Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,806.04 |
17,802.84 |
-3.20 |
0.0% |
17,823.61 |
High |
17,830.36 |
17,837.24 |
6.88 |
0.0% |
17,868.18 |
Low |
17,749.32 |
17,719.79 |
-29.53 |
-0.2% |
17,683.51 |
Close |
17,798.49 |
17,719.92 |
-78.57 |
-0.4% |
17,798.49 |
Range |
81.04 |
117.45 |
36.41 |
44.9% |
184.67 |
ATR |
162.92 |
159.68 |
-3.25 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,111.33 |
18,033.08 |
17,784.52 |
|
R3 |
17,993.88 |
17,915.63 |
17,752.22 |
|
R2 |
17,876.43 |
17,876.43 |
17,741.45 |
|
R1 |
17,798.18 |
17,798.18 |
17,730.69 |
17,778.58 |
PP |
17,758.98 |
17,758.98 |
17,758.98 |
17,749.19 |
S1 |
17,680.73 |
17,680.73 |
17,709.15 |
17,661.13 |
S2 |
17,641.53 |
17,641.53 |
17,698.39 |
|
S3 |
17,524.08 |
17,563.28 |
17,687.62 |
|
S4 |
17,406.63 |
17,445.83 |
17,655.32 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,337.40 |
18,252.62 |
17,900.06 |
|
R3 |
18,152.73 |
18,067.95 |
17,849.27 |
|
R2 |
17,968.06 |
17,968.06 |
17,832.35 |
|
R1 |
17,883.28 |
17,883.28 |
17,815.42 |
17,833.34 |
PP |
17,783.39 |
17,783.39 |
17,783.39 |
17,758.42 |
S1 |
17,698.61 |
17,698.61 |
17,781.56 |
17,648.67 |
S2 |
17,598.72 |
17,598.72 |
17,764.63 |
|
S3 |
17,414.05 |
17,513.94 |
17,747.71 |
|
S4 |
17,229.38 |
17,329.27 |
17,696.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,868.18 |
17,683.51 |
184.67 |
1.0% |
109.46 |
0.6% |
20% |
False |
False |
|
10 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
150.71 |
0.9% |
72% |
False |
False |
|
20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
160.59 |
0.9% |
66% |
False |
False |
|
40 |
17,977.85 |
16,502.10 |
1,475.75 |
8.3% |
159.24 |
0.9% |
83% |
False |
False |
|
60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
195.17 |
1.1% |
87% |
False |
False |
|
80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
230.60 |
1.3% |
90% |
False |
False |
|
100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
214.68 |
1.2% |
85% |
False |
False |
|
120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
208.70 |
1.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,336.40 |
2.618 |
18,144.72 |
1.618 |
18,027.27 |
1.000 |
17,954.69 |
0.618 |
17,909.82 |
HIGH |
17,837.24 |
0.618 |
17,792.37 |
0.500 |
17,778.52 |
0.382 |
17,764.66 |
LOW |
17,719.79 |
0.618 |
17,647.21 |
1.000 |
17,602.34 |
1.618 |
17,529.76 |
2.618 |
17,412.31 |
4.250 |
17,220.63 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,778.52 |
17,787.36 |
PP |
17,758.98 |
17,764.88 |
S1 |
17,739.45 |
17,742.40 |
|