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 |
1,069.0 |
1,075.0 |
6.0 |
0.6% |
1,087.6 |
High |
1,081.1 |
1,080.5 |
-0.6 |
-0.1% |
1,097.5 |
Low |
1,068.9 |
1,067.6 |
-1.3 |
-0.1% |
1,064.8 |
Close |
1,074.1 |
1,070.5 |
-3.6 |
-0.3% |
1,077.1 |
Range |
12.2 |
12.9 |
0.7 |
5.7% |
32.7 |
ATR |
13.5 |
13.5 |
0.0 |
-0.3% |
0.0 |
Volume |
19,432 |
12,295 |
-7,137 |
-36.7% |
18,381 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,111.6 |
1,103.9 |
1,077.6 |
|
R3 |
1,098.7 |
1,091.0 |
1,074.0 |
|
R2 |
1,085.8 |
1,085.8 |
1,072.9 |
|
R1 |
1,078.1 |
1,078.1 |
1,071.7 |
1,075.5 |
PP |
1,072.9 |
1,072.9 |
1,072.9 |
1,071.6 |
S1 |
1,065.2 |
1,065.2 |
1,069.3 |
1,062.6 |
S2 |
1,060.0 |
1,060.0 |
1,068.1 |
|
S3 |
1,047.1 |
1,052.3 |
1,067.0 |
|
S4 |
1,034.2 |
1,039.4 |
1,063.4 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.9 |
1,160.2 |
1,095.1 |
|
R3 |
1,145.2 |
1,127.5 |
1,086.1 |
|
R2 |
1,112.5 |
1,112.5 |
1,083.1 |
|
R1 |
1,094.8 |
1,094.8 |
1,080.1 |
1,087.3 |
PP |
1,079.8 |
1,079.8 |
1,079.8 |
1,076.1 |
S1 |
1,062.1 |
1,062.1 |
1,074.1 |
1,054.6 |
S2 |
1,047.1 |
1,047.1 |
1,071.1 |
|
S3 |
1,014.4 |
1,029.4 |
1,068.1 |
|
S4 |
981.7 |
996.7 |
1,059.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.0 |
1,067.0 |
21.0 |
2.0% |
12.7 |
1.2% |
17% |
False |
False |
9,491 |
10 |
1,097.5 |
1,064.8 |
32.7 |
3.1% |
13.0 |
1.2% |
17% |
False |
False |
6,479 |
20 |
1,163.0 |
1,064.8 |
98.2 |
9.2% |
12.7 |
1.2% |
6% |
False |
False |
4,612 |
40 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
13.4 |
1.3% |
4% |
False |
False |
3,029 |
60 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
12.5 |
1.2% |
4% |
False |
False |
2,410 |
80 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
12.2 |
1.1% |
4% |
False |
False |
2,047 |
100 |
1,191.9 |
1,064.8 |
127.1 |
11.9% |
11.3 |
1.1% |
4% |
False |
False |
1,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.3 |
2.618 |
1,114.3 |
1.618 |
1,101.4 |
1.000 |
1,093.4 |
0.618 |
1,088.5 |
HIGH |
1,080.5 |
0.618 |
1,075.6 |
0.500 |
1,074.1 |
0.382 |
1,072.5 |
LOW |
1,067.6 |
0.618 |
1,059.6 |
1.000 |
1,054.7 |
1.618 |
1,046.7 |
2.618 |
1,033.8 |
4.250 |
1,012.8 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,074.1 |
1,074.1 |
PP |
1,072.9 |
1,072.9 |
S1 |
1,071.7 |
1,071.7 |
|