Trading Metrics calculated at close of trading on 27-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,075.0 |
1,073.2 |
-1.8 |
-0.2% |
1,076.2 |
High |
1,080.5 |
1,073.5 |
-7.0 |
-0.6% |
1,081.1 |
Low |
1,067.6 |
1,052.5 |
-15.1 |
-1.4% |
1,052.5 |
Close |
1,070.5 |
1,056.9 |
-13.6 |
-1.3% |
1,056.9 |
Range |
12.9 |
21.0 |
8.1 |
62.8% |
28.6 |
ATR |
13.5 |
14.0 |
0.5 |
4.0% |
0.0 |
Volume |
12,295 |
4,649 |
-7,646 |
-62.2% |
43,683 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.0 |
1,111.4 |
1,068.5 |
|
R3 |
1,103.0 |
1,090.4 |
1,062.7 |
|
R2 |
1,082.0 |
1,082.0 |
1,060.8 |
|
R1 |
1,069.4 |
1,069.4 |
1,058.8 |
1,065.2 |
PP |
1,061.0 |
1,061.0 |
1,061.0 |
1,058.9 |
S1 |
1,048.4 |
1,048.4 |
1,055.0 |
1,044.2 |
S2 |
1,040.0 |
1,040.0 |
1,053.1 |
|
S3 |
1,019.0 |
1,027.4 |
1,051.1 |
|
S4 |
998.0 |
1,006.4 |
1,045.4 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.3 |
1,131.7 |
1,072.6 |
|
R3 |
1,120.7 |
1,103.1 |
1,064.8 |
|
R2 |
1,092.1 |
1,092.1 |
1,062.1 |
|
R1 |
1,074.5 |
1,074.5 |
1,059.5 |
1,069.0 |
PP |
1,063.5 |
1,063.5 |
1,063.5 |
1,060.8 |
S1 |
1,045.9 |
1,045.9 |
1,054.3 |
1,040.4 |
S2 |
1,034.9 |
1,034.9 |
1,051.7 |
|
S3 |
1,006.3 |
1,017.3 |
1,049.0 |
|
S4 |
977.7 |
988.7 |
1,041.2 |
|
|
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 |
1,052.5 |
35.5 |
3.4% |
13.5 |
1.3% |
12% |
False |
True |
9,865 |
10 |
1,097.5 |
1,052.5 |
45.0 |
4.3% |
13.6 |
1.3% |
10% |
False |
True |
6,330 |
20 |
1,150.1 |
1,052.5 |
97.6 |
9.2% |
13.0 |
1.2% |
5% |
False |
True |
4,821 |
40 |
1,191.9 |
1,052.5 |
139.4 |
13.2% |
13.8 |
1.3% |
3% |
False |
True |
3,135 |
60 |
1,191.9 |
1,052.5 |
139.4 |
13.2% |
12.8 |
1.2% |
3% |
False |
True |
2,482 |
80 |
1,191.9 |
1,052.5 |
139.4 |
13.2% |
12.3 |
1.2% |
3% |
False |
True |
2,093 |
100 |
1,191.9 |
1,052.5 |
139.4 |
13.2% |
11.4 |
1.1% |
3% |
False |
True |
1,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.8 |
2.618 |
1,128.5 |
1.618 |
1,107.5 |
1.000 |
1,094.5 |
0.618 |
1,086.5 |
HIGH |
1,073.5 |
0.618 |
1,065.5 |
0.500 |
1,063.0 |
0.382 |
1,060.5 |
LOW |
1,052.5 |
0.618 |
1,039.5 |
1.000 |
1,031.5 |
1.618 |
1,018.5 |
2.618 |
997.5 |
4.250 |
963.3 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,063.0 |
1,066.8 |
PP |
1,061.0 |
1,063.5 |
S1 |
1,058.9 |
1,060.2 |
|