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 |
19,975 |
19,895 |
-80 |
-0.4% |
19,950 |
High |
20,035 |
19,905 |
-130 |
-0.6% |
20,060 |
Low |
19,805 |
19,725 |
-80 |
-0.4% |
19,775 |
Close |
19,885 |
19,795 |
-90 |
-0.5% |
19,885 |
Range |
230 |
180 |
-50 |
-21.7% |
285 |
ATR |
300 |
292 |
-9 |
-2.9% |
0 |
Volume |
8,462 |
10,459 |
1,997 |
23.6% |
35,843 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,348 |
20,252 |
19,894 |
|
R3 |
20,168 |
20,072 |
19,845 |
|
R2 |
19,988 |
19,988 |
19,828 |
|
R1 |
19,892 |
19,892 |
19,812 |
19,850 |
PP |
19,808 |
19,808 |
19,808 |
19,788 |
S1 |
19,712 |
19,712 |
19,779 |
19,670 |
S2 |
19,628 |
19,628 |
19,762 |
|
S3 |
19,448 |
19,532 |
19,746 |
|
S4 |
19,268 |
19,352 |
19,696 |
|
|
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 |
19,725 |
335 |
1.7% |
208 |
1.1% |
21% |
False |
True |
9,260 |
10 |
20,060 |
19,250 |
810 |
4.1% |
254 |
1.3% |
67% |
False |
False |
9,423 |
20 |
20,060 |
18,675 |
1,385 |
7.0% |
278 |
1.4% |
81% |
False |
False |
10,513 |
40 |
20,060 |
17,730 |
2,330 |
11.8% |
322 |
1.6% |
89% |
False |
False |
11,056 |
60 |
20,060 |
16,995 |
3,065 |
15.5% |
395 |
2.0% |
91% |
False |
False |
12,883 |
80 |
20,880 |
16,995 |
3,885 |
19.6% |
432 |
2.2% |
72% |
False |
False |
9,813 |
100 |
20,880 |
16,995 |
3,885 |
19.6% |
374 |
1.9% |
72% |
False |
False |
7,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,670 |
2.618 |
20,376 |
1.618 |
20,196 |
1.000 |
20,085 |
0.618 |
20,016 |
HIGH |
19,905 |
0.618 |
19,836 |
0.500 |
19,815 |
0.382 |
19,794 |
LOW |
19,725 |
0.618 |
19,614 |
1.000 |
19,545 |
1.618 |
19,434 |
2.618 |
19,254 |
4.250 |
18,960 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,815 |
19,880 |
PP |
19,808 |
19,852 |
S1 |
19,802 |
19,823 |
|