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 |
1,073.2 |
1,057.6 |
-15.6 |
-1.5% |
1,076.2 |
High |
1,073.5 |
1,069.6 |
-3.9 |
-0.4% |
1,081.1 |
Low |
1,052.5 |
1,053.0 |
0.5 |
0.0% |
1,052.5 |
Close |
1,056.9 |
1,066.0 |
9.1 |
0.9% |
1,056.9 |
Range |
21.0 |
16.6 |
-4.4 |
-21.0% |
28.6 |
ATR |
14.0 |
14.2 |
0.2 |
1.3% |
0.0 |
Volume |
4,649 |
2,691 |
-1,958 |
-42.1% |
43,683 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.7 |
1,105.9 |
1,075.1 |
|
R3 |
1,096.1 |
1,089.3 |
1,070.6 |
|
R2 |
1,079.5 |
1,079.5 |
1,069.0 |
|
R1 |
1,072.7 |
1,072.7 |
1,067.5 |
1,076.1 |
PP |
1,062.9 |
1,062.9 |
1,062.9 |
1,064.6 |
S1 |
1,056.1 |
1,056.1 |
1,064.5 |
1,059.5 |
S2 |
1,046.3 |
1,046.3 |
1,063.0 |
|
S3 |
1,029.7 |
1,039.5 |
1,061.4 |
|
S4 |
1,013.1 |
1,022.9 |
1,056.9 |
|
|
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 |
1,081.1 |
1,052.5 |
28.6 |
2.7% |
14.4 |
1.4% |
47% |
False |
False |
9,274 |
10 |
1,097.5 |
1,052.5 |
45.0 |
4.2% |
14.5 |
1.4% |
30% |
False |
False |
6,475 |
20 |
1,142.3 |
1,052.5 |
89.8 |
8.4% |
13.3 |
1.3% |
15% |
False |
False |
4,880 |
40 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
13.3 |
1.2% |
10% |
False |
False |
3,153 |
60 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
12.8 |
1.2% |
10% |
False |
False |
2,502 |
80 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
12.5 |
1.2% |
10% |
False |
False |
2,124 |
100 |
1,191.9 |
1,052.5 |
139.4 |
13.1% |
11.5 |
1.1% |
10% |
False |
False |
1,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,140.2 |
2.618 |
1,113.1 |
1.618 |
1,096.5 |
1.000 |
1,086.2 |
0.618 |
1,079.9 |
HIGH |
1,069.6 |
0.618 |
1,063.3 |
0.500 |
1,061.3 |
0.382 |
1,059.3 |
LOW |
1,053.0 |
0.618 |
1,042.7 |
1.000 |
1,036.4 |
1.618 |
1,026.1 |
2.618 |
1,009.5 |
4.250 |
982.5 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,064.4 |
1,066.5 |
PP |
1,062.9 |
1,066.3 |
S1 |
1,061.3 |
1,066.2 |
|