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 |
1,068.5 |
1,075.0 |
6.5 |
0.6% |
1,087.9 |
High |
1,080.7 |
1,080.4 |
-0.3 |
0.0% |
1,097.4 |
Low |
1,068.1 |
1,067.1 |
-1.0 |
-0.1% |
1,062.0 |
Close |
1,073.8 |
1,070.0 |
-3.8 |
-0.4% |
1,076.3 |
Range |
12.6 |
13.3 |
0.7 |
5.6% |
35.4 |
ATR |
15.1 |
15.0 |
-0.1 |
-0.9% |
0.0 |
Volume |
158,532 |
148,662 |
-9,870 |
-6.2% |
822,738 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.4 |
1,104.5 |
1,077.3 |
|
R3 |
1,099.1 |
1,091.2 |
1,073.7 |
|
R2 |
1,085.8 |
1,085.8 |
1,072.4 |
|
R1 |
1,077.9 |
1,077.9 |
1,071.2 |
1,075.2 |
PP |
1,072.5 |
1,072.5 |
1,072.5 |
1,071.2 |
S1 |
1,064.6 |
1,064.6 |
1,068.8 |
1,061.9 |
S2 |
1,059.2 |
1,059.2 |
1,067.6 |
|
S3 |
1,045.9 |
1,051.3 |
1,066.3 |
|
S4 |
1,032.6 |
1,038.0 |
1,062.7 |
|
|
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 |
1,065.0 |
22.2 |
2.1% |
13.6 |
1.3% |
23% |
False |
False |
164,108 |
10 |
1,097.4 |
1,062.0 |
35.4 |
3.3% |
14.4 |
1.3% |
23% |
False |
False |
164,715 |
20 |
1,162.5 |
1,062.0 |
100.5 |
9.4% |
14.4 |
1.3% |
8% |
False |
False |
157,484 |
40 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.4 |
1.4% |
6% |
False |
False |
144,499 |
60 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.2 |
1.4% |
6% |
False |
False |
138,651 |
80 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.7 |
1.5% |
6% |
False |
False |
142,652 |
100 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.8 |
1.5% |
6% |
False |
False |
126,010 |
120 |
1,207.3 |
1,062.0 |
145.3 |
13.6% |
15.3 |
1.4% |
6% |
False |
False |
105,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.9 |
2.618 |
1,115.2 |
1.618 |
1,101.9 |
1.000 |
1,093.7 |
0.618 |
1,088.6 |
HIGH |
1,080.4 |
0.618 |
1,075.3 |
0.500 |
1,073.8 |
0.382 |
1,072.2 |
LOW |
1,067.1 |
0.618 |
1,058.9 |
1.000 |
1,053.8 |
1.618 |
1,045.6 |
2.618 |
1,032.3 |
4.250 |
1,010.6 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,073.8 |
1,072.9 |
PP |
1,072.5 |
1,071.9 |
S1 |
1,071.3 |
1,071.0 |
|