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 |
3,477.0 |
3,484.0 |
7.0 |
0.2% |
3,456.0 |
High |
3,513.0 |
3,525.0 |
12.0 |
0.3% |
3,513.0 |
Low |
3,469.0 |
3,470.0 |
1.0 |
0.0% |
3,373.0 |
Close |
3,488.0 |
3,505.0 |
17.0 |
0.5% |
3,488.0 |
Range |
44.0 |
55.0 |
11.0 |
25.0% |
140.0 |
ATR |
64.0 |
63.4 |
-0.6 |
-1.0% |
0.0 |
Volume |
997,860 |
1,135,668 |
137,808 |
13.8% |
4,177,751 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,665.0 |
3,640.0 |
3,535.3 |
|
R3 |
3,610.0 |
3,585.0 |
3,520.1 |
|
R2 |
3,555.0 |
3,555.0 |
3,515.1 |
|
R1 |
3,530.0 |
3,530.0 |
3,510.0 |
3,542.5 |
PP |
3,500.0 |
3,500.0 |
3,500.0 |
3,506.3 |
S1 |
3,475.0 |
3,475.0 |
3,500.0 |
3,487.5 |
S2 |
3,445.0 |
3,445.0 |
3,494.9 |
|
S3 |
3,390.0 |
3,420.0 |
3,489.9 |
|
S4 |
3,335.0 |
3,365.0 |
3,474.8 |
|
|
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 |
3,525.0 |
3,373.0 |
152.0 |
4.3% |
54.8 |
1.6% |
87% |
True |
False |
1,062,683 |
10 |
3,525.0 |
3,283.0 |
242.0 |
6.9% |
59.6 |
1.7% |
92% |
True |
False |
1,050,066 |
20 |
3,525.0 |
3,283.0 |
242.0 |
6.9% |
60.1 |
1.7% |
92% |
True |
False |
1,082,509 |
40 |
3,525.0 |
3,121.0 |
404.0 |
11.5% |
57.9 |
1.7% |
95% |
True |
False |
1,060,325 |
60 |
3,525.0 |
2,970.0 |
555.0 |
15.8% |
65.5 |
1.9% |
96% |
True |
False |
1,095,430 |
80 |
3,669.0 |
2,950.0 |
719.0 |
20.5% |
70.1 |
2.0% |
77% |
False |
False |
823,531 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.4% |
66.4 |
1.9% |
74% |
False |
False |
659,035 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.4% |
68.4 |
2.0% |
74% |
False |
False |
550,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,758.8 |
2.618 |
3,669.0 |
1.618 |
3,614.0 |
1.000 |
3,580.0 |
0.618 |
3,559.0 |
HIGH |
3,525.0 |
0.618 |
3,504.0 |
0.500 |
3,497.5 |
0.382 |
3,491.0 |
LOW |
3,470.0 |
0.618 |
3,436.0 |
1.000 |
3,415.0 |
1.618 |
3,381.0 |
2.618 |
3,326.0 |
4.250 |
3,236.3 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,502.5 |
3,491.2 |
PP |
3,500.0 |
3,477.3 |
S1 |
3,497.5 |
3,463.5 |
|