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 |
1,072.7 |
1,067.6 |
-5.1 |
-0.5% |
1,087.9 |
High |
1,076.3 |
1,080.5 |
4.2 |
0.4% |
1,098.0 |
Low |
1,065.4 |
1,067.6 |
2.2 |
0.2% |
1,062.4 |
Close |
1,066.6 |
1,073.3 |
6.7 |
0.6% |
1,076.3 |
Range |
10.9 |
12.9 |
2.0 |
18.3% |
35.6 |
ATR |
14.6 |
14.5 |
0.0 |
-0.3% |
0.0 |
Volume |
69,604 |
71,026 |
1,422 |
2.0% |
136,702 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.5 |
1,105.8 |
1,080.4 |
|
R3 |
1,099.6 |
1,092.9 |
1,076.8 |
|
R2 |
1,086.7 |
1,086.7 |
1,075.7 |
|
R1 |
1,080.0 |
1,080.0 |
1,074.5 |
1,083.4 |
PP |
1,073.8 |
1,073.8 |
1,073.8 |
1,075.5 |
S1 |
1,067.1 |
1,067.1 |
1,072.1 |
1,070.5 |
S2 |
1,060.9 |
1,060.9 |
1,070.9 |
|
S3 |
1,048.0 |
1,054.2 |
1,069.8 |
|
S4 |
1,035.1 |
1,041.3 |
1,066.2 |
|
|
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% |
13.3 |
1.2% |
44% |
False |
False |
48,477 |
10 |
1,098.0 |
1,062.4 |
35.6 |
3.3% |
13.8 |
1.3% |
31% |
False |
False |
38,661 |
20 |
1,183.5 |
1,062.4 |
121.1 |
11.3% |
14.8 |
1.4% |
9% |
False |
False |
25,869 |
40 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.5 |
1.4% |
8% |
False |
False |
14,402 |
60 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.1 |
1.3% |
8% |
False |
False |
10,525 |
80 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.3 |
1.3% |
8% |
False |
False |
8,231 |
100 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.0 |
1.3% |
8% |
False |
False |
7,080 |
120 |
1,207.5 |
1,062.4 |
145.1 |
13.5% |
13.3 |
1.2% |
8% |
False |
False |
6,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.3 |
2.618 |
1,114.3 |
1.618 |
1,101.4 |
1.000 |
1,093.4 |
0.618 |
1,088.5 |
HIGH |
1,080.5 |
0.618 |
1,075.6 |
0.500 |
1,074.1 |
0.382 |
1,072.5 |
LOW |
1,067.6 |
0.618 |
1,059.6 |
1.000 |
1,054.7 |
1.618 |
1,046.7 |
2.618 |
1,033.8 |
4.250 |
1,012.8 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,074.1 |
1,076.4 |
PP |
1,073.8 |
1,075.3 |
S1 |
1,073.6 |
1,074.3 |
|