Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,452.0 |
3,468.0 |
16.0 |
0.5% |
3,442.0 |
High |
3,498.0 |
3,504.0 |
6.0 |
0.2% |
3,504.0 |
Low |
3,449.0 |
3,462.0 |
13.0 |
0.4% |
3,366.0 |
Close |
3,487.0 |
3,479.0 |
-8.0 |
-0.2% |
3,479.0 |
Range |
49.0 |
42.0 |
-7.0 |
-14.3% |
138.0 |
ATR |
59.2 |
58.0 |
-1.2 |
-2.1% |
0.0 |
Volume |
39,465 |
8,774 |
-30,691 |
-77.8% |
228,304 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,607.7 |
3,585.3 |
3,502.1 |
|
R3 |
3,565.7 |
3,543.3 |
3,490.6 |
|
R2 |
3,523.7 |
3,523.7 |
3,486.7 |
|
R1 |
3,501.3 |
3,501.3 |
3,482.9 |
3,512.5 |
PP |
3,481.7 |
3,481.7 |
3,481.7 |
3,487.3 |
S1 |
3,459.3 |
3,459.3 |
3,475.2 |
3,470.5 |
S2 |
3,439.7 |
3,439.7 |
3,471.3 |
|
S3 |
3,397.7 |
3,417.3 |
3,467.5 |
|
S4 |
3,355.7 |
3,375.3 |
3,455.9 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,863.7 |
3,809.3 |
3,554.9 |
|
R3 |
3,725.7 |
3,671.3 |
3,517.0 |
|
R2 |
3,587.7 |
3,587.7 |
3,504.3 |
|
R1 |
3,533.3 |
3,533.3 |
3,491.7 |
3,560.5 |
PP |
3,449.7 |
3,449.7 |
3,449.7 |
3,463.3 |
S1 |
3,395.3 |
3,395.3 |
3,466.4 |
3,422.5 |
S2 |
3,311.7 |
3,311.7 |
3,453.7 |
|
S3 |
3,173.7 |
3,257.3 |
3,441.1 |
|
S4 |
3,035.7 |
3,119.3 |
3,403.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,504.0 |
3,366.0 |
138.0 |
4.0% |
51.4 |
1.5% |
82% |
True |
False |
45,660 |
10 |
3,504.0 |
3,277.0 |
227.0 |
6.5% |
55.8 |
1.6% |
89% |
True |
False |
31,561 |
20 |
3,504.0 |
3,277.0 |
227.0 |
6.5% |
55.2 |
1.6% |
89% |
True |
False |
19,160 |
40 |
3,504.0 |
3,116.0 |
388.0 |
11.2% |
51.6 |
1.5% |
94% |
True |
False |
13,067 |
60 |
3,504.0 |
2,969.0 |
535.0 |
15.4% |
55.3 |
1.6% |
95% |
True |
False |
10,871 |
80 |
3,659.0 |
2,969.0 |
690.0 |
19.8% |
53.2 |
1.5% |
74% |
False |
False |
8,156 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.4% |
43.7 |
1.3% |
72% |
False |
False |
6,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,682.5 |
2.618 |
3,614.0 |
1.618 |
3,572.0 |
1.000 |
3,546.0 |
0.618 |
3,530.0 |
HIGH |
3,504.0 |
0.618 |
3,488.0 |
0.500 |
3,483.0 |
0.382 |
3,478.0 |
LOW |
3,462.0 |
0.618 |
3,436.0 |
1.000 |
3,420.0 |
1.618 |
3,394.0 |
2.618 |
3,352.0 |
4.250 |
3,283.5 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,483.0 |
3,469.2 |
PP |
3,481.7 |
3,459.3 |
S1 |
3,480.3 |
3,449.5 |
|