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 |
5,232.0 |
5,150.0 |
-82.0 |
-1.6% |
4,963.0 |
High |
5,232.0 |
5,160.0 |
-72.0 |
-1.4% |
5,208.0 |
Low |
5,175.0 |
5,149.0 |
-26.0 |
-0.5% |
4,939.0 |
Close |
5,175.0 |
5,150.0 |
-25.0 |
-0.5% |
5,208.0 |
Range |
57.0 |
11.0 |
-46.0 |
-80.7% |
269.0 |
ATR |
60.4 |
58.0 |
-2.5 |
-4.1% |
0.0 |
Volume |
41 |
11 |
-30 |
-73.2% |
1,151 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,186.0 |
5,179.0 |
5,156.1 |
|
R3 |
5,175.0 |
5,168.0 |
5,153.0 |
|
R2 |
5,164.0 |
5,164.0 |
5,152.0 |
|
R1 |
5,157.0 |
5,157.0 |
5,151.0 |
5,155.5 |
PP |
5,153.0 |
5,153.0 |
5,153.0 |
5,152.3 |
S1 |
5,146.0 |
5,146.0 |
5,149.0 |
5,144.5 |
S2 |
5,142.0 |
5,142.0 |
5,148.0 |
|
S3 |
5,131.0 |
5,135.0 |
5,147.0 |
|
S4 |
5,120.0 |
5,124.0 |
5,144.0 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,925.3 |
5,835.7 |
5,356.0 |
|
R3 |
5,656.3 |
5,566.7 |
5,282.0 |
|
R2 |
5,387.3 |
5,387.3 |
5,257.3 |
|
R1 |
5,297.7 |
5,297.7 |
5,232.7 |
5,342.5 |
PP |
5,118.3 |
5,118.3 |
5,118.3 |
5,140.8 |
S1 |
5,028.7 |
5,028.7 |
5,183.3 |
5,073.5 |
S2 |
4,849.3 |
4,849.3 |
5,158.7 |
|
S3 |
4,580.3 |
4,759.7 |
5,134.0 |
|
S4 |
4,311.3 |
4,490.7 |
5,060.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,238.0 |
5,128.0 |
110.0 |
2.1% |
31.2 |
0.6% |
20% |
False |
False |
24 |
10 |
5,238.0 |
4,939.0 |
299.0 |
5.8% |
30.0 |
0.6% |
71% |
False |
False |
125 |
20 |
5,238.0 |
4,939.0 |
299.0 |
5.8% |
36.4 |
0.7% |
71% |
False |
False |
189 |
40 |
5,307.0 |
4,939.0 |
368.0 |
7.1% |
31.1 |
0.6% |
57% |
False |
False |
124 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.3% |
28.0 |
0.5% |
67% |
False |
False |
100 |
80 |
5,583.0 |
4,829.0 |
754.0 |
14.6% |
26.6 |
0.5% |
43% |
False |
False |
116 |
100 |
5,595.0 |
4,829.0 |
766.0 |
14.9% |
22.5 |
0.4% |
42% |
False |
False |
96 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.9% |
19.5 |
0.4% |
42% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,206.8 |
2.618 |
5,188.8 |
1.618 |
5,177.8 |
1.000 |
5,171.0 |
0.618 |
5,166.8 |
HIGH |
5,160.0 |
0.618 |
5,155.8 |
0.500 |
5,154.5 |
0.382 |
5,153.2 |
LOW |
5,149.0 |
0.618 |
5,142.2 |
1.000 |
5,138.0 |
1.618 |
5,131.2 |
2.618 |
5,120.2 |
4.250 |
5,102.3 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,154.5 |
5,193.5 |
PP |
5,153.0 |
5,179.0 |
S1 |
5,151.5 |
5,164.5 |
|