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
188.33 |
1.1% |
88% |
False |
False |
|
60 |
17,977.85 |
15,676.26 |
2,301.59 |
13.0% |
221.61 |
1.2% |
90% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
234.05 |
1.3% |
91% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
220.83 |
1.2% |
86% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
211.26 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,885.51 |
2.618 |
18,450.30 |
1.618 |
18,183.63 |
1.000 |
18,018.83 |
0.618 |
17,916.96 |
HIGH |
17,752.16 |
0.618 |
17,650.29 |
0.500 |
17,618.83 |
0.382 |
17,587.36 |
LOW |
17,485.49 |
0.618 |
17,320.69 |
1.000 |
17,218.82 |
1.618 |
17,054.02 |
2.618 |
16,787.35 |
4.250 |
16,352.14 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,697.72 |
17,651.87 |
PP |
17,658.27 |
17,566.58 |
S1 |
17,618.83 |
17,481.30 |
|