| 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 |
17,820.81 |
17,806.04 |
-14.77 |
-0.1% |
17,823.61 |
| High |
17,854.92 |
17,830.36 |
-24.56 |
-0.1% |
17,868.18 |
| Low |
17,801.83 |
17,749.32 |
-52.51 |
-0.3% |
17,683.51 |
| Close |
17,813.39 |
17,798.49 |
-14.90 |
-0.1% |
17,798.49 |
| Range |
53.09 |
81.04 |
27.95 |
52.6% |
184.67 |
| ATR |
169.22 |
162.92 |
-6.30 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,035.84 |
17,998.21 |
17,843.06 |
|
| R3 |
17,954.80 |
17,917.17 |
17,820.78 |
|
| R2 |
17,873.76 |
17,873.76 |
17,813.35 |
|
| R1 |
17,836.13 |
17,836.13 |
17,805.92 |
17,814.43 |
| PP |
17,792.72 |
17,792.72 |
17,792.72 |
17,781.87 |
| S1 |
17,755.09 |
17,755.09 |
17,791.06 |
17,733.39 |
| S2 |
17,711.68 |
17,711.68 |
17,783.63 |
|
| S3 |
17,630.64 |
17,674.05 |
17,776.20 |
|
| S4 |
17,549.60 |
17,593.01 |
17,753.92 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,337.40 |
18,252.62 |
17,900.06 |
|
| R3 |
18,152.73 |
18,067.95 |
17,849.27 |
|
| R2 |
17,968.06 |
17,968.06 |
17,832.35 |
|
| R1 |
17,883.28 |
17,883.28 |
17,815.42 |
17,833.34 |
| PP |
17,783.39 |
17,783.39 |
17,783.39 |
17,758.42 |
| S1 |
17,698.61 |
17,698.61 |
17,781.56 |
17,648.67 |
| S2 |
17,598.72 |
17,598.72 |
17,764.63 |
|
| S3 |
17,414.05 |
17,513.94 |
17,747.71 |
|
| S4 |
17,229.38 |
17,329.27 |
17,696.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,914.34 |
17,683.51 |
230.83 |
1.3% |
122.29 |
0.7% |
50% |
False |
False |
|
| 10 |
17,914.34 |
17,210.43 |
703.91 |
4.0% |
159.00 |
0.9% |
84% |
False |
False |
|
| 20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
161.57 |
0.9% |
77% |
False |
False |
|
| 40 |
17,977.85 |
16,013.66 |
1,964.19 |
11.0% |
167.79 |
0.9% |
91% |
False |
False |
|
| 60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
197.09 |
1.1% |
91% |
False |
False |
|
| 80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
231.75 |
1.3% |
93% |
False |
False |
|
| 100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
215.85 |
1.2% |
88% |
False |
False |
|
| 120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
210.05 |
1.2% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,174.78 |
|
2.618 |
18,042.52 |
|
1.618 |
17,961.48 |
|
1.000 |
17,911.40 |
|
0.618 |
17,880.44 |
|
HIGH |
17,830.36 |
|
0.618 |
17,799.40 |
|
0.500 |
17,789.84 |
|
0.382 |
17,780.28 |
|
LOW |
17,749.32 |
|
0.618 |
17,699.24 |
|
1.000 |
17,668.28 |
|
1.618 |
17,618.20 |
|
2.618 |
17,537.16 |
|
4.250 |
17,404.90 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,795.61 |
17,790.01 |
| PP |
17,792.72 |
17,781.53 |
| S1 |
17,789.84 |
17,773.06 |
|