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 |
4,672.50 |
4,670.50 |
-2.00 |
0.0% |
4,471.00 |
High |
4,679.00 |
4,679.75 |
0.75 |
0.0% |
4,688.25 |
Low |
4,615.25 |
4,656.25 |
41.00 |
0.9% |
4,452.75 |
Close |
4,661.75 |
4,673.50 |
11.75 |
0.3% |
4,685.00 |
Range |
63.75 |
23.50 |
-40.25 |
-63.1% |
235.50 |
ATR |
62.35 |
59.58 |
-2.78 |
-4.5% |
0.00 |
Volume |
1,069 |
871 |
-198 |
-18.5% |
1,984 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,740.25 |
4,730.50 |
4,686.50 |
|
R3 |
4,716.75 |
4,707.00 |
4,680.00 |
|
R2 |
4,693.25 |
4,693.25 |
4,677.75 |
|
R1 |
4,683.50 |
4,683.50 |
4,675.75 |
4,688.50 |
PP |
4,669.75 |
4,669.75 |
4,669.75 |
4,672.25 |
S1 |
4,660.00 |
4,660.00 |
4,671.25 |
4,665.00 |
S2 |
4,646.25 |
4,646.25 |
4,669.25 |
|
S3 |
4,622.75 |
4,636.50 |
4,667.00 |
|
S4 |
4,599.25 |
4,613.00 |
4,660.50 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,315.25 |
5,235.50 |
4,814.50 |
|
R3 |
5,079.75 |
5,000.00 |
4,749.75 |
|
R2 |
4,844.25 |
4,844.25 |
4,728.25 |
|
R1 |
4,764.50 |
4,764.50 |
4,706.50 |
4,804.50 |
PP |
4,608.75 |
4,608.75 |
4,608.75 |
4,628.50 |
S1 |
4,529.00 |
4,529.00 |
4,663.50 |
4,569.00 |
S2 |
4,373.25 |
4,373.25 |
4,641.75 |
|
S3 |
4,137.75 |
4,293.50 |
4,620.25 |
|
S4 |
3,902.25 |
4,058.00 |
4,555.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,701.25 |
4,615.25 |
86.00 |
1.8% |
41.50 |
0.9% |
68% |
False |
False |
638 |
10 |
4,701.25 |
4,452.75 |
248.50 |
5.3% |
62.25 |
1.3% |
89% |
False |
False |
458 |
20 |
4,722.50 |
4,452.75 |
269.75 |
5.8% |
56.50 |
1.2% |
82% |
False |
False |
334 |
40 |
4,722.50 |
4,105.25 |
617.25 |
13.2% |
60.50 |
1.3% |
92% |
False |
False |
319 |
60 |
4,722.50 |
4,034.25 |
688.25 |
14.7% |
63.00 |
1.3% |
93% |
False |
False |
221 |
80 |
4,722.50 |
3,975.75 |
746.75 |
16.0% |
61.75 |
1.3% |
93% |
False |
False |
166 |
100 |
4,722.50 |
3,975.75 |
746.75 |
16.0% |
55.50 |
1.2% |
93% |
False |
False |
133 |
120 |
4,722.50 |
3,975.75 |
746.75 |
16.0% |
48.50 |
1.0% |
93% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,779.50 |
2.618 |
4,741.25 |
1.618 |
4,717.75 |
1.000 |
4,703.25 |
0.618 |
4,694.25 |
HIGH |
4,679.75 |
0.618 |
4,670.75 |
0.500 |
4,668.00 |
0.382 |
4,665.25 |
LOW |
4,656.25 |
0.618 |
4,641.75 |
1.000 |
4,632.75 |
1.618 |
4,618.25 |
2.618 |
4,594.75 |
4.250 |
4,556.50 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,671.75 |
4,668.50 |
PP |
4,669.75 |
4,663.25 |
S1 |
4,668.00 |
4,658.25 |
|