Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,079.7 |
1,076.4 |
-3.3 |
-0.3% |
1,087.9 |
High |
1,087.2 |
1,076.5 |
-10.7 |
-1.0% |
1,097.4 |
Low |
1,074.9 |
1,065.0 |
-9.9 |
-0.9% |
1,062.0 |
Close |
1,076.3 |
1,066.8 |
-9.5 |
-0.9% |
1,076.3 |
Range |
12.3 |
11.5 |
-0.8 |
-6.5% |
35.4 |
ATR |
15.5 |
15.2 |
-0.3 |
-1.9% |
0.0 |
Volume |
157,703 |
178,092 |
20,389 |
12.9% |
822,738 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,103.9 |
1,096.9 |
1,073.1 |
|
R3 |
1,092.4 |
1,085.4 |
1,070.0 |
|
R2 |
1,080.9 |
1,080.9 |
1,068.9 |
|
R1 |
1,073.9 |
1,073.9 |
1,067.9 |
1,071.7 |
PP |
1,069.4 |
1,069.4 |
1,069.4 |
1,068.3 |
S1 |
1,062.4 |
1,062.4 |
1,065.7 |
1,060.2 |
S2 |
1,057.9 |
1,057.9 |
1,064.7 |
|
S3 |
1,046.4 |
1,050.9 |
1,063.6 |
|
S4 |
1,034.9 |
1,039.4 |
1,060.5 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,184.8 |
1,165.9 |
1,095.8 |
|
R3 |
1,149.4 |
1,130.5 |
1,086.0 |
|
R2 |
1,114.0 |
1,114.0 |
1,082.8 |
|
R1 |
1,095.1 |
1,095.1 |
1,079.5 |
1,086.9 |
PP |
1,078.6 |
1,078.6 |
1,078.6 |
1,074.4 |
S1 |
1,059.7 |
1,059.7 |
1,073.1 |
1,051.5 |
S2 |
1,043.2 |
1,043.2 |
1,069.8 |
|
S3 |
1,007.8 |
1,024.3 |
1,066.6 |
|
S4 |
972.4 |
988.9 |
1,056.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,087.2 |
1,062.0 |
25.2 |
2.4% |
15.1 |
1.4% |
19% |
False |
False |
169,889 |
10 |
1,097.4 |
1,062.0 |
35.4 |
3.3% |
13.9 |
1.3% |
14% |
False |
False |
165,585 |
20 |
1,183.1 |
1,062.0 |
121.1 |
11.4% |
15.1 |
1.4% |
4% |
False |
False |
156,073 |
40 |
1,191.7 |
1,062.0 |
129.7 |
12.2% |
15.5 |
1.4% |
4% |
False |
False |
143,370 |
60 |
1,191.7 |
1,062.0 |
129.7 |
12.2% |
15.2 |
1.4% |
4% |
False |
False |
137,328 |
80 |
1,191.7 |
1,062.0 |
129.7 |
12.2% |
15.7 |
1.5% |
4% |
False |
False |
141,562 |
100 |
1,191.7 |
1,062.0 |
129.7 |
12.2% |
15.9 |
1.5% |
4% |
False |
False |
123,103 |
120 |
1,207.3 |
1,062.0 |
145.3 |
13.6% |
15.2 |
1.4% |
3% |
False |
False |
103,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.4 |
2.618 |
1,106.6 |
1.618 |
1,095.1 |
1.000 |
1,088.0 |
0.618 |
1,083.6 |
HIGH |
1,076.5 |
0.618 |
1,072.1 |
0.500 |
1,070.8 |
0.382 |
1,069.4 |
LOW |
1,065.0 |
0.618 |
1,057.9 |
1.000 |
1,053.5 |
1.618 |
1,046.4 |
2.618 |
1,034.9 |
4.250 |
1,016.1 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,070.8 |
1,076.1 |
PP |
1,069.4 |
1,073.0 |
S1 |
1,068.1 |
1,069.9 |
|