| 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 |
17,359 |
17,033 |
-326 |
-1.9% |
17,765 |
| High |
17,361 |
17,359 |
-2 |
0.0% |
17,787 |
| Low |
17,080 |
16,991 |
-89 |
-0.5% |
17,080 |
| Close |
17,126 |
17,345 |
219 |
1.3% |
17,126 |
| Range |
281 |
368 |
87 |
31.0% |
707 |
| ATR |
197 |
210 |
12 |
6.2% |
0 |
| Volume |
278 |
145 |
-133 |
-47.8% |
977 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,336 |
18,208 |
17,548 |
|
| R3 |
17,968 |
17,840 |
17,446 |
|
| R2 |
17,600 |
17,600 |
17,413 |
|
| R1 |
17,472 |
17,472 |
17,379 |
17,536 |
| PP |
17,232 |
17,232 |
17,232 |
17,264 |
| S1 |
17,104 |
17,104 |
17,311 |
17,168 |
| S2 |
16,864 |
16,864 |
17,278 |
|
| S3 |
16,496 |
16,736 |
17,244 |
|
| S4 |
16,128 |
16,368 |
17,143 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,452 |
18,996 |
17,515 |
|
| R3 |
18,745 |
18,289 |
17,321 |
|
| R2 |
18,038 |
18,038 |
17,256 |
|
| R1 |
17,582 |
17,582 |
17,191 |
17,457 |
| PP |
17,331 |
17,331 |
17,331 |
17,268 |
| S1 |
16,875 |
16,875 |
17,061 |
16,750 |
| S2 |
16,624 |
16,624 |
16,997 |
|
| S3 |
15,917 |
16,168 |
16,932 |
|
| S4 |
15,210 |
15,461 |
16,737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,716 |
16,991 |
725 |
4.2% |
244 |
1.4% |
49% |
False |
True |
208 |
| 10 |
17,828 |
16,991 |
837 |
4.8% |
208 |
1.2% |
42% |
False |
True |
147 |
| 20 |
17,828 |
16,960 |
868 |
5.0% |
190 |
1.1% |
44% |
False |
False |
187 |
| 40 |
17,828 |
15,745 |
2,083 |
12.0% |
210 |
1.2% |
77% |
False |
False |
124 |
| 60 |
17,828 |
15,495 |
2,333 |
13.5% |
223 |
1.3% |
79% |
False |
False |
87 |
| 80 |
17,828 |
15,495 |
2,333 |
13.5% |
197 |
1.1% |
79% |
False |
False |
65 |
| 100 |
17,886 |
15,495 |
2,391 |
13.8% |
171 |
1.0% |
77% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,923 |
|
2.618 |
18,323 |
|
1.618 |
17,955 |
|
1.000 |
17,727 |
|
0.618 |
17,587 |
|
HIGH |
17,359 |
|
0.618 |
17,219 |
|
0.500 |
17,175 |
|
0.382 |
17,132 |
|
LOW |
16,991 |
|
0.618 |
16,764 |
|
1.000 |
16,623 |
|
1.618 |
16,396 |
|
2.618 |
16,028 |
|
4.250 |
15,427 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,288 |
17,334 |
| PP |
17,232 |
17,322 |
| S1 |
17,175 |
17,311 |
|