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 |
17,801 |
17,755 |
-46 |
-0.3% |
17,108 |
High |
17,842 |
17,830 |
-12 |
-0.1% |
17,884 |
Low |
17,716 |
17,623 |
-93 |
-0.5% |
17,052 |
Close |
17,762 |
17,765 |
3 |
0.0% |
17,801 |
Range |
126 |
207 |
81 |
64.3% |
832 |
ATR |
211 |
211 |
0 |
-0.1% |
0 |
Volume |
89,886 |
132,919 |
43,033 |
47.9% |
709,552 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,360 |
18,270 |
17,879 |
|
R3 |
18,153 |
18,063 |
17,822 |
|
R2 |
17,946 |
17,946 |
17,803 |
|
R1 |
17,856 |
17,856 |
17,784 |
17,901 |
PP |
17,739 |
17,739 |
17,739 |
17,762 |
S1 |
17,649 |
17,649 |
17,746 |
17,694 |
S2 |
17,532 |
17,532 |
17,727 |
|
S3 |
17,325 |
17,442 |
17,708 |
|
S4 |
17,118 |
17,235 |
17,651 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,075 |
19,770 |
18,259 |
|
R3 |
19,243 |
18,938 |
18,030 |
|
R2 |
18,411 |
18,411 |
17,954 |
|
R1 |
18,106 |
18,106 |
17,877 |
18,259 |
PP |
17,579 |
17,579 |
17,579 |
17,655 |
S1 |
17,274 |
17,274 |
17,725 |
17,427 |
S2 |
16,747 |
16,747 |
17,649 |
|
S3 |
15,915 |
16,442 |
17,572 |
|
S4 |
15,083 |
15,610 |
17,344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,884 |
17,412 |
472 |
2.7% |
189 |
1.1% |
75% |
False |
False |
119,812 |
10 |
17,884 |
17,052 |
832 |
4.7% |
227 |
1.3% |
86% |
False |
False |
139,555 |
20 |
17,906 |
17,052 |
854 |
4.8% |
205 |
1.2% |
83% |
False |
False |
134,835 |
40 |
17,906 |
15,908 |
1,998 |
11.2% |
214 |
1.2% |
93% |
False |
False |
143,476 |
60 |
17,906 |
15,799 |
2,107 |
11.9% |
250 |
1.4% |
93% |
False |
False |
138,452 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
268 |
1.5% |
95% |
False |
False |
103,947 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
245 |
1.4% |
92% |
False |
False |
83,166 |
120 |
18,002 |
15,256 |
2,746 |
15.5% |
222 |
1.3% |
91% |
False |
False |
69,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,710 |
2.618 |
18,372 |
1.618 |
18,165 |
1.000 |
18,037 |
0.618 |
17,958 |
HIGH |
17,830 |
0.618 |
17,751 |
0.500 |
17,727 |
0.382 |
17,702 |
LOW |
17,623 |
0.618 |
17,495 |
1.000 |
17,416 |
1.618 |
17,288 |
2.618 |
17,081 |
4.250 |
16,743 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,752 |
17,761 |
PP |
17,739 |
17,757 |
S1 |
17,727 |
17,754 |
|