Trading Metrics calculated at close of trading on 26-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
26-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,410.0 |
3,452.0 |
42.0 |
1.2% |
3,279.0 |
High |
3,463.0 |
3,498.0 |
35.0 |
1.0% |
3,468.0 |
Low |
3,395.0 |
3,449.0 |
54.0 |
1.6% |
3,277.0 |
Close |
3,452.0 |
3,487.0 |
35.0 |
1.0% |
3,447.0 |
Range |
68.0 |
49.0 |
-19.0 |
-27.9% |
191.0 |
ATR |
60.0 |
59.2 |
-0.8 |
-1.3% |
0.0 |
Volume |
84,893 |
39,465 |
-45,428 |
-53.5% |
87,309 |
|
Daily Pivots for day following 26-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,625.0 |
3,605.0 |
3,514.0 |
|
R3 |
3,576.0 |
3,556.0 |
3,500.5 |
|
R2 |
3,527.0 |
3,527.0 |
3,496.0 |
|
R1 |
3,507.0 |
3,507.0 |
3,491.5 |
3,517.0 |
PP |
3,478.0 |
3,478.0 |
3,478.0 |
3,483.0 |
S1 |
3,458.0 |
3,458.0 |
3,482.5 |
3,468.0 |
S2 |
3,429.0 |
3,429.0 |
3,478.0 |
|
S3 |
3,380.0 |
3,409.0 |
3,473.5 |
|
S4 |
3,331.0 |
3,360.0 |
3,460.1 |
|
|
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 |
3,498.0 |
3,366.0 |
132.0 |
3.8% |
51.2 |
1.5% |
92% |
True |
False |
56,211 |
10 |
3,498.0 |
3,277.0 |
221.0 |
6.3% |
57.9 |
1.7% |
95% |
True |
False |
30,683 |
20 |
3,498.0 |
3,277.0 |
221.0 |
6.3% |
54.8 |
1.6% |
95% |
True |
False |
18,721 |
40 |
3,498.0 |
3,019.0 |
479.0 |
13.7% |
53.1 |
1.5% |
98% |
True |
False |
12,945 |
60 |
3,498.0 |
2,969.0 |
529.0 |
15.2% |
55.5 |
1.6% |
98% |
True |
False |
10,725 |
80 |
3,659.0 |
2,969.0 |
690.0 |
19.8% |
52.7 |
1.5% |
75% |
False |
False |
8,046 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.4% |
43.4 |
1.2% |
73% |
False |
False |
6,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,706.3 |
2.618 |
3,626.3 |
1.618 |
3,577.3 |
1.000 |
3,547.0 |
0.618 |
3,528.3 |
HIGH |
3,498.0 |
0.618 |
3,479.3 |
0.500 |
3,473.5 |
0.382 |
3,467.7 |
LOW |
3,449.0 |
0.618 |
3,418.7 |
1.000 |
3,400.0 |
1.618 |
3,369.7 |
2.618 |
3,320.7 |
4.250 |
3,240.8 |
|
|
Fisher Pivots for day following 26-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,482.5 |
3,468.7 |
PP |
3,478.0 |
3,450.3 |
S1 |
3,473.5 |
3,432.0 |
|