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 |
3,420.0 |
3,477.0 |
57.0 |
1.7% |
3,456.0 |
High |
3,474.0 |
3,513.0 |
39.0 |
1.1% |
3,513.0 |
Low |
3,402.0 |
3,469.0 |
67.0 |
2.0% |
3,373.0 |
Close |
3,460.0 |
3,488.0 |
28.0 |
0.8% |
3,488.0 |
Range |
72.0 |
44.0 |
-28.0 |
-38.9% |
140.0 |
ATR |
64.9 |
64.0 |
-0.8 |
-1.3% |
0.0 |
Volume |
712,842 |
997,860 |
285,018 |
40.0% |
4,177,751 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,622.0 |
3,599.0 |
3,512.2 |
|
R3 |
3,578.0 |
3,555.0 |
3,500.1 |
|
R2 |
3,534.0 |
3,534.0 |
3,496.1 |
|
R1 |
3,511.0 |
3,511.0 |
3,492.0 |
3,522.5 |
PP |
3,490.0 |
3,490.0 |
3,490.0 |
3,495.8 |
S1 |
3,467.0 |
3,467.0 |
3,484.0 |
3,478.5 |
S2 |
3,446.0 |
3,446.0 |
3,479.9 |
|
S3 |
3,402.0 |
3,423.0 |
3,475.9 |
|
S4 |
3,358.0 |
3,379.0 |
3,463.8 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,878.0 |
3,823.0 |
3,565.0 |
|
R3 |
3,738.0 |
3,683.0 |
3,526.5 |
|
R2 |
3,598.0 |
3,598.0 |
3,513.7 |
|
R1 |
3,543.0 |
3,543.0 |
3,500.8 |
3,570.5 |
PP |
3,458.0 |
3,458.0 |
3,458.0 |
3,471.8 |
S1 |
3,403.0 |
3,403.0 |
3,475.2 |
3,430.5 |
S2 |
3,318.0 |
3,318.0 |
3,462.3 |
|
S3 |
3,178.0 |
3,263.0 |
3,449.5 |
|
S4 |
3,038.0 |
3,123.0 |
3,411.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,513.0 |
3,373.0 |
140.0 |
4.0% |
52.8 |
1.5% |
82% |
True |
False |
1,006,762 |
10 |
3,513.0 |
3,283.0 |
230.0 |
6.6% |
60.9 |
1.7% |
89% |
True |
False |
1,079,536 |
20 |
3,513.0 |
3,283.0 |
230.0 |
6.6% |
59.3 |
1.7% |
89% |
True |
False |
1,068,116 |
40 |
3,513.0 |
3,026.0 |
487.0 |
14.0% |
59.1 |
1.7% |
95% |
True |
False |
1,062,481 |
60 |
3,513.0 |
2,970.0 |
543.0 |
15.6% |
65.9 |
1.9% |
95% |
True |
False |
1,076,930 |
80 |
3,677.0 |
2,950.0 |
727.0 |
20.8% |
69.8 |
2.0% |
74% |
False |
False |
809,337 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.5% |
66.8 |
1.9% |
72% |
False |
False |
647,683 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.5% |
68.5 |
2.0% |
72% |
False |
False |
540,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,700.0 |
2.618 |
3,628.2 |
1.618 |
3,584.2 |
1.000 |
3,557.0 |
0.618 |
3,540.2 |
HIGH |
3,513.0 |
0.618 |
3,496.2 |
0.500 |
3,491.0 |
0.382 |
3,485.8 |
LOW |
3,469.0 |
0.618 |
3,441.8 |
1.000 |
3,425.0 |
1.618 |
3,397.8 |
2.618 |
3,353.8 |
4.250 |
3,282.0 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,491.0 |
3,473.0 |
PP |
3,490.0 |
3,458.0 |
S1 |
3,489.0 |
3,443.0 |
|