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 |
5,265.0 |
5,261.0 |
-4.0 |
-0.1% |
4,969.0 |
High |
5,294.0 |
5,276.0 |
-18.0 |
-0.3% |
5,280.0 |
Low |
5,238.0 |
5,224.0 |
-14.0 |
-0.3% |
4,959.0 |
Close |
5,285.0 |
5,230.0 |
-55.0 |
-1.0% |
5,264.0 |
Range |
56.0 |
52.0 |
-4.0 |
-7.1% |
321.0 |
ATR |
83.9 |
82.2 |
-1.6 |
-1.9% |
0.0 |
Volume |
23,375 |
22,107 |
-1,268 |
-5.4% |
146,615 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,399.3 |
5,366.7 |
5,258.6 |
|
R3 |
5,347.3 |
5,314.7 |
5,244.3 |
|
R2 |
5,295.3 |
5,295.3 |
5,239.5 |
|
R1 |
5,262.7 |
5,262.7 |
5,234.8 |
5,253.0 |
PP |
5,243.3 |
5,243.3 |
5,243.3 |
5,238.5 |
S1 |
5,210.7 |
5,210.7 |
5,225.2 |
5,201.0 |
S2 |
5,191.3 |
5,191.3 |
5,220.5 |
|
S3 |
5,139.3 |
5,158.7 |
5,215.7 |
|
S4 |
5,087.3 |
5,106.7 |
5,201.4 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,130.7 |
6,018.3 |
5,440.6 |
|
R3 |
5,809.7 |
5,697.3 |
5,352.3 |
|
R2 |
5,488.7 |
5,488.7 |
5,322.9 |
|
R1 |
5,376.3 |
5,376.3 |
5,293.4 |
5,432.5 |
PP |
5,167.7 |
5,167.7 |
5,167.7 |
5,195.8 |
S1 |
5,055.3 |
5,055.3 |
5,234.6 |
5,111.5 |
S2 |
4,846.7 |
4,846.7 |
5,205.2 |
|
S3 |
4,525.7 |
4,734.3 |
5,175.7 |
|
S4 |
4,204.7 |
4,413.3 |
5,087.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,294.0 |
5,087.0 |
207.0 |
4.0% |
62.6 |
1.2% |
69% |
False |
False |
26,055 |
10 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
66.4 |
1.3% |
81% |
False |
False |
26,575 |
20 |
5,340.0 |
4,959.0 |
381.0 |
7.3% |
73.1 |
1.4% |
71% |
False |
False |
27,195 |
40 |
5,369.0 |
4,899.0 |
470.0 |
9.0% |
66.3 |
1.3% |
70% |
False |
False |
25,513 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
71.8 |
1.4% |
72% |
False |
False |
26,121 |
80 |
5,595.0 |
4,881.0 |
714.0 |
13.7% |
61.7 |
1.2% |
49% |
False |
False |
19,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.0 |
2.618 |
5,412.1 |
1.618 |
5,360.1 |
1.000 |
5,328.0 |
0.618 |
5,308.1 |
HIGH |
5,276.0 |
0.618 |
5,256.1 |
0.500 |
5,250.0 |
0.382 |
5,243.9 |
LOW |
5,224.0 |
0.618 |
5,191.9 |
1.000 |
5,172.0 |
1.618 |
5,139.9 |
2.618 |
5,087.9 |
4.250 |
5,003.0 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,250.0 |
5,259.0 |
PP |
5,243.3 |
5,249.3 |
S1 |
5,236.7 |
5,239.7 |
|