Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,080.3 |
1,072.7 |
-7.6 |
-0.7% |
1,087.9 |
High |
1,087.3 |
1,076.3 |
-11.0 |
-1.0% |
1,098.0 |
Low |
1,074.9 |
1,065.4 |
-9.5 |
-0.9% |
1,062.4 |
Close |
1,076.3 |
1,066.6 |
-9.7 |
-0.9% |
1,076.3 |
Range |
12.4 |
10.9 |
-1.5 |
-12.1% |
35.6 |
ATR |
14.9 |
14.6 |
-0.3 |
-1.9% |
0.0 |
Volume |
49,430 |
69,604 |
20,174 |
40.8% |
136,702 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,102.1 |
1,095.3 |
1,072.6 |
|
R3 |
1,091.2 |
1,084.4 |
1,069.6 |
|
R2 |
1,080.3 |
1,080.3 |
1,068.6 |
|
R1 |
1,073.5 |
1,073.5 |
1,067.6 |
1,071.5 |
PP |
1,069.4 |
1,069.4 |
1,069.4 |
1,068.4 |
S1 |
1,062.6 |
1,062.6 |
1,065.6 |
1,060.6 |
S2 |
1,058.5 |
1,058.5 |
1,064.6 |
|
S3 |
1,047.6 |
1,051.7 |
1,063.6 |
|
S4 |
1,036.7 |
1,040.8 |
1,060.6 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.7 |
1,166.6 |
1,095.9 |
|
R3 |
1,150.1 |
1,131.0 |
1,086.1 |
|
R2 |
1,114.5 |
1,114.5 |
1,082.8 |
|
R1 |
1,095.4 |
1,095.4 |
1,079.6 |
1,087.2 |
PP |
1,078.9 |
1,078.9 |
1,078.9 |
1,074.8 |
S1 |
1,059.8 |
1,059.8 |
1,073.0 |
1,051.6 |
S2 |
1,043.3 |
1,043.3 |
1,069.8 |
|
S3 |
1,007.7 |
1,024.2 |
1,066.5 |
|
S4 |
972.1 |
988.6 |
1,056.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,087.3 |
1,062.4 |
24.9 |
2.3% |
14.8 |
1.4% |
17% |
False |
False |
37,761 |
10 |
1,098.0 |
1,062.4 |
35.6 |
3.3% |
13.6 |
1.3% |
12% |
False |
False |
34,545 |
20 |
1,183.5 |
1,062.4 |
121.1 |
11.4% |
14.6 |
1.4% |
3% |
False |
False |
22,465 |
40 |
1,192.1 |
1,062.4 |
129.7 |
12.2% |
14.4 |
1.4% |
3% |
False |
False |
12,656 |
60 |
1,192.1 |
1,062.4 |
129.7 |
12.2% |
14.0 |
1.3% |
3% |
False |
False |
9,354 |
80 |
1,192.1 |
1,062.4 |
129.7 |
12.2% |
14.3 |
1.3% |
3% |
False |
False |
7,360 |
100 |
1,192.1 |
1,062.4 |
129.7 |
12.2% |
13.9 |
1.3% |
3% |
False |
False |
6,374 |
120 |
1,207.5 |
1,062.4 |
145.1 |
13.6% |
13.3 |
1.2% |
3% |
False |
False |
5,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,122.6 |
2.618 |
1,104.8 |
1.618 |
1,093.9 |
1.000 |
1,087.2 |
0.618 |
1,083.0 |
HIGH |
1,076.3 |
0.618 |
1,072.1 |
0.500 |
1,070.9 |
0.382 |
1,069.6 |
LOW |
1,065.4 |
0.618 |
1,058.7 |
1.000 |
1,054.5 |
1.618 |
1,047.8 |
2.618 |
1,036.9 |
4.250 |
1,019.1 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,070.9 |
1,076.4 |
PP |
1,069.4 |
1,073.1 |
S1 |
1,068.0 |
1,069.9 |
|