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 |
1,070.5 |
1,078.3 |
7.8 |
0.7% |
1,088.9 |
High |
1,081.8 |
1,081.1 |
-0.7 |
-0.1% |
1,099.2 |
Low |
1,070.5 |
1,069.0 |
-1.5 |
-0.1% |
1,067.0 |
Close |
1,075.0 |
1,071.4 |
-3.6 |
-0.3% |
1,077.8 |
Range |
11.3 |
12.1 |
0.8 |
7.1% |
32.2 |
ATR |
13.4 |
13.3 |
-0.1 |
-0.7% |
0.0 |
Volume |
6,897 |
3,207 |
-3,690 |
-53.5% |
15,522 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.1 |
1,102.9 |
1,078.1 |
|
R3 |
1,098.0 |
1,090.8 |
1,074.7 |
|
R2 |
1,085.9 |
1,085.9 |
1,073.6 |
|
R1 |
1,078.7 |
1,078.7 |
1,072.5 |
1,076.3 |
PP |
1,073.8 |
1,073.8 |
1,073.8 |
1,072.6 |
S1 |
1,066.6 |
1,066.6 |
1,070.3 |
1,064.2 |
S2 |
1,061.7 |
1,061.7 |
1,069.2 |
|
S3 |
1,049.6 |
1,054.5 |
1,068.1 |
|
S4 |
1,037.5 |
1,042.4 |
1,064.7 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,177.9 |
1,160.1 |
1,095.5 |
|
R3 |
1,145.7 |
1,127.9 |
1,086.7 |
|
R2 |
1,113.5 |
1,113.5 |
1,083.7 |
|
R1 |
1,095.7 |
1,095.7 |
1,080.8 |
1,088.5 |
PP |
1,081.3 |
1,081.3 |
1,081.3 |
1,077.8 |
S1 |
1,063.5 |
1,063.5 |
1,074.8 |
1,056.3 |
S2 |
1,049.1 |
1,049.1 |
1,071.9 |
|
S3 |
1,016.9 |
1,031.3 |
1,068.9 |
|
S4 |
984.7 |
999.1 |
1,060.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.5 |
1,067.3 |
21.2 |
2.0% |
11.9 |
1.1% |
19% |
False |
False |
3,593 |
10 |
1,099.2 |
1,067.0 |
32.2 |
3.0% |
12.4 |
1.2% |
14% |
False |
False |
3,612 |
20 |
1,164.0 |
1,067.0 |
97.0 |
9.1% |
12.7 |
1.2% |
5% |
False |
False |
2,933 |
40 |
1,192.4 |
1,067.0 |
125.4 |
11.7% |
13.2 |
1.2% |
4% |
False |
False |
1,911 |
60 |
1,192.4 |
1,067.0 |
125.4 |
11.7% |
12.7 |
1.2% |
4% |
False |
False |
1,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,132.5 |
2.618 |
1,112.8 |
1.618 |
1,100.7 |
1.000 |
1,093.2 |
0.618 |
1,088.6 |
HIGH |
1,081.1 |
0.618 |
1,076.5 |
0.500 |
1,075.1 |
0.382 |
1,073.6 |
LOW |
1,069.0 |
0.618 |
1,061.5 |
1.000 |
1,056.9 |
1.618 |
1,049.4 |
2.618 |
1,037.3 |
4.250 |
1,017.6 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,075.1 |
1,074.6 |
PP |
1,073.8 |
1,073.5 |
S1 |
1,072.6 |
1,072.5 |
|