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 |
4,560.75 |
4,570.25 |
9.50 |
0.2% |
4,701.25 |
High |
4,597.75 |
4,656.75 |
59.00 |
1.3% |
4,712.75 |
Low |
4,552.00 |
4,556.25 |
4.25 |
0.1% |
4,485.75 |
Close |
4,569.50 |
4,652.50 |
83.00 |
1.8% |
4,502.00 |
Range |
45.75 |
100.50 |
54.75 |
119.7% |
227.00 |
ATR |
69.65 |
71.85 |
2.20 |
3.2% |
0.00 |
Volume |
269,684 |
242,823 |
-26,861 |
-10.0% |
1,332,882 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,923.25 |
4,888.50 |
4,707.75 |
|
R3 |
4,822.75 |
4,788.00 |
4,680.25 |
|
R2 |
4,722.25 |
4,722.25 |
4,671.00 |
|
R1 |
4,687.50 |
4,687.50 |
4,661.75 |
4,705.00 |
PP |
4,621.75 |
4,621.75 |
4,621.75 |
4,630.50 |
S1 |
4,587.00 |
4,587.00 |
4,643.25 |
4,604.50 |
S2 |
4,521.25 |
4,521.25 |
4,634.00 |
|
S3 |
4,420.75 |
4,486.50 |
4,624.75 |
|
S4 |
4,320.25 |
4,386.00 |
4,597.25 |
|
|
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 |
4,656.75 |
4,455.00 |
201.75 |
4.3% |
86.75 |
1.9% |
98% |
True |
False |
281,416 |
10 |
4,727.50 |
4,455.00 |
272.50 |
5.9% |
72.75 |
1.6% |
72% |
False |
False |
265,042 |
20 |
4,729.75 |
4,402.00 |
327.75 |
7.0% |
68.75 |
1.5% |
76% |
False |
False |
252,281 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.8% |
74.25 |
1.6% |
89% |
False |
False |
271,041 |
60 |
4,729.75 |
3,953.00 |
776.75 |
16.7% |
82.75 |
1.8% |
90% |
False |
False |
222,449 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
83.75 |
1.8% |
91% |
False |
False |
167,026 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
78.00 |
1.7% |
91% |
False |
False |
133,638 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
70.75 |
1.5% |
91% |
False |
False |
111,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,084.00 |
2.618 |
4,919.75 |
1.618 |
4,819.25 |
1.000 |
4,757.25 |
0.618 |
4,718.75 |
HIGH |
4,656.75 |
0.618 |
4,618.25 |
0.500 |
4,606.50 |
0.382 |
4,594.75 |
LOW |
4,556.25 |
0.618 |
4,494.25 |
1.000 |
4,455.75 |
1.618 |
4,393.75 |
2.618 |
4,293.25 |
4.250 |
4,129.00 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,637.25 |
4,620.25 |
PP |
4,621.75 |
4,588.00 |
S1 |
4,606.50 |
4,556.00 |
|