Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,166.1 |
1,166.0 |
-0.1 |
0.0% |
1,137.7 |
High |
1,170.4 |
1,175.9 |
5.5 |
0.5% |
1,170.4 |
Low |
1,166.1 |
1,166.0 |
-0.1 |
0.0% |
1,135.8 |
Close |
1,167.9 |
1,174.3 |
6.4 |
0.5% |
1,167.9 |
Range |
4.3 |
9.9 |
5.6 |
130.2% |
34.6 |
ATR |
14.3 |
14.0 |
-0.3 |
-2.2% |
0.0 |
Volume |
2,525 |
4,090 |
1,565 |
62.0% |
3,751 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,201.8 |
1,198.0 |
1,179.8 |
|
R3 |
1,191.8 |
1,188.0 |
1,177.0 |
|
R2 |
1,182.0 |
1,182.0 |
1,176.0 |
|
R1 |
1,178.3 |
1,178.3 |
1,175.3 |
1,180.0 |
PP |
1,172.0 |
1,172.0 |
1,172.0 |
1,173.0 |
S1 |
1,168.3 |
1,168.3 |
1,173.5 |
1,170.3 |
S2 |
1,162.3 |
1,162.3 |
1,172.5 |
|
S3 |
1,152.3 |
1,158.3 |
1,171.5 |
|
S4 |
1,142.3 |
1,148.5 |
1,168.8 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.8 |
1,249.5 |
1,187.0 |
|
R3 |
1,227.3 |
1,214.8 |
1,177.5 |
|
R2 |
1,192.8 |
1,192.8 |
1,174.3 |
|
R1 |
1,180.3 |
1,180.3 |
1,171.0 |
1,186.5 |
PP |
1,158.0 |
1,158.0 |
1,158.0 |
1,161.0 |
S1 |
1,145.8 |
1,145.8 |
1,164.8 |
1,151.8 |
S2 |
1,123.5 |
1,123.5 |
1,161.5 |
|
S3 |
1,088.8 |
1,111.0 |
1,158.5 |
|
S4 |
1,054.3 |
1,076.5 |
1,148.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,175.9 |
1,145.0 |
30.9 |
2.6% |
10.5 |
0.9% |
95% |
True |
False |
1,563 |
10 |
1,182.0 |
1,135.8 |
46.2 |
3.9% |
10.8 |
0.9% |
83% |
False |
False |
1,398 |
20 |
1,194.0 |
1,134.0 |
60.0 |
5.1% |
11.0 |
0.9% |
67% |
False |
False |
846 |
40 |
1,194.0 |
1,065.5 |
128.5 |
10.9% |
12.0 |
1.0% |
85% |
False |
False |
450 |
60 |
1,194.0 |
1,065.5 |
128.5 |
10.9% |
8.5 |
0.7% |
85% |
False |
False |
300 |
80 |
1,220.5 |
1,065.5 |
155.0 |
13.2% |
6.5 |
0.5% |
70% |
False |
False |
225 |
100 |
1,261.5 |
1,065.5 |
196.0 |
16.7% |
5.0 |
0.4% |
56% |
False |
False |
180 |
120 |
1,282.5 |
1,065.5 |
217.0 |
18.5% |
4.3 |
0.4% |
50% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,218.0 |
2.618 |
1,201.8 |
1.618 |
1,192.0 |
1.000 |
1,185.8 |
0.618 |
1,182.0 |
HIGH |
1,176.0 |
0.618 |
1,172.0 |
0.500 |
1,171.0 |
0.382 |
1,169.8 |
LOW |
1,166.0 |
0.618 |
1,160.0 |
1.000 |
1,156.0 |
1.618 |
1,150.0 |
2.618 |
1,140.0 |
4.250 |
1,124.0 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,173.3 |
1,171.8 |
PP |
1,172.0 |
1,169.3 |
S1 |
1,171.0 |
1,166.8 |
|