| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
4,680.51 |
4,689.98 |
9.47 |
0.2% |
4,494.56 |
| High |
4,691.59 |
4,706.62 |
15.03 |
0.3% |
4,691.59 |
| Low |
4,674.61 |
4,655.60 |
-19.01 |
-0.4% |
4,486.09 |
| Close |
4,686.36 |
4,674.79 |
-11.57 |
-0.2% |
4,686.36 |
| Range |
16.98 |
51.02 |
34.04 |
200.5% |
205.50 |
| ATR |
57.79 |
57.30 |
-0.48 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,832.06 |
4,804.45 |
4,702.85 |
|
| R3 |
4,781.04 |
4,753.43 |
4,688.82 |
|
| R2 |
4,730.02 |
4,730.02 |
4,684.14 |
|
| R1 |
4,702.41 |
4,702.41 |
4,679.47 |
4,690.71 |
| PP |
4,679.00 |
4,679.00 |
4,679.00 |
4,673.15 |
| S1 |
4,651.39 |
4,651.39 |
4,670.11 |
4,639.69 |
| S2 |
4,627.98 |
4,627.98 |
4,665.44 |
|
| S3 |
4,576.96 |
4,600.37 |
4,660.76 |
|
| S4 |
4,525.94 |
4,549.35 |
4,646.73 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,237.85 |
5,167.60 |
4,799.39 |
|
| R3 |
5,032.35 |
4,962.10 |
4,742.87 |
|
| R2 |
4,826.85 |
4,826.85 |
4,724.04 |
|
| R1 |
4,756.60 |
4,756.60 |
4,705.20 |
4,791.73 |
| PP |
4,621.35 |
4,621.35 |
4,621.35 |
4,638.91 |
| S1 |
4,551.10 |
4,551.10 |
4,667.52 |
4,586.23 |
| S2 |
4,415.85 |
4,415.85 |
4,648.69 |
|
| S3 |
4,210.35 |
4,345.60 |
4,629.85 |
|
| S4 |
4,004.85 |
4,140.10 |
4,573.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,706.62 |
4,554.89 |
151.73 |
3.2% |
43.47 |
0.9% |
79% |
True |
False |
|
| 10 |
4,706.62 |
4,486.09 |
220.53 |
4.7% |
50.25 |
1.1% |
86% |
True |
False |
|
| 20 |
4,737.11 |
4,486.09 |
251.02 |
5.4% |
48.26 |
1.0% |
75% |
False |
False |
|
| 40 |
4,737.11 |
4,053.12 |
683.99 |
14.6% |
53.00 |
1.1% |
91% |
False |
False |
|
| 60 |
4,737.11 |
4,053.12 |
683.99 |
14.6% |
59.57 |
1.3% |
91% |
False |
False |
|
| 80 |
4,737.11 |
3,787.23 |
949.88 |
20.3% |
68.49 |
1.5% |
93% |
False |
False |
|
| 100 |
4,737.11 |
3,787.23 |
949.88 |
20.3% |
64.25 |
1.4% |
93% |
False |
False |
|
| 120 |
4,737.11 |
3,787.23 |
949.88 |
20.3% |
60.44 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,923.46 |
|
2.618 |
4,840.19 |
|
1.618 |
4,789.17 |
|
1.000 |
4,757.64 |
|
0.618 |
4,738.15 |
|
HIGH |
4,706.62 |
|
0.618 |
4,687.13 |
|
0.500 |
4,681.11 |
|
0.382 |
4,675.09 |
|
LOW |
4,655.60 |
|
0.618 |
4,624.07 |
|
1.000 |
4,604.58 |
|
1.618 |
4,573.05 |
|
2.618 |
4,522.03 |
|
4.250 |
4,438.77 |
|
|