Trading Metrics calculated at close of trading on 26-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
26-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,227.0 |
5,190.0 |
-37.0 |
-0.7% |
4,969.0 |
High |
5,245.0 |
5,264.0 |
19.0 |
0.4% |
5,280.0 |
Low |
5,188.0 |
5,180.0 |
-8.0 |
-0.2% |
4,959.0 |
Close |
5,205.0 |
5,226.0 |
21.0 |
0.4% |
5,264.0 |
Range |
57.0 |
84.0 |
27.0 |
47.4% |
321.0 |
ATR |
80.4 |
80.7 |
0.3 |
0.3% |
0.0 |
Volume |
18,639 |
23,066 |
4,427 |
23.8% |
146,615 |
|
Daily Pivots for day following 26-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,475.3 |
5,434.7 |
5,272.2 |
|
R3 |
5,391.3 |
5,350.7 |
5,249.1 |
|
R2 |
5,307.3 |
5,307.3 |
5,241.4 |
|
R1 |
5,266.7 |
5,266.7 |
5,233.7 |
5,287.0 |
PP |
5,223.3 |
5,223.3 |
5,223.3 |
5,233.5 |
S1 |
5,182.7 |
5,182.7 |
5,218.3 |
5,203.0 |
S2 |
5,139.3 |
5,139.3 |
5,210.6 |
|
S3 |
5,055.3 |
5,098.7 |
5,202.9 |
|
S4 |
4,971.3 |
5,014.7 |
5,179.8 |
|
|
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 |
5,180.0 |
114.0 |
2.2% |
58.2 |
1.1% |
40% |
False |
True |
23,192 |
10 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
68.1 |
1.3% |
80% |
False |
False |
26,378 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
72.5 |
1.4% |
80% |
False |
False |
26,894 |
40 |
5,369.0 |
4,959.0 |
410.0 |
7.8% |
64.7 |
1.2% |
65% |
False |
False |
24,740 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
70.7 |
1.4% |
71% |
False |
False |
26,803 |
80 |
5,449.0 |
4,881.0 |
568.0 |
10.9% |
63.3 |
1.2% |
61% |
False |
False |
20,155 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
53.0 |
1.0% |
45% |
False |
False |
16,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,621.0 |
2.618 |
5,483.9 |
1.618 |
5,399.9 |
1.000 |
5,348.0 |
0.618 |
5,315.9 |
HIGH |
5,264.0 |
0.618 |
5,231.9 |
0.500 |
5,222.0 |
0.382 |
5,212.1 |
LOW |
5,180.0 |
0.618 |
5,128.1 |
1.000 |
5,096.0 |
1.618 |
5,044.1 |
2.618 |
4,960.1 |
4.250 |
4,823.0 |
|
|
Fisher Pivots for day following 26-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,224.7 |
5,228.0 |
PP |
5,223.3 |
5,227.3 |
S1 |
5,222.0 |
5,226.7 |
|