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 |
17,732 |
17,724 |
-8 |
0.0% |
17,755 |
High |
17,788 |
17,769 |
-19 |
-0.1% |
17,788 |
Low |
17,648 |
17,630 |
-18 |
-0.1% |
17,560 |
Close |
17,724 |
17,641 |
-83 |
-0.5% |
17,724 |
Range |
140 |
139 |
-1 |
-0.7% |
228 |
ATR |
183 |
180 |
-3 |
-1.7% |
0 |
Volume |
137 |
186 |
49 |
35.8% |
1,157 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,097 |
18,008 |
17,718 |
|
R3 |
17,958 |
17,869 |
17,679 |
|
R2 |
17,819 |
17,819 |
17,667 |
|
R1 |
17,730 |
17,730 |
17,654 |
17,705 |
PP |
17,680 |
17,680 |
17,680 |
17,668 |
S1 |
17,591 |
17,591 |
17,628 |
17,566 |
S2 |
17,541 |
17,541 |
17,616 |
|
S3 |
17,402 |
17,452 |
17,603 |
|
S4 |
17,263 |
17,313 |
17,565 |
|
|
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 |
17,788 |
17,560 |
228 |
1.3% |
130 |
0.7% |
36% |
False |
False |
268 |
10 |
17,801 |
16,991 |
810 |
4.6% |
175 |
1.0% |
80% |
False |
False |
249 |
20 |
17,828 |
16,991 |
837 |
4.7% |
184 |
1.0% |
78% |
False |
False |
193 |
40 |
17,828 |
16,250 |
1,578 |
8.9% |
179 |
1.0% |
88% |
False |
False |
174 |
60 |
17,828 |
15,745 |
2,083 |
11.8% |
204 |
1.2% |
91% |
False |
False |
125 |
80 |
17,828 |
15,495 |
2,333 |
13.2% |
202 |
1.1% |
92% |
False |
False |
95 |
100 |
17,886 |
15,495 |
2,391 |
13.6% |
181 |
1.0% |
90% |
False |
False |
76 |
120 |
17,905 |
15,495 |
2,410 |
13.7% |
156 |
0.9% |
89% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,360 |
2.618 |
18,133 |
1.618 |
17,994 |
1.000 |
17,908 |
0.618 |
17,855 |
HIGH |
17,769 |
0.618 |
17,716 |
0.500 |
17,700 |
0.382 |
17,683 |
LOW |
17,630 |
0.618 |
17,544 |
1.000 |
17,491 |
1.618 |
17,405 |
2.618 |
17,266 |
4.250 |
17,039 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,700 |
17,709 |
PP |
17,680 |
17,686 |
S1 |
17,661 |
17,664 |
|