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 |
5,244.0 |
5,197.0 |
-47.0 |
-0.9% |
5,265.0 |
High |
5,275.0 |
5,219.0 |
-56.0 |
-1.1% |
5,294.0 |
Low |
5,199.0 |
5,166.0 |
-33.0 |
-0.6% |
5,180.0 |
Close |
5,207.0 |
5,186.0 |
-21.0 |
-0.4% |
5,207.0 |
Range |
76.0 |
53.0 |
-23.0 |
-30.3% |
114.0 |
ATR |
80.4 |
78.4 |
-2.0 |
-2.4% |
0.0 |
Volume |
16,277 |
26,199 |
9,922 |
61.0% |
103,464 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,349.3 |
5,320.7 |
5,215.2 |
|
R3 |
5,296.3 |
5,267.7 |
5,200.6 |
|
R2 |
5,243.3 |
5,243.3 |
5,195.7 |
|
R1 |
5,214.7 |
5,214.7 |
5,190.9 |
5,202.5 |
PP |
5,190.3 |
5,190.3 |
5,190.3 |
5,184.3 |
S1 |
5,161.7 |
5,161.7 |
5,181.1 |
5,149.5 |
S2 |
5,137.3 |
5,137.3 |
5,176.3 |
|
S3 |
5,084.3 |
5,108.7 |
5,171.4 |
|
S4 |
5,031.3 |
5,055.7 |
5,156.9 |
|
|
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 |
5,276.0 |
5,166.0 |
110.0 |
2.1% |
64.4 |
1.2% |
18% |
False |
True |
21,257 |
10 |
5,294.0 |
5,038.0 |
256.0 |
4.9% |
67.6 |
1.3% |
58% |
False |
False |
25,083 |
20 |
5,294.0 |
4,959.0 |
335.0 |
6.5% |
70.5 |
1.4% |
68% |
False |
False |
26,012 |
40 |
5,369.0 |
4,959.0 |
410.0 |
7.9% |
64.1 |
1.2% |
55% |
False |
False |
24,828 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
71.9 |
1.4% |
63% |
False |
False |
27,507 |
80 |
5,408.0 |
4,881.0 |
527.0 |
10.2% |
64.8 |
1.2% |
58% |
False |
False |
20,686 |
100 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
53.8 |
1.0% |
40% |
False |
False |
16,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,444.3 |
2.618 |
5,357.8 |
1.618 |
5,304.8 |
1.000 |
5,272.0 |
0.618 |
5,251.8 |
HIGH |
5,219.0 |
0.618 |
5,198.8 |
0.500 |
5,192.5 |
0.382 |
5,186.2 |
LOW |
5,166.0 |
0.618 |
5,133.2 |
1.000 |
5,113.0 |
1.618 |
5,080.2 |
2.618 |
5,027.2 |
4.250 |
4,940.8 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,192.5 |
5,220.5 |
PP |
5,190.3 |
5,209.0 |
S1 |
5,188.2 |
5,197.5 |
|