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 |
1,071.4 |
1,056.0 |
-15.4 |
-1.4% |
1,072.7 |
High |
1,073.3 |
1,069.1 |
-4.2 |
-0.4% |
1,080.5 |
Low |
1,051.6 |
1,052.2 |
0.6 |
0.1% |
1,051.6 |
Close |
1,056.2 |
1,065.3 |
9.1 |
0.9% |
1,056.2 |
Range |
21.7 |
16.9 |
-4.8 |
-22.1% |
28.9 |
ATR |
15.0 |
15.1 |
0.1 |
0.9% |
0.0 |
Volume |
187,114 |
113,168 |
-73,946 |
-39.5% |
428,116 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.9 |
1,106.0 |
1,074.6 |
|
R3 |
1,096.0 |
1,089.1 |
1,069.9 |
|
R2 |
1,079.1 |
1,079.1 |
1,068.4 |
|
R1 |
1,072.2 |
1,072.2 |
1,066.8 |
1,075.7 |
PP |
1,062.2 |
1,062.2 |
1,062.2 |
1,063.9 |
S1 |
1,055.3 |
1,055.3 |
1,063.8 |
1,058.8 |
S2 |
1,045.3 |
1,045.3 |
1,062.2 |
|
S3 |
1,028.4 |
1,038.4 |
1,060.7 |
|
S4 |
1,011.5 |
1,021.5 |
1,056.0 |
|
|
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 |
1,080.5 |
1,051.6 |
28.9 |
2.7% |
15.1 |
1.4% |
47% |
False |
False |
108,256 |
10 |
1,098.0 |
1,051.6 |
46.4 |
4.4% |
15.5 |
1.5% |
30% |
False |
False |
67,798 |
20 |
1,143.1 |
1,051.6 |
91.5 |
8.6% |
14.5 |
1.4% |
15% |
False |
False |
45,199 |
40 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.4 |
1.3% |
10% |
False |
False |
24,277 |
60 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.4 |
1.4% |
10% |
False |
False |
17,165 |
80 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.6 |
1.4% |
10% |
False |
False |
13,217 |
100 |
1,192.1 |
1,051.6 |
140.5 |
13.2% |
14.1 |
1.3% |
10% |
False |
False |
11,061 |
120 |
1,207.5 |
1,051.6 |
155.9 |
14.6% |
13.5 |
1.3% |
9% |
False |
False |
9,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.9 |
2.618 |
1,113.3 |
1.618 |
1,096.4 |
1.000 |
1,086.0 |
0.618 |
1,079.5 |
HIGH |
1,069.1 |
0.618 |
1,062.6 |
0.500 |
1,060.7 |
0.382 |
1,058.7 |
LOW |
1,052.2 |
0.618 |
1,041.8 |
1.000 |
1,035.3 |
1.618 |
1,024.9 |
2.618 |
1,008.0 |
4.250 |
980.4 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,063.8 |
1,065.8 |
PP |
1,062.2 |
1,065.6 |
S1 |
1,060.7 |
1,065.5 |
|