| 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 |
19,350 |
19,700 |
350 |
1.8% |
19,480 |
| High |
19,790 |
19,935 |
145 |
0.7% |
19,875 |
| Low |
19,340 |
19,700 |
360 |
1.9% |
19,475 |
| Close |
19,755 |
19,890 |
135 |
0.7% |
19,490 |
| Range |
450 |
235 |
-215 |
-47.8% |
400 |
| ATR |
263 |
261 |
-2 |
-0.8% |
0 |
| Volume |
24 |
8 |
-16 |
-66.7% |
74 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,547 |
20,453 |
20,019 |
|
| R3 |
20,312 |
20,218 |
19,955 |
|
| R2 |
20,077 |
20,077 |
19,933 |
|
| R1 |
19,983 |
19,983 |
19,912 |
20,030 |
| PP |
19,842 |
19,842 |
19,842 |
19,865 |
| S1 |
19,748 |
19,748 |
19,869 |
19,795 |
| S2 |
19,607 |
19,607 |
19,847 |
|
| S3 |
19,372 |
19,513 |
19,826 |
|
| S4 |
19,137 |
19,278 |
19,761 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,813 |
20,552 |
19,710 |
|
| R3 |
20,413 |
20,152 |
19,600 |
|
| R2 |
20,013 |
20,013 |
19,563 |
|
| R1 |
19,752 |
19,752 |
19,527 |
19,883 |
| PP |
19,613 |
19,613 |
19,613 |
19,679 |
| S1 |
19,352 |
19,352 |
19,453 |
19,483 |
| S2 |
19,213 |
19,213 |
19,417 |
|
| S3 |
18,813 |
18,952 |
19,380 |
|
| S4 |
18,413 |
18,552 |
19,270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,935 |
19,340 |
595 |
3.0% |
255 |
1.3% |
92% |
True |
False |
16 |
| 10 |
19,935 |
19,080 |
855 |
4.3% |
232 |
1.2% |
95% |
True |
False |
15 |
| 20 |
19,935 |
18,520 |
1,415 |
7.1% |
208 |
1.0% |
97% |
True |
False |
10 |
| 40 |
19,935 |
17,160 |
2,775 |
14.0% |
203 |
1.0% |
98% |
True |
False |
6 |
| 60 |
19,935 |
17,160 |
2,775 |
14.0% |
167 |
0.8% |
98% |
True |
False |
4 |
| 80 |
20,945 |
17,160 |
3,785 |
19.0% |
126 |
0.6% |
72% |
False |
False |
3 |
| 100 |
20,945 |
17,160 |
3,785 |
19.0% |
100 |
0.5% |
72% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,934 |
|
2.618 |
20,550 |
|
1.618 |
20,315 |
|
1.000 |
20,170 |
|
0.618 |
20,080 |
|
HIGH |
19,935 |
|
0.618 |
19,845 |
|
0.500 |
19,818 |
|
0.382 |
19,790 |
|
LOW |
19,700 |
|
0.618 |
19,555 |
|
1.000 |
19,465 |
|
1.618 |
19,320 |
|
2.618 |
19,085 |
|
4.250 |
18,701 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,866 |
19,806 |
| PP |
19,842 |
19,722 |
| S1 |
19,818 |
19,638 |
|