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 |
17,764 |
17,815 |
51 |
0.3% |
17,801 |
High |
17,833 |
17,875 |
42 |
0.2% |
17,875 |
Low |
17,743 |
17,722 |
-21 |
-0.1% |
17,623 |
Close |
17,802 |
17,801 |
-1 |
0.0% |
17,801 |
Range |
90 |
153 |
63 |
70.0% |
252 |
ATR |
202 |
199 |
-4 |
-1.7% |
0 |
Volume |
67,392 |
75,998 |
8,606 |
12.8% |
366,195 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,258 |
18,183 |
17,885 |
|
R3 |
18,105 |
18,030 |
17,843 |
|
R2 |
17,952 |
17,952 |
17,829 |
|
R1 |
17,877 |
17,877 |
17,815 |
17,838 |
PP |
17,799 |
17,799 |
17,799 |
17,780 |
S1 |
17,724 |
17,724 |
17,787 |
17,685 |
S2 |
17,646 |
17,646 |
17,773 |
|
S3 |
17,493 |
17,571 |
17,759 |
|
S4 |
17,340 |
17,418 |
17,717 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,522 |
18,414 |
17,940 |
|
R3 |
18,270 |
18,162 |
17,870 |
|
R2 |
18,018 |
18,018 |
17,847 |
|
R1 |
17,910 |
17,910 |
17,824 |
17,927 |
PP |
17,766 |
17,766 |
17,766 |
17,775 |
S1 |
17,658 |
17,658 |
17,778 |
17,675 |
S2 |
17,514 |
17,514 |
17,755 |
|
S3 |
17,262 |
17,406 |
17,732 |
|
S4 |
17,010 |
17,154 |
17,663 |
|
|
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% |
152 |
0.9% |
68% |
False |
False |
93,926 |
10 |
17,884 |
17,052 |
832 |
4.7% |
203 |
1.1% |
90% |
False |
False |
125,544 |
20 |
17,906 |
17,052 |
854 |
4.8% |
200 |
1.1% |
88% |
False |
False |
128,941 |
40 |
17,906 |
15,908 |
1,998 |
11.2% |
204 |
1.1% |
95% |
False |
False |
136,486 |
60 |
17,906 |
15,799 |
2,107 |
11.8% |
240 |
1.3% |
95% |
False |
False |
140,796 |
80 |
17,906 |
15,256 |
2,650 |
14.9% |
268 |
1.5% |
96% |
False |
False |
105,738 |
100 |
17,979 |
15,256 |
2,723 |
15.3% |
243 |
1.4% |
93% |
False |
False |
84,599 |
120 |
18,002 |
15,256 |
2,746 |
15.4% |
224 |
1.3% |
93% |
False |
False |
70,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,525 |
2.618 |
18,276 |
1.618 |
18,123 |
1.000 |
18,028 |
0.618 |
17,970 |
HIGH |
17,875 |
0.618 |
17,817 |
0.500 |
17,799 |
0.382 |
17,781 |
LOW |
17,722 |
0.618 |
17,628 |
1.000 |
17,569 |
1.618 |
17,475 |
2.618 |
17,322 |
4.250 |
17,072 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,800 |
17,784 |
PP |
17,799 |
17,766 |
S1 |
17,799 |
17,749 |
|