Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,910 |
19,975 |
65 |
0.3% |
19,950 |
High |
19,955 |
20,035 |
80 |
0.4% |
20,060 |
Low |
19,805 |
19,805 |
0 |
0.0% |
19,775 |
Close |
19,945 |
19,885 |
-60 |
-0.3% |
19,885 |
Range |
150 |
230 |
80 |
53.3% |
285 |
ATR |
306 |
300 |
-5 |
-1.8% |
0 |
Volume |
7,827 |
8,462 |
635 |
8.1% |
35,843 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,598 |
20,472 |
20,012 |
|
R3 |
20,368 |
20,242 |
19,948 |
|
R2 |
20,138 |
20,138 |
19,927 |
|
R1 |
20,012 |
20,012 |
19,906 |
19,960 |
PP |
19,908 |
19,908 |
19,908 |
19,883 |
S1 |
19,782 |
19,782 |
19,864 |
19,730 |
S2 |
19,678 |
19,678 |
19,843 |
|
S3 |
19,448 |
19,552 |
19,822 |
|
S4 |
19,218 |
19,322 |
19,759 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,762 |
20,608 |
20,042 |
|
R3 |
20,477 |
20,323 |
19,964 |
|
R2 |
20,192 |
20,192 |
19,937 |
|
R1 |
20,038 |
20,038 |
19,911 |
19,973 |
PP |
19,907 |
19,907 |
19,907 |
19,874 |
S1 |
19,753 |
19,753 |
19,859 |
19,688 |
S2 |
19,622 |
19,622 |
19,833 |
|
S3 |
19,337 |
19,468 |
19,807 |
|
S4 |
19,052 |
19,183 |
19,728 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,060 |
19,740 |
320 |
1.6% |
219 |
1.1% |
45% |
False |
False |
8,471 |
10 |
20,060 |
19,250 |
810 |
4.1% |
261 |
1.3% |
78% |
False |
False |
9,568 |
20 |
20,060 |
18,675 |
1,385 |
7.0% |
294 |
1.5% |
87% |
False |
False |
10,870 |
40 |
20,060 |
17,340 |
2,720 |
13.7% |
333 |
1.7% |
94% |
False |
False |
11,328 |
60 |
20,060 |
16,995 |
3,065 |
15.4% |
397 |
2.0% |
94% |
False |
False |
12,795 |
80 |
20,880 |
16,995 |
3,885 |
19.5% |
432 |
2.2% |
74% |
False |
False |
9,683 |
100 |
20,880 |
16,995 |
3,885 |
19.5% |
376 |
1.9% |
74% |
False |
False |
7,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,013 |
2.618 |
20,637 |
1.618 |
20,407 |
1.000 |
20,265 |
0.618 |
20,177 |
HIGH |
20,035 |
0.618 |
19,947 |
0.500 |
19,920 |
0.382 |
19,893 |
LOW |
19,805 |
0.618 |
19,663 |
1.000 |
19,575 |
1.618 |
19,433 |
2.618 |
19,203 |
4.250 |
18,828 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,920 |
19,905 |
PP |
19,908 |
19,898 |
S1 |
19,897 |
19,892 |
|