Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
5,138.0 |
5,173.0 |
35.0 |
0.7% |
5,226.0 |
High |
5,193.0 |
5,173.0 |
-20.0 |
-0.4% |
5,238.0 |
Low |
5,128.0 |
5,152.0 |
24.0 |
0.5% |
5,128.0 |
Close |
5,171.0 |
5,152.0 |
-19.0 |
-0.4% |
5,152.0 |
Range |
65.0 |
21.0 |
-44.0 |
-67.7% |
110.0 |
ATR |
58.5 |
55.8 |
-2.7 |
-4.6% |
0.0 |
Volume |
3 |
89 |
86 |
2,866.7% |
185 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,222.0 |
5,208.0 |
5,163.6 |
|
R3 |
5,201.0 |
5,187.0 |
5,157.8 |
|
R2 |
5,180.0 |
5,180.0 |
5,155.9 |
|
R1 |
5,166.0 |
5,166.0 |
5,153.9 |
5,162.5 |
PP |
5,159.0 |
5,159.0 |
5,159.0 |
5,157.3 |
S1 |
5,145.0 |
5,145.0 |
5,150.1 |
5,141.5 |
S2 |
5,138.0 |
5,138.0 |
5,148.2 |
|
S3 |
5,117.0 |
5,124.0 |
5,146.2 |
|
S4 |
5,096.0 |
5,103.0 |
5,140.5 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,502.7 |
5,437.3 |
5,212.5 |
|
R3 |
5,392.7 |
5,327.3 |
5,182.3 |
|
R2 |
5,282.7 |
5,282.7 |
5,172.2 |
|
R1 |
5,217.3 |
5,217.3 |
5,162.1 |
5,195.0 |
PP |
5,172.7 |
5,172.7 |
5,172.7 |
5,161.5 |
S1 |
5,107.3 |
5,107.3 |
5,141.9 |
5,085.0 |
S2 |
5,062.7 |
5,062.7 |
5,131.8 |
|
S3 |
4,952.7 |
4,997.3 |
5,121.8 |
|
S4 |
4,842.7 |
4,887.3 |
5,091.5 |
|
|
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% |
34.0 |
0.7% |
22% |
False |
False |
37 |
10 |
5,238.0 |
4,939.0 |
299.0 |
5.8% |
35.7 |
0.7% |
71% |
False |
False |
133 |
20 |
5,238.0 |
4,939.0 |
299.0 |
5.8% |
36.2 |
0.7% |
71% |
False |
False |
192 |
40 |
5,307.0 |
4,939.0 |
368.0 |
7.1% |
30.2 |
0.6% |
58% |
False |
False |
125 |
60 |
5,307.0 |
4,829.0 |
478.0 |
9.3% |
28.5 |
0.6% |
68% |
False |
False |
95 |
80 |
5,385.0 |
4,829.0 |
556.0 |
10.8% |
26.3 |
0.5% |
58% |
False |
False |
117 |
100 |
5,595.0 |
4,829.0 |
766.0 |
14.9% |
23.3 |
0.5% |
42% |
False |
False |
96 |
120 |
5,595.0 |
4,829.0 |
766.0 |
14.9% |
20.2 |
0.4% |
42% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,262.3 |
2.618 |
5,228.0 |
1.618 |
5,207.0 |
1.000 |
5,194.0 |
0.618 |
5,186.0 |
HIGH |
5,173.0 |
0.618 |
5,165.0 |
0.500 |
5,162.5 |
0.382 |
5,160.0 |
LOW |
5,152.0 |
0.618 |
5,139.0 |
1.000 |
5,131.0 |
1.618 |
5,118.0 |
2.618 |
5,097.0 |
4.250 |
5,062.8 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,162.5 |
5,160.5 |
PP |
5,159.0 |
5,157.7 |
S1 |
5,155.5 |
5,154.8 |
|