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 |
4,478.25 |
4,560.75 |
82.50 |
1.8% |
4,701.25 |
High |
4,565.50 |
4,597.75 |
32.25 |
0.7% |
4,712.75 |
Low |
4,455.00 |
4,552.00 |
97.00 |
2.2% |
4,485.75 |
Close |
4,559.75 |
4,569.50 |
9.75 |
0.2% |
4,502.00 |
Range |
110.50 |
45.75 |
-64.75 |
-58.6% |
227.00 |
ATR |
71.49 |
69.65 |
-1.84 |
-2.6% |
0.00 |
Volume |
282,188 |
269,684 |
-12,504 |
-4.4% |
1,332,882 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,710.25 |
4,685.75 |
4,594.75 |
|
R3 |
4,664.50 |
4,640.00 |
4,582.00 |
|
R2 |
4,618.75 |
4,618.75 |
4,578.00 |
|
R1 |
4,594.25 |
4,594.25 |
4,573.75 |
4,606.50 |
PP |
4,573.00 |
4,573.00 |
4,573.00 |
4,579.25 |
S1 |
4,548.50 |
4,548.50 |
4,565.25 |
4,560.75 |
S2 |
4,527.25 |
4,527.25 |
4,561.00 |
|
S3 |
4,481.50 |
4,502.75 |
4,557.00 |
|
S4 |
4,435.75 |
4,457.00 |
4,544.25 |
|
|
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% |
76.50 |
1.7% |
52% |
False |
False |
277,191 |
10 |
4,729.75 |
4,455.00 |
274.75 |
6.0% |
66.50 |
1.5% |
42% |
False |
False |
263,860 |
20 |
4,729.75 |
4,394.75 |
335.00 |
7.3% |
67.00 |
1.5% |
52% |
False |
False |
254,629 |
40 |
4,729.75 |
4,040.75 |
689.00 |
15.1% |
73.50 |
1.6% |
77% |
False |
False |
270,934 |
60 |
4,729.75 |
3,953.00 |
776.75 |
17.0% |
84.50 |
1.8% |
79% |
False |
False |
218,506 |
80 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
83.25 |
1.8% |
81% |
False |
False |
163,992 |
100 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
77.75 |
1.7% |
81% |
False |
False |
131,210 |
120 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
70.00 |
1.5% |
81% |
False |
False |
109,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,792.25 |
2.618 |
4,717.50 |
1.618 |
4,671.75 |
1.000 |
4,643.50 |
0.618 |
4,626.00 |
HIGH |
4,597.75 |
0.618 |
4,580.25 |
0.500 |
4,575.00 |
0.382 |
4,569.50 |
LOW |
4,552.00 |
0.618 |
4,523.75 |
1.000 |
4,506.25 |
1.618 |
4,478.00 |
2.618 |
4,432.25 |
4.250 |
4,357.50 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,575.00 |
4,555.00 |
PP |
4,573.00 |
4,540.75 |
S1 |
4,571.25 |
4,526.50 |
|