| 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 |
17,358 |
17,366 |
8 |
0.0% |
17,765 |
| High |
17,474 |
17,630 |
156 |
0.9% |
17,787 |
| Low |
17,321 |
17,341 |
20 |
0.1% |
17,080 |
| Close |
17,380 |
17,613 |
233 |
1.3% |
17,126 |
| Range |
153 |
289 |
136 |
88.9% |
707 |
| ATR |
206 |
211 |
6 |
2.9% |
0 |
| Volume |
89 |
113 |
24 |
27.0% |
977 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,395 |
18,293 |
17,772 |
|
| R3 |
18,106 |
18,004 |
17,693 |
|
| R2 |
17,817 |
17,817 |
17,666 |
|
| R1 |
17,715 |
17,715 |
17,640 |
17,766 |
| PP |
17,528 |
17,528 |
17,528 |
17,554 |
| S1 |
17,426 |
17,426 |
17,587 |
17,477 |
| S2 |
17,239 |
17,239 |
17,560 |
|
| S3 |
16,950 |
17,137 |
17,534 |
|
| S4 |
16,661 |
16,848 |
17,454 |
|
|
| 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 |
17,631 |
16,991 |
640 |
3.6% |
281 |
1.6% |
97% |
False |
False |
209 |
| 10 |
17,788 |
16,991 |
797 |
4.5% |
219 |
1.2% |
78% |
False |
False |
144 |
| 20 |
17,828 |
16,960 |
868 |
4.9% |
198 |
1.1% |
75% |
False |
False |
189 |
| 40 |
17,828 |
15,745 |
2,083 |
11.8% |
208 |
1.2% |
90% |
False |
False |
127 |
| 60 |
17,828 |
15,495 |
2,333 |
13.2% |
216 |
1.2% |
91% |
False |
False |
90 |
| 80 |
17,828 |
15,495 |
2,333 |
13.2% |
198 |
1.1% |
91% |
False |
False |
68 |
| 100 |
17,886 |
15,495 |
2,391 |
13.6% |
176 |
1.0% |
89% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,858 |
|
2.618 |
18,387 |
|
1.618 |
18,098 |
|
1.000 |
17,919 |
|
0.618 |
17,809 |
|
HIGH |
17,630 |
|
0.618 |
17,520 |
|
0.500 |
17,486 |
|
0.382 |
17,452 |
|
LOW |
17,341 |
|
0.618 |
17,163 |
|
1.000 |
17,052 |
|
1.618 |
16,874 |
|
2.618 |
16,585 |
|
4.250 |
16,113 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,571 |
17,512 |
| PP |
17,528 |
17,411 |
| S1 |
17,486 |
17,311 |
|