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 |
17,755 |
17,680 |
-75 |
-0.4% |
17,033 |
High |
17,762 |
17,747 |
-15 |
-0.1% |
17,801 |
Low |
17,655 |
17,560 |
-95 |
-0.5% |
16,991 |
Close |
17,684 |
17,688 |
4 |
0.0% |
17,727 |
Range |
107 |
187 |
80 |
74.8% |
810 |
ATR |
195 |
195 |
-1 |
-0.3% |
0 |
Volume |
376 |
271 |
-105 |
-27.9% |
1,149 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,226 |
18,144 |
17,791 |
|
R3 |
18,039 |
17,957 |
17,740 |
|
R2 |
17,852 |
17,852 |
17,722 |
|
R1 |
17,770 |
17,770 |
17,705 |
17,811 |
PP |
17,665 |
17,665 |
17,665 |
17,686 |
S1 |
17,583 |
17,583 |
17,671 |
17,624 |
S2 |
17,478 |
17,478 |
17,654 |
|
S3 |
17,291 |
17,396 |
17,637 |
|
S4 |
17,104 |
17,209 |
17,585 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,936 |
19,642 |
18,173 |
|
R3 |
19,126 |
18,832 |
17,950 |
|
R2 |
18,316 |
18,316 |
17,876 |
|
R1 |
18,022 |
18,022 |
17,801 |
18,169 |
PP |
17,506 |
17,506 |
17,506 |
17,580 |
S1 |
17,212 |
17,212 |
17,653 |
17,359 |
S2 |
16,696 |
16,696 |
17,579 |
|
S3 |
15,886 |
16,402 |
17,504 |
|
S4 |
15,076 |
15,592 |
17,282 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,801 |
17,341 |
460 |
2.6% |
174 |
1.0% |
75% |
False |
False |
312 |
10 |
17,801 |
16,991 |
810 |
4.6% |
213 |
1.2% |
86% |
False |
False |
254 |
20 |
17,828 |
16,991 |
837 |
4.7% |
192 |
1.1% |
83% |
False |
False |
211 |
40 |
17,828 |
15,835 |
1,993 |
11.3% |
196 |
1.1% |
93% |
False |
False |
160 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
209 |
1.2% |
93% |
False |
False |
114 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
201 |
1.1% |
94% |
False |
False |
86 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
180 |
1.0% |
92% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,542 |
2.618 |
18,237 |
1.618 |
18,050 |
1.000 |
17,934 |
0.618 |
17,863 |
HIGH |
17,747 |
0.618 |
17,676 |
0.500 |
17,654 |
0.382 |
17,632 |
LOW |
17,560 |
0.618 |
17,445 |
1.000 |
17,373 |
1.618 |
17,258 |
2.618 |
17,071 |
4.250 |
16,765 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,677 |
17,686 |
PP |
17,665 |
17,683 |
S1 |
17,654 |
17,681 |
|