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 |
20,055 |
19,950 |
-105 |
-0.5% |
19,975 |
High |
20,070 |
19,950 |
-120 |
-0.6% |
20,075 |
Low |
19,880 |
19,800 |
-80 |
-0.4% |
19,835 |
Close |
19,935 |
19,850 |
-85 |
-0.4% |
19,935 |
Range |
190 |
150 |
-40 |
-21.1% |
240 |
ATR |
231 |
225 |
-6 |
-2.5% |
0 |
Volume |
63 |
54 |
-9 |
-14.3% |
377 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,317 |
20,233 |
19,933 |
|
R3 |
20,167 |
20,083 |
19,891 |
|
R2 |
20,017 |
20,017 |
19,878 |
|
R1 |
19,933 |
19,933 |
19,864 |
19,900 |
PP |
19,867 |
19,867 |
19,867 |
19,850 |
S1 |
19,783 |
19,783 |
19,836 |
19,750 |
S2 |
19,717 |
19,717 |
19,823 |
|
S3 |
19,567 |
19,633 |
19,809 |
|
S4 |
19,417 |
19,483 |
19,768 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,668 |
20,542 |
20,067 |
|
R3 |
20,428 |
20,302 |
20,001 |
|
R2 |
20,188 |
20,188 |
19,979 |
|
R1 |
20,062 |
20,062 |
19,957 |
20,005 |
PP |
19,948 |
19,948 |
19,948 |
19,920 |
S1 |
19,822 |
19,822 |
19,913 |
19,765 |
S2 |
19,708 |
19,708 |
19,891 |
|
S3 |
19,468 |
19,582 |
19,869 |
|
S4 |
19,228 |
19,342 |
19,803 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,075 |
19,800 |
275 |
1.4% |
168 |
0.8% |
18% |
False |
True |
86 |
10 |
20,075 |
19,340 |
735 |
3.7% |
216 |
1.1% |
69% |
False |
False |
52 |
20 |
20,075 |
18,825 |
1,250 |
6.3% |
204 |
1.0% |
82% |
False |
False |
32 |
40 |
20,075 |
17,845 |
2,230 |
11.2% |
183 |
0.9% |
90% |
False |
False |
18 |
60 |
20,075 |
17,160 |
2,915 |
14.7% |
192 |
1.0% |
92% |
False |
False |
12 |
80 |
20,945 |
17,160 |
3,785 |
19.1% |
144 |
0.7% |
71% |
False |
False |
9 |
100 |
20,945 |
17,160 |
3,785 |
19.1% |
115 |
0.6% |
71% |
False |
False |
7 |
120 |
20,965 |
17,160 |
3,805 |
19.2% |
96 |
0.5% |
71% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,588 |
2.618 |
20,343 |
1.618 |
20,193 |
1.000 |
20,100 |
0.618 |
20,043 |
HIGH |
19,950 |
0.618 |
19,893 |
0.500 |
19,875 |
0.382 |
19,857 |
LOW |
19,800 |
0.618 |
19,707 |
1.000 |
19,650 |
1.618 |
19,557 |
2.618 |
19,407 |
4.250 |
19,163 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,875 |
19,935 |
PP |
19,867 |
19,907 |
S1 |
19,858 |
19,878 |
|