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 |
5,261.0 |
5,227.0 |
-34.0 |
-0.6% |
4,969.0 |
High |
5,276.0 |
5,245.0 |
-31.0 |
-0.6% |
5,280.0 |
Low |
5,224.0 |
5,188.0 |
-36.0 |
-0.7% |
4,959.0 |
Close |
5,230.0 |
5,205.0 |
-25.0 |
-0.5% |
5,264.0 |
Range |
52.0 |
57.0 |
5.0 |
9.6% |
321.0 |
ATR |
82.2 |
80.4 |
-1.8 |
-2.2% |
0.0 |
Volume |
22,107 |
18,639 |
-3,468 |
-15.7% |
146,615 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,383.7 |
5,351.3 |
5,236.4 |
|
R3 |
5,326.7 |
5,294.3 |
5,220.7 |
|
R2 |
5,269.7 |
5,269.7 |
5,215.5 |
|
R1 |
5,237.3 |
5,237.3 |
5,210.2 |
5,225.0 |
PP |
5,212.7 |
5,212.7 |
5,212.7 |
5,206.5 |
S1 |
5,180.3 |
5,180.3 |
5,199.8 |
5,168.0 |
S2 |
5,155.7 |
5,155.7 |
5,194.6 |
|
S3 |
5,098.7 |
5,123.3 |
5,189.3 |
|
S4 |
5,041.7 |
5,066.3 |
5,173.7 |
|
|
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 |
5,164.0 |
130.0 |
2.5% |
61.0 |
1.2% |
32% |
False |
False |
25,271 |
10 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
67.4 |
1.3% |
73% |
False |
False |
26,132 |
20 |
5,340.0 |
4,959.0 |
381.0 |
7.3% |
73.8 |
1.4% |
65% |
False |
False |
26,994 |
40 |
5,369.0 |
4,959.0 |
410.0 |
7.9% |
64.9 |
1.2% |
60% |
False |
False |
25,002 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
71.5 |
1.4% |
66% |
False |
False |
26,422 |
80 |
5,518.0 |
4,881.0 |
637.0 |
12.2% |
62.2 |
1.2% |
51% |
False |
False |
19,867 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
52.2 |
1.0% |
42% |
False |
False |
15,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,487.3 |
2.618 |
5,394.2 |
1.618 |
5,337.2 |
1.000 |
5,302.0 |
0.618 |
5,280.2 |
HIGH |
5,245.0 |
0.618 |
5,223.2 |
0.500 |
5,216.5 |
0.382 |
5,209.8 |
LOW |
5,188.0 |
0.618 |
5,152.8 |
1.000 |
5,131.0 |
1.618 |
5,095.8 |
2.618 |
5,038.8 |
4.250 |
4,945.8 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,216.5 |
5,241.0 |
PP |
5,212.7 |
5,229.0 |
S1 |
5,208.8 |
5,217.0 |
|