Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,190.0 |
5,244.0 |
54.0 |
1.0% |
5,265.0 |
High |
5,264.0 |
5,275.0 |
11.0 |
0.2% |
5,294.0 |
Low |
5,180.0 |
5,199.0 |
19.0 |
0.4% |
5,180.0 |
Close |
5,226.0 |
5,207.0 |
-19.0 |
-0.4% |
5,207.0 |
Range |
84.0 |
76.0 |
-8.0 |
-9.5% |
114.0 |
ATR |
80.7 |
80.4 |
-0.3 |
-0.4% |
0.0 |
Volume |
23,066 |
16,277 |
-6,789 |
-29.4% |
103,464 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,455.0 |
5,407.0 |
5,248.8 |
|
R3 |
5,379.0 |
5,331.0 |
5,227.9 |
|
R2 |
5,303.0 |
5,303.0 |
5,220.9 |
|
R1 |
5,255.0 |
5,255.0 |
5,214.0 |
5,241.0 |
PP |
5,227.0 |
5,227.0 |
5,227.0 |
5,220.0 |
S1 |
5,179.0 |
5,179.0 |
5,200.0 |
5,165.0 |
S2 |
5,151.0 |
5,151.0 |
5,193.1 |
|
S3 |
5,075.0 |
5,103.0 |
5,186.1 |
|
S4 |
4,999.0 |
5,027.0 |
5,165.2 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,569.0 |
5,502.0 |
5,269.7 |
|
R3 |
5,455.0 |
5,388.0 |
5,238.4 |
|
R2 |
5,341.0 |
5,341.0 |
5,227.9 |
|
R1 |
5,274.0 |
5,274.0 |
5,217.5 |
5,250.5 |
PP |
5,227.0 |
5,227.0 |
5,227.0 |
5,215.3 |
S1 |
5,160.0 |
5,160.0 |
5,196.6 |
5,136.5 |
S2 |
5,113.0 |
5,113.0 |
5,186.1 |
|
S3 |
4,999.0 |
5,046.0 |
5,175.7 |
|
S4 |
4,885.0 |
4,932.0 |
5,144.3 |
|
|
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% |
65.0 |
1.2% |
24% |
False |
False |
20,692 |
10 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
69.8 |
1.3% |
74% |
False |
False |
25,007 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.4% |
73.0 |
1.4% |
74% |
False |
False |
26,015 |
40 |
5,369.0 |
4,959.0 |
410.0 |
7.9% |
64.5 |
1.2% |
60% |
False |
False |
24,563 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
71.5 |
1.4% |
67% |
False |
False |
27,072 |
80 |
5,437.0 |
4,881.0 |
556.0 |
10.7% |
64.1 |
1.2% |
59% |
False |
False |
20,358 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
53.5 |
1.0% |
43% |
False |
False |
16,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,598.0 |
2.618 |
5,474.0 |
1.618 |
5,398.0 |
1.000 |
5,351.0 |
0.618 |
5,322.0 |
HIGH |
5,275.0 |
0.618 |
5,246.0 |
0.500 |
5,237.0 |
0.382 |
5,228.0 |
LOW |
5,199.0 |
0.618 |
5,152.0 |
1.000 |
5,123.0 |
1.618 |
5,076.0 |
2.618 |
5,000.0 |
4.250 |
4,876.0 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,237.0 |
5,227.5 |
PP |
5,227.0 |
5,220.7 |
S1 |
5,217.0 |
5,213.8 |
|