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 |
3,435.0 |
3,442.0 |
7.0 |
0.2% |
3,279.0 |
High |
3,461.0 |
3,449.0 |
-12.0 |
-0.3% |
3,468.0 |
Low |
3,420.0 |
3,415.0 |
-5.0 |
-0.1% |
3,277.0 |
Close |
3,447.0 |
3,445.0 |
-2.0 |
-0.1% |
3,447.0 |
Range |
41.0 |
34.0 |
-7.0 |
-17.1% |
191.0 |
ATR |
59.8 |
57.9 |
-1.8 |
-3.1% |
0.0 |
Volume |
61,525 |
94,911 |
33,386 |
54.3% |
87,309 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.3 |
3,525.7 |
3,463.7 |
|
R3 |
3,504.3 |
3,491.7 |
3,454.4 |
|
R2 |
3,470.3 |
3,470.3 |
3,451.2 |
|
R1 |
3,457.7 |
3,457.7 |
3,448.1 |
3,464.0 |
PP |
3,436.3 |
3,436.3 |
3,436.3 |
3,439.5 |
S1 |
3,423.7 |
3,423.7 |
3,441.9 |
3,430.0 |
S2 |
3,402.3 |
3,402.3 |
3,438.8 |
|
S3 |
3,368.3 |
3,389.7 |
3,435.7 |
|
S4 |
3,334.3 |
3,355.7 |
3,426.3 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,970.3 |
3,899.7 |
3,552.1 |
|
R3 |
3,779.3 |
3,708.7 |
3,499.5 |
|
R2 |
3,588.3 |
3,588.3 |
3,482.0 |
|
R1 |
3,517.7 |
3,517.7 |
3,464.5 |
3,553.0 |
PP |
3,397.3 |
3,397.3 |
3,397.3 |
3,415.0 |
S1 |
3,326.7 |
3,326.7 |
3,429.5 |
3,362.0 |
S2 |
3,206.3 |
3,206.3 |
3,412.0 |
|
S3 |
3,015.3 |
3,135.7 |
3,394.5 |
|
S4 |
2,824.3 |
2,944.7 |
3,342.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,468.0 |
3,380.0 |
88.0 |
2.6% |
44.4 |
1.3% |
74% |
False |
False |
36,444 |
10 |
3,468.0 |
3,277.0 |
191.0 |
5.5% |
56.5 |
1.6% |
88% |
False |
False |
19,476 |
20 |
3,474.0 |
3,277.0 |
197.0 |
5.7% |
52.3 |
1.5% |
85% |
False |
False |
12,519 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
53.8 |
1.6% |
94% |
False |
False |
9,835 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
55.0 |
1.6% |
94% |
False |
False |
8,648 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.2% |
50.8 |
1.5% |
68% |
False |
False |
6,489 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.6% |
42.3 |
1.2% |
67% |
False |
False |
5,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,593.5 |
2.618 |
3,538.0 |
1.618 |
3,504.0 |
1.000 |
3,483.0 |
0.618 |
3,470.0 |
HIGH |
3,449.0 |
0.618 |
3,436.0 |
0.500 |
3,432.0 |
0.382 |
3,428.0 |
LOW |
3,415.0 |
0.618 |
3,394.0 |
1.000 |
3,381.0 |
1.618 |
3,360.0 |
2.618 |
3,326.0 |
4.250 |
3,270.5 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,440.7 |
3,443.8 |
PP |
3,436.3 |
3,442.7 |
S1 |
3,432.0 |
3,441.5 |
|