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 |
19,950 |
19,890 |
-60 |
-0.3% |
19,325 |
High |
20,060 |
19,995 |
-65 |
-0.3% |
19,995 |
Low |
19,800 |
19,775 |
-25 |
-0.1% |
19,250 |
Close |
19,875 |
19,910 |
35 |
0.2% |
19,945 |
Range |
260 |
220 |
-40 |
-15.4% |
745 |
ATR |
325 |
318 |
-8 |
-2.3% |
0 |
Volume |
5,861 |
13,693 |
7,832 |
133.6% |
47,934 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,553 |
20,452 |
20,031 |
|
R3 |
20,333 |
20,232 |
19,971 |
|
R2 |
20,113 |
20,113 |
19,950 |
|
R1 |
20,012 |
20,012 |
19,930 |
20,063 |
PP |
19,893 |
19,893 |
19,893 |
19,919 |
S1 |
19,792 |
19,792 |
19,890 |
19,843 |
S2 |
19,673 |
19,673 |
19,870 |
|
S3 |
19,453 |
19,572 |
19,850 |
|
S4 |
19,233 |
19,352 |
19,789 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,965 |
21,700 |
20,355 |
|
R3 |
21,220 |
20,955 |
20,150 |
|
R2 |
20,475 |
20,475 |
20,082 |
|
R1 |
20,210 |
20,210 |
20,013 |
20,343 |
PP |
19,730 |
19,730 |
19,730 |
19,796 |
S1 |
19,465 |
19,465 |
19,877 |
19,598 |
S2 |
18,985 |
18,985 |
19,809 |
|
S3 |
18,240 |
18,720 |
19,740 |
|
S4 |
17,495 |
17,975 |
19,535 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,060 |
19,675 |
385 |
1.9% |
249 |
1.3% |
61% |
False |
False |
9,120 |
10 |
20,060 |
19,250 |
810 |
4.1% |
271 |
1.4% |
81% |
False |
False |
9,703 |
20 |
20,060 |
18,675 |
1,385 |
7.0% |
311 |
1.6% |
89% |
False |
False |
11,193 |
40 |
20,060 |
17,265 |
2,795 |
14.0% |
344 |
1.7% |
95% |
False |
False |
11,597 |
60 |
20,060 |
16,995 |
3,065 |
15.4% |
420 |
2.1% |
95% |
False |
False |
12,566 |
80 |
20,880 |
16,995 |
3,885 |
19.5% |
432 |
2.2% |
75% |
False |
False |
9,483 |
100 |
20,880 |
16,995 |
3,885 |
19.5% |
383 |
1.9% |
75% |
False |
False |
7,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,930 |
2.618 |
20,571 |
1.618 |
20,351 |
1.000 |
20,215 |
0.618 |
20,131 |
HIGH |
19,995 |
0.618 |
19,911 |
0.500 |
19,885 |
0.382 |
19,859 |
LOW |
19,775 |
0.618 |
19,639 |
1.000 |
19,555 |
1.618 |
19,419 |
2.618 |
19,199 |
4.250 |
18,840 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,902 |
19,907 |
PP |
19,893 |
19,903 |
S1 |
19,885 |
19,900 |
|