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 |
3,434.0 |
3,420.0 |
-14.0 |
-0.4% |
3,292.0 |
High |
3,439.0 |
3,474.0 |
35.0 |
1.0% |
3,477.0 |
Low |
3,373.0 |
3,402.0 |
29.0 |
0.9% |
3,283.0 |
Close |
3,406.0 |
3,460.0 |
54.0 |
1.6% |
3,455.0 |
Range |
66.0 |
72.0 |
6.0 |
9.1% |
194.0 |
ATR |
64.3 |
64.9 |
0.5 |
0.9% |
0.0 |
Volume |
977,619 |
712,842 |
-264,777 |
-27.1% |
5,187,241 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,661.3 |
3,632.7 |
3,499.6 |
|
R3 |
3,589.3 |
3,560.7 |
3,479.8 |
|
R2 |
3,517.3 |
3,517.3 |
3,473.2 |
|
R1 |
3,488.7 |
3,488.7 |
3,466.6 |
3,503.0 |
PP |
3,445.3 |
3,445.3 |
3,445.3 |
3,452.5 |
S1 |
3,416.7 |
3,416.7 |
3,453.4 |
3,431.0 |
S2 |
3,373.3 |
3,373.3 |
3,446.8 |
|
S3 |
3,301.3 |
3,344.7 |
3,440.2 |
|
S4 |
3,229.3 |
3,272.7 |
3,420.4 |
|
|
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 |
3.0% |
52.0 |
1.5% |
84% |
False |
False |
1,006,679 |
10 |
3,477.0 |
3,283.0 |
194.0 |
5.6% |
66.5 |
1.9% |
91% |
False |
False |
1,122,788 |
20 |
3,482.0 |
3,283.0 |
199.0 |
5.8% |
59.9 |
1.7% |
89% |
False |
False |
1,068,092 |
40 |
3,482.0 |
3,026.0 |
456.0 |
13.2% |
60.5 |
1.7% |
95% |
False |
False |
1,072,911 |
60 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
66.2 |
1.9% |
96% |
False |
False |
1,060,507 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.0% |
70.0 |
2.0% |
70% |
False |
False |
796,866 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
66.9 |
1.9% |
68% |
False |
False |
637,709 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
69.0 |
2.0% |
68% |
False |
False |
532,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,780.0 |
2.618 |
3,662.5 |
1.618 |
3,590.5 |
1.000 |
3,546.0 |
0.618 |
3,518.5 |
HIGH |
3,474.0 |
0.618 |
3,446.5 |
0.500 |
3,438.0 |
0.382 |
3,429.5 |
LOW |
3,402.0 |
0.618 |
3,357.5 |
1.000 |
3,330.0 |
1.618 |
3,285.5 |
2.618 |
3,213.5 |
4.250 |
3,096.0 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,452.7 |
3,447.8 |
PP |
3,445.3 |
3,435.7 |
S1 |
3,438.0 |
3,423.5 |
|