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 |
3,456.0 |
3,434.0 |
-22.0 |
-0.6% |
3,292.0 |
High |
3,459.0 |
3,439.0 |
-20.0 |
-0.6% |
3,477.0 |
Low |
3,422.0 |
3,373.0 |
-49.0 |
-1.4% |
3,283.0 |
Close |
3,453.0 |
3,406.0 |
-47.0 |
-1.4% |
3,455.0 |
Range |
37.0 |
66.0 |
29.0 |
78.4% |
194.0 |
ATR |
63.1 |
64.3 |
1.2 |
1.9% |
0.0 |
Volume |
1,489,430 |
977,619 |
-511,811 |
-34.4% |
5,187,241 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,604.0 |
3,571.0 |
3,442.3 |
|
R3 |
3,538.0 |
3,505.0 |
3,424.2 |
|
R2 |
3,472.0 |
3,472.0 |
3,418.1 |
|
R1 |
3,439.0 |
3,439.0 |
3,412.1 |
3,422.5 |
PP |
3,406.0 |
3,406.0 |
3,406.0 |
3,397.8 |
S1 |
3,373.0 |
3,373.0 |
3,400.0 |
3,356.5 |
S2 |
3,340.0 |
3,340.0 |
3,393.9 |
|
S3 |
3,274.0 |
3,307.0 |
3,387.9 |
|
S4 |
3,208.0 |
3,241.0 |
3,369.7 |
|
|
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 |
3,373.0 |
104.0 |
3.1% |
47.2 |
1.4% |
32% |
False |
True |
1,076,707 |
10 |
3,477.0 |
3,283.0 |
194.0 |
5.7% |
63.7 |
1.9% |
63% |
False |
False |
1,179,337 |
20 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
59.8 |
1.8% |
62% |
False |
False |
1,080,695 |
40 |
3,482.0 |
3,026.0 |
456.0 |
13.4% |
59.9 |
1.8% |
83% |
False |
False |
1,087,245 |
60 |
3,482.0 |
2,970.0 |
512.0 |
15.0% |
66.4 |
1.9% |
85% |
False |
False |
1,048,770 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.3% |
69.4 |
2.0% |
63% |
False |
False |
787,957 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
67.1 |
2.0% |
61% |
False |
False |
630,588 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
68.9 |
2.0% |
61% |
False |
False |
526,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,719.5 |
2.618 |
3,611.8 |
1.618 |
3,545.8 |
1.000 |
3,505.0 |
0.618 |
3,479.8 |
HIGH |
3,439.0 |
0.618 |
3,413.8 |
0.500 |
3,406.0 |
0.382 |
3,398.2 |
LOW |
3,373.0 |
0.618 |
3,332.2 |
1.000 |
3,307.0 |
1.618 |
3,266.2 |
2.618 |
3,200.2 |
4.250 |
3,092.5 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,406.0 |
3,422.0 |
PP |
3,406.0 |
3,416.7 |
S1 |
3,406.0 |
3,411.3 |
|