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 |
17,755 |
17,764 |
9 |
0.1% |
17,108 |
High |
17,830 |
17,833 |
3 |
0.0% |
17,884 |
Low |
17,623 |
17,743 |
120 |
0.7% |
17,052 |
Close |
17,765 |
17,802 |
37 |
0.2% |
17,801 |
Range |
207 |
90 |
-117 |
-56.5% |
832 |
ATR |
211 |
202 |
-9 |
-4.1% |
0 |
Volume |
132,919 |
67,392 |
-65,527 |
-49.3% |
709,552 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,063 |
18,022 |
17,852 |
|
R3 |
17,973 |
17,932 |
17,827 |
|
R2 |
17,883 |
17,883 |
17,819 |
|
R1 |
17,842 |
17,842 |
17,810 |
17,863 |
PP |
17,793 |
17,793 |
17,793 |
17,803 |
S1 |
17,752 |
17,752 |
17,794 |
17,773 |
S2 |
17,703 |
17,703 |
17,786 |
|
S3 |
17,613 |
17,662 |
17,777 |
|
S4 |
17,523 |
17,572 |
17,753 |
|
|
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 |
17,623 |
261 |
1.5% |
147 |
0.8% |
69% |
False |
False |
102,621 |
10 |
17,884 |
17,052 |
832 |
4.7% |
220 |
1.2% |
90% |
False |
False |
135,180 |
20 |
17,906 |
17,052 |
854 |
4.8% |
197 |
1.1% |
88% |
False |
False |
130,420 |
40 |
17,906 |
15,908 |
1,998 |
11.2% |
209 |
1.2% |
95% |
False |
False |
140,109 |
60 |
17,906 |
15,799 |
2,107 |
11.8% |
243 |
1.4% |
95% |
False |
False |
139,560 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
268 |
1.5% |
96% |
False |
False |
104,789 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
243 |
1.4% |
93% |
False |
False |
83,839 |
120 |
18,002 |
15,256 |
2,746 |
15.4% |
223 |
1.3% |
93% |
False |
False |
69,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,216 |
2.618 |
18,069 |
1.618 |
17,979 |
1.000 |
17,923 |
0.618 |
17,889 |
HIGH |
17,833 |
0.618 |
17,799 |
0.500 |
17,788 |
0.382 |
17,778 |
LOW |
17,743 |
0.618 |
17,688 |
1.000 |
17,653 |
1.618 |
17,598 |
2.618 |
17,508 |
4.250 |
17,361 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,797 |
17,779 |
PP |
17,793 |
17,756 |
S1 |
17,788 |
17,733 |
|