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 |
3,442.0 |
3,426.0 |
-16.0 |
-0.5% |
3,279.0 |
High |
3,449.0 |
3,430.0 |
-19.0 |
-0.6% |
3,468.0 |
Low |
3,415.0 |
3,366.0 |
-49.0 |
-1.4% |
3,277.0 |
Close |
3,445.0 |
3,398.0 |
-47.0 |
-1.4% |
3,447.0 |
Range |
34.0 |
64.0 |
30.0 |
88.2% |
191.0 |
ATR |
57.9 |
59.4 |
1.5 |
2.6% |
0.0 |
Volume |
94,911 |
261 |
-94,650 |
-99.7% |
87,309 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,590.0 |
3,558.0 |
3,433.2 |
|
R3 |
3,526.0 |
3,494.0 |
3,415.6 |
|
R2 |
3,462.0 |
3,462.0 |
3,409.7 |
|
R1 |
3,430.0 |
3,430.0 |
3,403.9 |
3,414.0 |
PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,390.0 |
S1 |
3,366.0 |
3,366.0 |
3,392.1 |
3,350.0 |
S2 |
3,334.0 |
3,334.0 |
3,386.3 |
|
S3 |
3,270.0 |
3,302.0 |
3,380.4 |
|
S4 |
3,206.0 |
3,238.0 |
3,362.8 |
|
|
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 |
3,366.0 |
102.0 |
3.0% |
44.4 |
1.3% |
31% |
False |
True |
31,449 |
10 |
3,468.0 |
3,277.0 |
191.0 |
5.6% |
58.4 |
1.7% |
63% |
False |
False |
19,492 |
20 |
3,474.0 |
3,277.0 |
197.0 |
5.8% |
53.9 |
1.6% |
61% |
False |
False |
12,532 |
40 |
3,474.0 |
3,019.0 |
455.0 |
13.4% |
53.7 |
1.6% |
83% |
False |
False |
9,842 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.9% |
55.4 |
1.6% |
85% |
False |
False |
8,652 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.5% |
51.6 |
1.5% |
62% |
False |
False |
6,492 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.9% |
42.4 |
1.2% |
60% |
False |
False |
5,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,702.0 |
2.618 |
3,597.6 |
1.618 |
3,533.6 |
1.000 |
3,494.0 |
0.618 |
3,469.6 |
HIGH |
3,430.0 |
0.618 |
3,405.6 |
0.500 |
3,398.0 |
0.382 |
3,390.4 |
LOW |
3,366.0 |
0.618 |
3,326.4 |
1.000 |
3,302.0 |
1.618 |
3,262.4 |
2.618 |
3,198.4 |
4.250 |
3,094.0 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,398.0 |
3,413.5 |
PP |
3,398.0 |
3,408.3 |
S1 |
3,398.0 |
3,403.2 |
|