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 |
1,074.8 |
1,071.4 |
-3.4 |
-0.3% |
1,072.7 |
High |
1,079.9 |
1,073.3 |
-6.6 |
-0.6% |
1,080.5 |
Low |
1,066.8 |
1,051.6 |
-15.2 |
-1.4% |
1,051.6 |
Close |
1,069.7 |
1,056.2 |
-13.5 |
-1.3% |
1,056.2 |
Range |
13.1 |
21.7 |
8.6 |
65.6% |
28.9 |
ATR |
14.4 |
15.0 |
0.5 |
3.6% |
0.0 |
Volume |
100,372 |
187,114 |
86,742 |
86.4% |
428,116 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.5 |
1,112.5 |
1,068.1 |
|
R3 |
1,103.8 |
1,090.8 |
1,062.2 |
|
R2 |
1,082.1 |
1,082.1 |
1,060.2 |
|
R1 |
1,069.1 |
1,069.1 |
1,058.2 |
1,064.8 |
PP |
1,060.4 |
1,060.4 |
1,060.4 |
1,058.2 |
S1 |
1,047.4 |
1,047.4 |
1,054.2 |
1,043.1 |
S2 |
1,038.7 |
1,038.7 |
1,052.2 |
|
S3 |
1,017.0 |
1,025.7 |
1,050.2 |
|
S4 |
995.3 |
1,004.0 |
1,044.3 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.5 |
1,131.7 |
1,072.1 |
|
R3 |
1,120.6 |
1,102.8 |
1,064.1 |
|
R2 |
1,091.7 |
1,091.7 |
1,061.5 |
|
R1 |
1,073.9 |
1,073.9 |
1,058.8 |
1,068.4 |
PP |
1,062.8 |
1,062.8 |
1,062.8 |
1,060.0 |
S1 |
1,045.0 |
1,045.0 |
1,053.6 |
1,039.5 |
S2 |
1,033.9 |
1,033.9 |
1,050.9 |
|
S3 |
1,005.0 |
1,016.1 |
1,048.3 |
|
S4 |
976.1 |
987.2 |
1,040.3 |
|
|
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 |
1,051.6 |
35.7 |
3.4% |
14.2 |
1.3% |
13% |
False |
True |
95,509 |
10 |
1,098.0 |
1,051.6 |
46.4 |
4.4% |
14.7 |
1.4% |
10% |
False |
True |
57,796 |
20 |
1,150.4 |
1,051.6 |
98.8 |
9.4% |
14.2 |
1.3% |
5% |
False |
True |
39,806 |
40 |
1,192.1 |
1,051.6 |
140.5 |
13.3% |
14.8 |
1.4% |
3% |
False |
True |
21,511 |
60 |
1,192.1 |
1,051.6 |
140.5 |
13.3% |
14.3 |
1.4% |
3% |
False |
True |
15,291 |
80 |
1,192.1 |
1,051.6 |
140.5 |
13.3% |
14.5 |
1.4% |
3% |
False |
True |
11,811 |
100 |
1,192.1 |
1,051.6 |
140.5 |
13.3% |
14.0 |
1.3% |
3% |
False |
True |
9,940 |
120 |
1,207.5 |
1,051.6 |
155.9 |
14.8% |
13.5 |
1.3% |
3% |
False |
True |
8,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.5 |
2.618 |
1,130.1 |
1.618 |
1,108.4 |
1.000 |
1,095.0 |
0.618 |
1,086.7 |
HIGH |
1,073.3 |
0.618 |
1,065.0 |
0.500 |
1,062.5 |
0.382 |
1,059.9 |
LOW |
1,051.6 |
0.618 |
1,038.2 |
1.000 |
1,029.9 |
1.618 |
1,016.5 |
2.618 |
994.8 |
4.250 |
959.4 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,062.5 |
1,066.1 |
PP |
1,060.4 |
1,062.8 |
S1 |
1,058.3 |
1,059.5 |
|