Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,770.90 |
17,820.81 |
49.91 |
0.3% |
17,229.94 |
High |
17,862.60 |
17,854.92 |
-7.68 |
0.0% |
17,914.34 |
Low |
17,683.51 |
17,801.83 |
118.32 |
0.7% |
17,210.43 |
Close |
17,812.19 |
17,813.39 |
1.20 |
0.0% |
17,823.81 |
Range |
179.09 |
53.09 |
-126.00 |
-70.4% |
703.91 |
ATR |
178.16 |
169.22 |
-8.93 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,982.65 |
17,951.11 |
17,842.59 |
|
R3 |
17,929.56 |
17,898.02 |
17,827.99 |
|
R2 |
17,876.47 |
17,876.47 |
17,823.12 |
|
R1 |
17,844.93 |
17,844.93 |
17,818.26 |
17,834.16 |
PP |
17,823.38 |
17,823.38 |
17,823.38 |
17,817.99 |
S1 |
17,791.84 |
17,791.84 |
17,808.52 |
17,781.07 |
S2 |
17,770.29 |
17,770.29 |
17,803.66 |
|
S3 |
17,717.20 |
17,738.75 |
17,798.79 |
|
S4 |
17,664.11 |
17,685.66 |
17,784.19 |
|
|
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 |
17,681.98 |
232.36 |
1.3% |
124.28 |
0.7% |
57% |
False |
False |
|
10 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
175.74 |
1.0% |
86% |
False |
False |
|
20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
162.59 |
0.9% |
79% |
False |
False |
|
40 |
17,977.85 |
16,013.66 |
1,964.19 |
11.0% |
172.64 |
1.0% |
92% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
200.65 |
1.1% |
92% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
232.84 |
1.3% |
94% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
217.66 |
1.2% |
88% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
210.23 |
1.2% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,080.55 |
2.618 |
17,993.91 |
1.618 |
17,940.82 |
1.000 |
17,908.01 |
0.618 |
17,887.73 |
HIGH |
17,854.92 |
0.618 |
17,834.64 |
0.500 |
17,828.38 |
0.382 |
17,822.11 |
LOW |
17,801.83 |
0.618 |
17,769.02 |
1.000 |
17,748.74 |
1.618 |
17,715.93 |
2.618 |
17,662.84 |
4.250 |
17,576.20 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,828.38 |
17,800.88 |
PP |
17,823.38 |
17,788.36 |
S1 |
17,818.39 |
17,775.85 |
|