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 |
3,468.0 |
3,477.0 |
9.0 |
0.3% |
3,442.0 |
High |
3,504.0 |
3,516.0 |
12.0 |
0.3% |
3,504.0 |
Low |
3,462.0 |
3,465.0 |
3.0 |
0.1% |
3,366.0 |
Close |
3,479.0 |
3,497.0 |
18.0 |
0.5% |
3,479.0 |
Range |
42.0 |
51.0 |
9.0 |
21.4% |
138.0 |
ATR |
58.0 |
57.5 |
-0.5 |
-0.9% |
0.0 |
Volume |
8,774 |
2,271 |
-6,503 |
-74.1% |
228,304 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,645.7 |
3,622.3 |
3,525.1 |
|
R3 |
3,594.7 |
3,571.3 |
3,511.0 |
|
R2 |
3,543.7 |
3,543.7 |
3,506.4 |
|
R1 |
3,520.3 |
3,520.3 |
3,501.7 |
3,532.0 |
PP |
3,492.7 |
3,492.7 |
3,492.7 |
3,498.5 |
S1 |
3,469.3 |
3,469.3 |
3,492.3 |
3,481.0 |
S2 |
3,441.7 |
3,441.7 |
3,487.7 |
|
S3 |
3,390.7 |
3,418.3 |
3,483.0 |
|
S4 |
3,339.7 |
3,367.3 |
3,469.0 |
|
|
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 |
3,516.0 |
3,366.0 |
150.0 |
4.3% |
54.8 |
1.6% |
87% |
True |
False |
27,132 |
10 |
3,516.0 |
3,366.0 |
150.0 |
4.3% |
49.6 |
1.4% |
87% |
True |
False |
31,788 |
20 |
3,516.0 |
3,277.0 |
239.0 |
6.8% |
54.3 |
1.6% |
92% |
True |
False |
18,803 |
40 |
3,516.0 |
3,152.0 |
364.0 |
10.4% |
50.8 |
1.5% |
95% |
True |
False |
13,119 |
60 |
3,516.0 |
2,969.0 |
547.0 |
15.6% |
55.6 |
1.6% |
97% |
True |
False |
10,908 |
80 |
3,595.0 |
2,969.0 |
626.0 |
17.9% |
53.8 |
1.5% |
84% |
False |
False |
8,183 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.3% |
44.2 |
1.3% |
74% |
False |
False |
6,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,732.8 |
2.618 |
3,649.5 |
1.618 |
3,598.5 |
1.000 |
3,567.0 |
0.618 |
3,547.5 |
HIGH |
3,516.0 |
0.618 |
3,496.5 |
0.500 |
3,490.5 |
0.382 |
3,484.5 |
LOW |
3,465.0 |
0.618 |
3,433.5 |
1.000 |
3,414.0 |
1.618 |
3,382.5 |
2.618 |
3,331.5 |
4.250 |
3,248.3 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,494.8 |
3,492.2 |
PP |
3,492.7 |
3,487.3 |
S1 |
3,490.5 |
3,482.5 |
|