Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,823.61 |
17,770.90 |
-52.71 |
-0.3% |
17,229.94 |
High |
17,868.18 |
17,862.60 |
-5.58 |
0.0% |
17,914.34 |
Low |
17,751.53 |
17,683.51 |
-68.02 |
-0.4% |
17,210.43 |
Close |
17,792.68 |
17,812.19 |
19.51 |
0.1% |
17,823.81 |
Range |
116.65 |
179.09 |
62.44 |
53.5% |
703.91 |
ATR |
178.08 |
178.16 |
0.07 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,323.37 |
18,246.87 |
17,910.69 |
|
R3 |
18,144.28 |
18,067.78 |
17,861.44 |
|
R2 |
17,965.19 |
17,965.19 |
17,845.02 |
|
R1 |
17,888.69 |
17,888.69 |
17,828.61 |
17,926.94 |
PP |
17,786.10 |
17,786.10 |
17,786.10 |
17,805.23 |
S1 |
17,709.60 |
17,709.60 |
17,795.77 |
17,747.85 |
S2 |
17,607.01 |
17,607.01 |
17,779.36 |
|
S3 |
17,427.92 |
17,530.51 |
17,762.94 |
|
S4 |
17,248.83 |
17,351.42 |
17,713.69 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,761.26 |
19,496.44 |
18,210.96 |
|
R3 |
19,057.35 |
18,792.53 |
18,017.39 |
|
R2 |
18,353.44 |
18,353.44 |
17,952.86 |
|
R1 |
18,088.62 |
18,088.62 |
17,888.34 |
18,221.03 |
PP |
17,649.53 |
17,649.53 |
17,649.53 |
17,715.73 |
S1 |
17,384.71 |
17,384.71 |
17,759.28 |
17,517.12 |
S2 |
16,945.62 |
16,945.62 |
17,694.76 |
|
S3 |
16,241.71 |
16,680.80 |
17,630.23 |
|
S4 |
15,537.80 |
15,976.89 |
17,436.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,914.34 |
17,485.49 |
428.85 |
2.4% |
167.00 |
0.9% |
76% |
False |
False |
|
10 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
181.46 |
1.0% |
85% |
False |
False |
|
20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
171.09 |
1.0% |
78% |
False |
False |
|
40 |
17,977.85 |
16,013.66 |
1,964.19 |
11.0% |
177.32 |
1.0% |
92% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
208.90 |
1.2% |
92% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
233.81 |
1.3% |
94% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
220.41 |
1.2% |
88% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
210.56 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,623.73 |
2.618 |
18,331.46 |
1.618 |
18,152.37 |
1.000 |
18,041.69 |
0.618 |
17,973.28 |
HIGH |
17,862.60 |
0.618 |
17,794.19 |
0.500 |
17,773.06 |
0.382 |
17,751.92 |
LOW |
17,683.51 |
0.618 |
17,572.83 |
1.000 |
17,504.42 |
1.618 |
17,393.74 |
2.618 |
17,214.65 |
4.250 |
16,922.38 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,799.15 |
17,807.77 |
PP |
17,786.10 |
17,803.35 |
S1 |
17,773.06 |
17,798.93 |
|