| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,083.5 |
1,087.9 |
4.4 |
0.4% |
1,089.1 |
| High |
1,088.0 |
1,097.4 |
9.4 |
0.9% |
1,094.9 |
| Low |
1,078.2 |
1,080.5 |
2.3 |
0.2% |
1,073.0 |
| Close |
1,080.9 |
1,083.6 |
2.7 |
0.2% |
1,080.9 |
| Range |
9.8 |
16.9 |
7.1 |
72.4% |
21.9 |
| ATR |
15.3 |
15.4 |
0.1 |
0.7% |
0.0 |
| Volume |
130,832 |
151,381 |
20,549 |
15.7% |
796,910 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,137.9 |
1,127.6 |
1,092.9 |
|
| R3 |
1,121.0 |
1,110.7 |
1,088.2 |
|
| R2 |
1,104.1 |
1,104.1 |
1,086.7 |
|
| R1 |
1,093.8 |
1,093.8 |
1,085.1 |
1,090.5 |
| PP |
1,087.2 |
1,087.2 |
1,087.2 |
1,085.5 |
| S1 |
1,076.9 |
1,076.9 |
1,082.1 |
1,073.6 |
| S2 |
1,070.3 |
1,070.3 |
1,080.5 |
|
| S3 |
1,053.4 |
1,060.0 |
1,079.0 |
|
| S4 |
1,036.5 |
1,043.1 |
1,074.3 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.6 |
1,136.7 |
1,092.9 |
|
| R3 |
1,126.7 |
1,114.8 |
1,086.9 |
|
| R2 |
1,104.8 |
1,104.8 |
1,084.9 |
|
| R1 |
1,092.9 |
1,092.9 |
1,082.9 |
1,087.9 |
| PP |
1,082.9 |
1,082.9 |
1,082.9 |
1,080.5 |
| S1 |
1,071.0 |
1,071.0 |
1,078.9 |
1,066.0 |
| S2 |
1,061.0 |
1,061.0 |
1,076.9 |
|
| S3 |
1,039.1 |
1,049.1 |
1,074.9 |
|
| S4 |
1,017.2 |
1,027.2 |
1,068.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,097.4 |
1,073.0 |
24.4 |
2.3% |
12.8 |
1.2% |
43% |
True |
False |
161,281 |
| 10 |
1,138.0 |
1,073.0 |
65.0 |
6.0% |
14.7 |
1.4% |
16% |
False |
False |
160,791 |
| 20 |
1,183.1 |
1,073.0 |
110.1 |
10.2% |
14.8 |
1.4% |
10% |
False |
False |
143,590 |
| 40 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.7 |
1.5% |
9% |
False |
False |
140,061 |
| 60 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.7 |
1.5% |
9% |
False |
False |
139,272 |
| 80 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.7 |
1.5% |
9% |
False |
False |
138,300 |
| 100 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.7 |
1.4% |
9% |
False |
False |
114,817 |
| 120 |
1,207.3 |
1,073.0 |
134.3 |
12.4% |
15.1 |
1.4% |
8% |
False |
False |
96,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,169.2 |
|
2.618 |
1,141.6 |
|
1.618 |
1,124.7 |
|
1.000 |
1,114.3 |
|
0.618 |
1,107.8 |
|
HIGH |
1,097.4 |
|
0.618 |
1,090.9 |
|
0.500 |
1,089.0 |
|
0.382 |
1,087.0 |
|
LOW |
1,080.5 |
|
0.618 |
1,070.1 |
|
1.000 |
1,063.6 |
|
1.618 |
1,053.2 |
|
2.618 |
1,036.3 |
|
4.250 |
1,008.7 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.0 |
1,085.2 |
| PP |
1,087.2 |
1,084.7 |
| S1 |
1,085.4 |
1,084.1 |
|