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 |
1,076.4 |
1,068.5 |
-7.9 |
-0.7% |
1,087.9 |
High |
1,076.5 |
1,080.7 |
4.2 |
0.4% |
1,097.4 |
Low |
1,065.0 |
1,068.1 |
3.1 |
0.3% |
1,062.0 |
Close |
1,066.8 |
1,073.8 |
7.0 |
0.7% |
1,076.3 |
Range |
11.5 |
12.6 |
1.1 |
9.6% |
35.4 |
ATR |
15.2 |
15.1 |
-0.1 |
-0.6% |
0.0 |
Volume |
178,092 |
158,532 |
-19,560 |
-11.0% |
822,738 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.0 |
1,105.5 |
1,080.7 |
|
R3 |
1,099.4 |
1,092.9 |
1,077.3 |
|
R2 |
1,086.8 |
1,086.8 |
1,076.1 |
|
R1 |
1,080.3 |
1,080.3 |
1,075.0 |
1,083.6 |
PP |
1,074.2 |
1,074.2 |
1,074.2 |
1,075.8 |
S1 |
1,067.7 |
1,067.7 |
1,072.6 |
1,071.0 |
S2 |
1,061.6 |
1,061.6 |
1,071.5 |
|
S3 |
1,049.0 |
1,055.1 |
1,070.3 |
|
S4 |
1,036.4 |
1,042.5 |
1,066.9 |
|
|
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 |
2.3% |
13.5 |
1.3% |
47% |
False |
False |
165,304 |
10 |
1,097.4 |
1,062.0 |
35.4 |
3.3% |
14.1 |
1.3% |
33% |
False |
False |
167,021 |
20 |
1,183.1 |
1,062.0 |
121.1 |
11.3% |
15.3 |
1.4% |
10% |
False |
False |
159,416 |
40 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.5 |
1.4% |
9% |
False |
False |
144,694 |
60 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.3 |
1.4% |
9% |
False |
False |
138,321 |
80 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.7 |
1.5% |
9% |
False |
False |
142,220 |
100 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.9 |
1.5% |
9% |
False |
False |
124,581 |
120 |
1,207.3 |
1,062.0 |
145.3 |
13.5% |
15.2 |
1.4% |
8% |
False |
False |
104,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.3 |
2.618 |
1,113.7 |
1.618 |
1,101.1 |
1.000 |
1,093.3 |
0.618 |
1,088.5 |
HIGH |
1,080.7 |
0.618 |
1,075.9 |
0.500 |
1,074.4 |
0.382 |
1,072.9 |
LOW |
1,068.1 |
0.618 |
1,060.3 |
1.000 |
1,055.5 |
1.618 |
1,047.7 |
2.618 |
1,035.1 |
4.250 |
1,014.6 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,074.4 |
1,076.1 |
PP |
1,074.2 |
1,075.3 |
S1 |
1,074.0 |
1,074.6 |
|