Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,067.6 |
1,074.8 |
7.2 |
0.7% |
1,087.9 |
High |
1,080.5 |
1,079.9 |
-0.6 |
-0.1% |
1,098.0 |
Low |
1,067.6 |
1,066.8 |
-0.8 |
-0.1% |
1,062.4 |
Close |
1,073.3 |
1,069.7 |
-3.6 |
-0.3% |
1,076.3 |
Range |
12.9 |
13.1 |
0.2 |
1.6% |
35.6 |
ATR |
14.5 |
14.4 |
-0.1 |
-0.7% |
0.0 |
Volume |
71,026 |
100,372 |
29,346 |
41.3% |
136,702 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.4 |
1,103.7 |
1,076.9 |
|
R3 |
1,098.3 |
1,090.6 |
1,073.3 |
|
R2 |
1,085.2 |
1,085.2 |
1,072.1 |
|
R1 |
1,077.5 |
1,077.5 |
1,070.9 |
1,074.8 |
PP |
1,072.1 |
1,072.1 |
1,072.1 |
1,070.8 |
S1 |
1,064.4 |
1,064.4 |
1,068.5 |
1,061.7 |
S2 |
1,059.0 |
1,059.0 |
1,067.3 |
|
S3 |
1,045.9 |
1,051.3 |
1,066.1 |
|
S4 |
1,032.8 |
1,038.2 |
1,062.5 |
|
|
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 |
1,065.4 |
21.9 |
2.0% |
13.4 |
1.3% |
20% |
False |
False |
63,588 |
10 |
1,098.0 |
1,062.4 |
35.6 |
3.3% |
14.1 |
1.3% |
21% |
False |
False |
42,646 |
20 |
1,162.9 |
1,062.4 |
100.5 |
9.4% |
14.0 |
1.3% |
7% |
False |
False |
30,663 |
40 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.5 |
1.4% |
6% |
False |
False |
16,857 |
60 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.1 |
1.3% |
6% |
False |
False |
12,183 |
80 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.3 |
1.3% |
6% |
False |
False |
9,479 |
100 |
1,192.1 |
1,062.4 |
129.7 |
12.1% |
14.0 |
1.3% |
6% |
False |
False |
8,078 |
120 |
1,207.5 |
1,062.4 |
145.1 |
13.6% |
13.3 |
1.2% |
5% |
False |
False |
6,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.6 |
2.618 |
1,114.2 |
1.618 |
1,101.1 |
1.000 |
1,093.0 |
0.618 |
1,088.0 |
HIGH |
1,079.9 |
0.618 |
1,074.9 |
0.500 |
1,073.4 |
0.382 |
1,071.8 |
LOW |
1,066.8 |
0.618 |
1,058.7 |
1.000 |
1,053.7 |
1.618 |
1,045.6 |
2.618 |
1,032.5 |
4.250 |
1,011.1 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,073.4 |
1,073.0 |
PP |
1,072.1 |
1,071.9 |
S1 |
1,070.9 |
1,070.8 |
|