Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,444.0 |
3,456.0 |
12.0 |
0.3% |
3,292.0 |
High |
3,471.0 |
3,459.0 |
-12.0 |
-0.3% |
3,477.0 |
Low |
3,426.0 |
3,422.0 |
-4.0 |
-0.1% |
3,283.0 |
Close |
3,455.0 |
3,453.0 |
-2.0 |
-0.1% |
3,455.0 |
Range |
45.0 |
37.0 |
-8.0 |
-17.8% |
194.0 |
ATR |
65.1 |
63.1 |
-2.0 |
-3.1% |
0.0 |
Volume |
856,061 |
1,489,430 |
633,369 |
74.0% |
5,187,241 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,555.7 |
3,541.3 |
3,473.4 |
|
R3 |
3,518.7 |
3,504.3 |
3,463.2 |
|
R2 |
3,481.7 |
3,481.7 |
3,459.8 |
|
R1 |
3,467.3 |
3,467.3 |
3,456.4 |
3,456.0 |
PP |
3,444.7 |
3,444.7 |
3,444.7 |
3,439.0 |
S1 |
3,430.3 |
3,430.3 |
3,449.6 |
3,419.0 |
S2 |
3,407.7 |
3,407.7 |
3,446.2 |
|
S3 |
3,370.7 |
3,393.3 |
3,442.8 |
|
S4 |
3,333.7 |
3,356.3 |
3,432.7 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,987.0 |
3,915.0 |
3,561.7 |
|
R3 |
3,793.0 |
3,721.0 |
3,508.4 |
|
R2 |
3,599.0 |
3,599.0 |
3,490.6 |
|
R1 |
3,527.0 |
3,527.0 |
3,472.8 |
3,563.0 |
PP |
3,405.0 |
3,405.0 |
3,405.0 |
3,423.0 |
S1 |
3,333.0 |
3,333.0 |
3,437.2 |
3,369.0 |
S2 |
3,211.0 |
3,211.0 |
3,419.4 |
|
S3 |
3,017.0 |
3,139.0 |
3,401.7 |
|
S4 |
2,823.0 |
2,945.0 |
3,348.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,477.0 |
3,382.0 |
95.0 |
2.8% |
48.4 |
1.4% |
75% |
False |
False |
1,083,334 |
10 |
3,477.0 |
3,283.0 |
194.0 |
5.6% |
61.8 |
1.8% |
88% |
False |
False |
1,166,897 |
20 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
58.4 |
1.7% |
85% |
False |
False |
1,080,059 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
60.2 |
1.7% |
94% |
False |
False |
1,096,973 |
60 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
66.0 |
1.9% |
94% |
False |
False |
1,032,626 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.1% |
69.2 |
2.0% |
69% |
False |
False |
775,740 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
67.3 |
1.9% |
67% |
False |
False |
620,868 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
68.6 |
2.0% |
67% |
False |
False |
518,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,616.3 |
2.618 |
3,555.9 |
1.618 |
3,518.9 |
1.000 |
3,496.0 |
0.618 |
3,481.9 |
HIGH |
3,459.0 |
0.618 |
3,444.9 |
0.500 |
3,440.5 |
0.382 |
3,436.1 |
LOW |
3,422.0 |
0.618 |
3,399.1 |
1.000 |
3,385.0 |
1.618 |
3,362.1 |
2.618 |
3,325.1 |
4.250 |
3,264.8 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,448.8 |
3,451.8 |
PP |
3,444.7 |
3,450.7 |
S1 |
3,440.5 |
3,449.5 |
|