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 |
1,078.3 |
1,073.2 |
-5.1 |
-0.5% |
1,075.5 |
High |
1,081.1 |
1,074.7 |
-6.4 |
-0.6% |
1,081.8 |
Low |
1,069.0 |
1,053.4 |
-15.6 |
-1.5% |
1,053.4 |
Close |
1,071.4 |
1,057.8 |
-13.6 |
-1.3% |
1,057.8 |
Range |
12.1 |
21.3 |
9.2 |
76.0% |
28.4 |
ATR |
13.3 |
13.8 |
0.6 |
4.3% |
0.0 |
Volume |
3,207 |
2,055 |
-1,152 |
-35.9% |
15,153 |
|
Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.9 |
1,113.1 |
1,069.5 |
|
R3 |
1,104.6 |
1,091.8 |
1,063.7 |
|
R2 |
1,083.3 |
1,083.3 |
1,061.7 |
|
R1 |
1,070.5 |
1,070.5 |
1,059.8 |
1,066.3 |
PP |
1,062.0 |
1,062.0 |
1,062.0 |
1,059.8 |
S1 |
1,049.2 |
1,049.2 |
1,055.8 |
1,045.0 |
S2 |
1,040.7 |
1,040.7 |
1,053.9 |
|
S3 |
1,019.4 |
1,027.9 |
1,051.9 |
|
S4 |
998.1 |
1,006.6 |
1,046.1 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.5 |
1,132.1 |
1,073.4 |
|
R3 |
1,121.1 |
1,103.7 |
1,065.6 |
|
R2 |
1,092.7 |
1,092.7 |
1,063.0 |
|
R1 |
1,075.3 |
1,075.3 |
1,060.4 |
1,069.8 |
PP |
1,064.3 |
1,064.3 |
1,064.3 |
1,061.6 |
S1 |
1,046.9 |
1,046.9 |
1,055.2 |
1,041.4 |
S2 |
1,035.9 |
1,035.9 |
1,052.6 |
|
S3 |
1,007.5 |
1,018.5 |
1,050.0 |
|
S4 |
979.1 |
990.1 |
1,042.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,088.5 |
1,053.4 |
35.1 |
3.3% |
12.9 |
1.2% |
13% |
False |
True |
3,598 |
10 |
1,099.2 |
1,053.4 |
45.8 |
4.3% |
13.1 |
1.2% |
10% |
False |
True |
3,133 |
20 |
1,151.5 |
1,053.4 |
98.1 |
9.3% |
12.9 |
1.2% |
4% |
False |
True |
2,949 |
40 |
1,192.4 |
1,053.4 |
139.0 |
13.1% |
13.7 |
1.3% |
3% |
False |
True |
1,960 |
60 |
1,192.4 |
1,053.4 |
139.0 |
13.1% |
12.9 |
1.2% |
3% |
False |
True |
1,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,165.2 |
2.618 |
1,130.5 |
1.618 |
1,109.2 |
1.000 |
1,096.0 |
0.618 |
1,087.9 |
HIGH |
1,074.7 |
0.618 |
1,066.6 |
0.500 |
1,064.1 |
0.382 |
1,061.5 |
LOW |
1,053.4 |
0.618 |
1,040.2 |
1.000 |
1,032.1 |
1.618 |
1,018.9 |
2.618 |
997.6 |
4.250 |
962.9 |
|
|
Fisher Pivots for day following 27-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,064.1 |
1,067.6 |
PP |
1,062.0 |
1,064.3 |
S1 |
1,059.9 |
1,061.1 |
|