Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,075.0 |
1,071.7 |
-3.3 |
-0.3% |
1,076.4 |
High |
1,080.4 |
1,073.5 |
-6.9 |
-0.6% |
1,080.7 |
Low |
1,067.1 |
1,051.1 |
-16.0 |
-1.5% |
1,051.1 |
Close |
1,070.0 |
1,056.2 |
-13.8 |
-1.3% |
1,056.2 |
Range |
13.3 |
22.4 |
9.1 |
68.4% |
29.6 |
ATR |
15.0 |
15.5 |
0.5 |
3.5% |
0.0 |
Volume |
148,662 |
52,133 |
-96,529 |
-64.9% |
537,419 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.5 |
1,114.2 |
1,068.5 |
|
R3 |
1,105.1 |
1,091.8 |
1,062.4 |
|
R2 |
1,082.7 |
1,082.7 |
1,060.3 |
|
R1 |
1,069.4 |
1,069.4 |
1,058.3 |
1,064.9 |
PP |
1,060.3 |
1,060.3 |
1,060.3 |
1,058.0 |
S1 |
1,047.0 |
1,047.0 |
1,054.1 |
1,042.5 |
S2 |
1,037.9 |
1,037.9 |
1,052.1 |
|
S3 |
1,015.5 |
1,024.6 |
1,050.0 |
|
S4 |
993.1 |
1,002.2 |
1,043.9 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.5 |
1,133.4 |
1,072.5 |
|
R3 |
1,121.9 |
1,103.8 |
1,064.3 |
|
R2 |
1,092.3 |
1,092.3 |
1,061.6 |
|
R1 |
1,074.2 |
1,074.2 |
1,058.9 |
1,068.5 |
PP |
1,062.7 |
1,062.7 |
1,062.7 |
1,059.8 |
S1 |
1,044.6 |
1,044.6 |
1,053.5 |
1,038.9 |
S2 |
1,033.1 |
1,033.1 |
1,050.8 |
|
S3 |
1,003.5 |
1,015.0 |
1,048.1 |
|
S4 |
973.9 |
985.4 |
1,039.9 |
|
|
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 |
1,051.1 |
36.1 |
3.4% |
14.4 |
1.4% |
14% |
False |
True |
139,024 |
10 |
1,097.4 |
1,051.1 |
46.3 |
4.4% |
15.0 |
1.4% |
11% |
False |
True |
149,098 |
20 |
1,149.8 |
1,051.1 |
98.7 |
9.3% |
14.6 |
1.4% |
5% |
False |
True |
152,310 |
40 |
1,191.7 |
1,051.1 |
140.6 |
13.3% |
15.8 |
1.5% |
4% |
False |
True |
143,718 |
60 |
1,191.7 |
1,051.1 |
140.6 |
13.3% |
15.4 |
1.5% |
4% |
False |
True |
137,660 |
80 |
1,191.7 |
1,051.1 |
140.6 |
13.3% |
15.9 |
1.5% |
4% |
False |
True |
141,853 |
100 |
1,191.7 |
1,051.1 |
140.6 |
13.3% |
15.8 |
1.5% |
4% |
False |
True |
126,387 |
120 |
1,207.3 |
1,051.1 |
156.2 |
14.8% |
15.4 |
1.5% |
3% |
False |
True |
106,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.7 |
2.618 |
1,132.1 |
1.618 |
1,109.7 |
1.000 |
1,095.9 |
0.618 |
1,087.3 |
HIGH |
1,073.5 |
0.618 |
1,064.9 |
0.500 |
1,062.3 |
0.382 |
1,059.7 |
LOW |
1,051.1 |
0.618 |
1,037.3 |
1.000 |
1,028.7 |
1.618 |
1,014.9 |
2.618 |
992.5 |
4.250 |
955.9 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,062.3 |
1,065.9 |
PP |
1,060.3 |
1,062.7 |
S1 |
1,058.2 |
1,059.4 |
|