Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,680 |
17,683 |
3 |
0.0% |
17,033 |
High |
17,747 |
17,752 |
5 |
0.0% |
17,801 |
Low |
17,560 |
17,675 |
115 |
0.7% |
16,991 |
Close |
17,688 |
17,727 |
39 |
0.2% |
17,727 |
Range |
187 |
77 |
-110 |
-58.8% |
810 |
ATR |
195 |
186 |
-8 |
-4.3% |
0 |
Volume |
271 |
373 |
102 |
37.6% |
1,149 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,949 |
17,915 |
17,769 |
|
R3 |
17,872 |
17,838 |
17,748 |
|
R2 |
17,795 |
17,795 |
17,741 |
|
R1 |
17,761 |
17,761 |
17,734 |
17,778 |
PP |
17,718 |
17,718 |
17,718 |
17,727 |
S1 |
17,684 |
17,684 |
17,720 |
17,701 |
S2 |
17,641 |
17,641 |
17,713 |
|
S3 |
17,564 |
17,607 |
17,706 |
|
S4 |
17,487 |
17,530 |
17,685 |
|
|
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 |
17,560 |
241 |
1.4% |
132 |
0.7% |
69% |
False |
False |
364 |
10 |
17,801 |
16,991 |
810 |
4.6% |
206 |
1.2% |
91% |
False |
False |
287 |
20 |
17,828 |
16,991 |
837 |
4.7% |
185 |
1.0% |
88% |
False |
False |
201 |
40 |
17,828 |
15,835 |
1,993 |
11.2% |
191 |
1.1% |
95% |
False |
False |
169 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
206 |
1.2% |
95% |
False |
False |
120 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
201 |
1.1% |
96% |
False |
False |
91 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
178 |
1.0% |
93% |
False |
False |
72 |
120 |
17,905 |
15,495 |
2,410 |
13.6% |
153 |
0.9% |
93% |
False |
False |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,079 |
2.618 |
17,954 |
1.618 |
17,877 |
1.000 |
17,829 |
0.618 |
17,800 |
HIGH |
17,752 |
0.618 |
17,723 |
0.500 |
17,714 |
0.382 |
17,705 |
LOW |
17,675 |
0.618 |
17,628 |
1.000 |
17,598 |
1.618 |
17,551 |
2.618 |
17,474 |
4.250 |
17,348 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,723 |
17,705 |
PP |
17,718 |
17,683 |
S1 |
17,714 |
17,661 |
|