Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,683 |
17,732 |
49 |
0.3% |
17,755 |
High |
17,752 |
17,788 |
36 |
0.2% |
17,788 |
Low |
17,675 |
17,648 |
-27 |
-0.2% |
17,560 |
Close |
17,727 |
17,724 |
-3 |
0.0% |
17,724 |
Range |
77 |
140 |
63 |
81.8% |
228 |
ATR |
186 |
183 |
-3 |
-1.8% |
0 |
Volume |
373 |
137 |
-236 |
-63.3% |
1,157 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,140 |
18,072 |
17,801 |
|
R3 |
18,000 |
17,932 |
17,763 |
|
R2 |
17,860 |
17,860 |
17,750 |
|
R1 |
17,792 |
17,792 |
17,737 |
17,756 |
PP |
17,720 |
17,720 |
17,720 |
17,702 |
S1 |
17,652 |
17,652 |
17,711 |
17,616 |
S2 |
17,580 |
17,580 |
17,698 |
|
S3 |
17,440 |
17,512 |
17,686 |
|
S4 |
17,300 |
17,372 |
17,647 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,375 |
18,277 |
17,850 |
|
R3 |
18,147 |
18,049 |
17,787 |
|
R2 |
17,919 |
17,919 |
17,766 |
|
R1 |
17,821 |
17,821 |
17,745 |
17,756 |
PP |
17,691 |
17,691 |
17,691 |
17,658 |
S1 |
17,593 |
17,593 |
17,703 |
17,528 |
S2 |
17,463 |
17,463 |
17,682 |
|
S3 |
17,235 |
17,365 |
17,661 |
|
S4 |
17,007 |
17,137 |
17,599 |
|
|
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% |
138 |
0.8% |
68% |
False |
False |
287 |
10 |
17,801 |
16,991 |
810 |
4.6% |
189 |
1.1% |
90% |
False |
False |
258 |
20 |
17,828 |
16,991 |
837 |
4.7% |
187 |
1.1% |
88% |
False |
False |
186 |
40 |
17,828 |
15,835 |
1,993 |
11.2% |
186 |
1.1% |
95% |
False |
False |
170 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
204 |
1.1% |
95% |
False |
False |
122 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
201 |
1.1% |
96% |
False |
False |
92 |
100 |
17,886 |
15,495 |
2,391 |
13.5% |
179 |
1.0% |
93% |
False |
False |
74 |
120 |
17,905 |
15,495 |
2,410 |
13.6% |
154 |
0.9% |
92% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,383 |
2.618 |
18,155 |
1.618 |
18,015 |
1.000 |
17,928 |
0.618 |
17,875 |
HIGH |
17,788 |
0.618 |
17,735 |
0.500 |
17,718 |
0.382 |
17,702 |
LOW |
17,648 |
0.618 |
17,562 |
1.000 |
17,508 |
1.618 |
17,422 |
2.618 |
17,282 |
4.250 |
17,053 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,722 |
17,707 |
PP |
17,720 |
17,691 |
S1 |
17,718 |
17,674 |
|