| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
17,366 |
17,621 |
255 |
1.5% |
17,765 |
| High |
17,630 |
17,680 |
50 |
0.3% |
17,787 |
| Low |
17,341 |
17,570 |
229 |
1.3% |
17,080 |
| Close |
17,613 |
17,633 |
20 |
0.1% |
17,126 |
| Range |
289 |
110 |
-179 |
-61.9% |
707 |
| ATR |
211 |
204 |
-7 |
-3.4% |
0 |
| Volume |
113 |
522 |
409 |
361.9% |
977 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,958 |
17,905 |
17,694 |
|
| R3 |
17,848 |
17,795 |
17,663 |
|
| R2 |
17,738 |
17,738 |
17,653 |
|
| R1 |
17,685 |
17,685 |
17,643 |
17,712 |
| PP |
17,628 |
17,628 |
17,628 |
17,641 |
| S1 |
17,575 |
17,575 |
17,623 |
17,602 |
| S2 |
17,518 |
17,518 |
17,613 |
|
| S3 |
17,408 |
17,465 |
17,603 |
|
| S4 |
17,298 |
17,355 |
17,573 |
|
|
| 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 |
17,680 |
16,991 |
689 |
3.9% |
240 |
1.4% |
93% |
True |
False |
229 |
| 10 |
17,787 |
16,991 |
796 |
4.5% |
215 |
1.2% |
81% |
False |
False |
189 |
| 20 |
17,828 |
16,991 |
837 |
4.7% |
185 |
1.0% |
77% |
False |
False |
211 |
| 40 |
17,828 |
15,745 |
2,083 |
11.8% |
202 |
1.1% |
91% |
False |
False |
140 |
| 60 |
17,828 |
15,745 |
2,083 |
11.8% |
208 |
1.2% |
91% |
False |
False |
99 |
| 80 |
17,828 |
15,495 |
2,333 |
13.2% |
198 |
1.1% |
92% |
False |
False |
74 |
| 100 |
17,886 |
15,495 |
2,391 |
13.6% |
177 |
1.0% |
89% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,148 |
|
2.618 |
17,968 |
|
1.618 |
17,858 |
|
1.000 |
17,790 |
|
0.618 |
17,748 |
|
HIGH |
17,680 |
|
0.618 |
17,638 |
|
0.500 |
17,625 |
|
0.382 |
17,612 |
|
LOW |
17,570 |
|
0.618 |
17,502 |
|
1.000 |
17,460 |
|
1.618 |
17,392 |
|
2.618 |
17,282 |
|
4.250 |
17,103 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,630 |
17,589 |
| PP |
17,628 |
17,545 |
| S1 |
17,625 |
17,501 |
|