Trading Metrics calculated at close of trading on 16-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
4,583.75 |
4,478.25 |
-105.50 |
-2.3% |
4,701.25 |
High |
4,590.50 |
4,565.50 |
-25.00 |
-0.5% |
4,712.75 |
Low |
4,485.75 |
4,455.00 |
-30.75 |
-0.7% |
4,485.75 |
Close |
4,502.00 |
4,559.75 |
57.75 |
1.3% |
4,502.00 |
Range |
104.75 |
110.50 |
5.75 |
5.5% |
227.00 |
ATR |
68.49 |
71.49 |
3.00 |
4.4% |
0.00 |
Volume |
344,229 |
282,188 |
-62,041 |
-18.0% |
1,332,882 |
|
Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,858.25 |
4,819.50 |
4,620.50 |
|
R3 |
4,747.75 |
4,709.00 |
4,590.25 |
|
R2 |
4,637.25 |
4,637.25 |
4,580.00 |
|
R1 |
4,598.50 |
4,598.50 |
4,570.00 |
4,618.00 |
PP |
4,526.75 |
4,526.75 |
4,526.75 |
4,536.50 |
S1 |
4,488.00 |
4,488.00 |
4,549.50 |
4,507.50 |
S2 |
4,416.25 |
4,416.25 |
4,539.50 |
|
S3 |
4,305.75 |
4,377.50 |
4,529.25 |
|
S4 |
4,195.25 |
4,267.00 |
4,499.00 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,247.75 |
5,102.00 |
4,626.75 |
|
R3 |
5,020.75 |
4,875.00 |
4,564.50 |
|
R2 |
4,793.75 |
4,793.75 |
4,543.50 |
|
R1 |
4,648.00 |
4,648.00 |
4,522.75 |
4,607.50 |
PP |
4,566.75 |
4,566.75 |
4,566.75 |
4,546.50 |
S1 |
4,421.00 |
4,421.00 |
4,481.25 |
4,380.50 |
S2 |
4,339.75 |
4,339.75 |
4,460.50 |
|
S3 |
4,112.75 |
4,194.00 |
4,439.50 |
|
S4 |
3,885.75 |
3,967.00 |
4,377.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,674.75 |
4,455.00 |
219.75 |
4.8% |
77.25 |
1.7% |
48% |
False |
True |
271,626 |
10 |
4,729.75 |
4,455.00 |
274.75 |
6.0% |
67.00 |
1.5% |
38% |
False |
True |
255,568 |
20 |
4,729.75 |
4,394.75 |
335.00 |
7.3% |
66.75 |
1.5% |
49% |
False |
False |
251,155 |
40 |
4,729.75 |
4,040.75 |
689.00 |
15.1% |
75.50 |
1.7% |
75% |
False |
False |
272,192 |
60 |
4,729.75 |
3,901.00 |
828.75 |
18.2% |
88.50 |
1.9% |
79% |
False |
False |
214,061 |
80 |
4,729.75 |
3,901.00 |
828.75 |
18.2% |
83.50 |
1.8% |
79% |
False |
False |
160,624 |
100 |
4,729.75 |
3,901.00 |
828.75 |
18.2% |
77.75 |
1.7% |
79% |
False |
False |
128,514 |
120 |
4,729.75 |
3,901.00 |
828.75 |
18.2% |
69.75 |
1.5% |
79% |
False |
False |
107,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,035.00 |
2.618 |
4,854.75 |
1.618 |
4,744.25 |
1.000 |
4,676.00 |
0.618 |
4,633.75 |
HIGH |
4,565.50 |
0.618 |
4,523.25 |
0.500 |
4,510.25 |
0.382 |
4,497.25 |
LOW |
4,455.00 |
0.618 |
4,386.75 |
1.000 |
4,344.50 |
1.618 |
4,276.25 |
2.618 |
4,165.75 |
4.250 |
3,985.50 |
|
|
Fisher Pivots for day following 16-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,543.25 |
4,558.00 |
PP |
4,526.75 |
4,556.00 |
S1 |
4,510.25 |
4,554.00 |
|