Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,815 |
17,801 |
-14 |
-0.1% |
17,801 |
High |
17,875 |
17,847 |
-28 |
-0.2% |
17,875 |
Low |
17,722 |
17,700 |
-22 |
-0.1% |
17,623 |
Close |
17,801 |
17,714 |
-87 |
-0.5% |
17,801 |
Range |
153 |
147 |
-6 |
-3.9% |
252 |
ATR |
199 |
195 |
-4 |
-1.9% |
0 |
Volume |
75,998 |
104,830 |
28,832 |
37.9% |
366,195 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,195 |
18,101 |
17,795 |
|
R3 |
18,048 |
17,954 |
17,755 |
|
R2 |
17,901 |
17,901 |
17,741 |
|
R1 |
17,807 |
17,807 |
17,728 |
17,781 |
PP |
17,754 |
17,754 |
17,754 |
17,740 |
S1 |
17,660 |
17,660 |
17,701 |
17,634 |
S2 |
17,607 |
17,607 |
17,687 |
|
S3 |
17,460 |
17,513 |
17,674 |
|
S4 |
17,313 |
17,366 |
17,633 |
|
|
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 |
17,875 |
17,623 |
252 |
1.4% |
145 |
0.8% |
36% |
False |
False |
94,205 |
10 |
17,884 |
17,052 |
832 |
4.7% |
189 |
1.1% |
80% |
False |
False |
118,057 |
20 |
17,906 |
17,052 |
854 |
4.8% |
197 |
1.1% |
78% |
False |
False |
128,109 |
40 |
17,906 |
16,328 |
1,578 |
8.9% |
195 |
1.1% |
88% |
False |
False |
131,922 |
60 |
17,906 |
15,799 |
2,107 |
11.9% |
239 |
1.3% |
91% |
False |
False |
142,489 |
80 |
17,906 |
15,256 |
2,650 |
15.0% |
268 |
1.5% |
93% |
False |
False |
107,048 |
100 |
17,979 |
15,256 |
2,723 |
15.4% |
242 |
1.4% |
90% |
False |
False |
85,646 |
120 |
18,002 |
15,256 |
2,746 |
15.5% |
224 |
1.3% |
90% |
False |
False |
71,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,472 |
2.618 |
18,232 |
1.618 |
18,085 |
1.000 |
17,994 |
0.618 |
17,938 |
HIGH |
17,847 |
0.618 |
17,791 |
0.500 |
17,774 |
0.382 |
17,756 |
LOW |
17,700 |
0.618 |
17,609 |
1.000 |
17,553 |
1.618 |
17,462 |
2.618 |
17,315 |
4.250 |
17,075 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,774 |
17,788 |
PP |
17,754 |
17,763 |
S1 |
17,734 |
17,739 |
|