| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,071.7 |
1,056.5 |
-15.2 |
-1.4% |
1,076.4 |
| High |
1,073.5 |
1,068.4 |
-5.1 |
-0.5% |
1,080.7 |
| Low |
1,051.1 |
1,052.1 |
1.0 |
0.1% |
1,051.1 |
| Close |
1,056.2 |
1,065.8 |
9.6 |
0.9% |
1,056.2 |
| Range |
22.4 |
16.3 |
-6.1 |
-27.2% |
29.6 |
| ATR |
15.5 |
15.6 |
0.1 |
0.4% |
0.0 |
| Volume |
52,133 |
4,601 |
-47,532 |
-91.2% |
537,419 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,111.0 |
1,104.7 |
1,074.8 |
|
| R3 |
1,094.7 |
1,088.4 |
1,070.3 |
|
| R2 |
1,078.4 |
1,078.4 |
1,068.8 |
|
| R1 |
1,072.1 |
1,072.1 |
1,067.3 |
1,075.3 |
| PP |
1,062.1 |
1,062.1 |
1,062.1 |
1,063.7 |
| S1 |
1,055.8 |
1,055.8 |
1,064.3 |
1,059.0 |
| S2 |
1,045.8 |
1,045.8 |
1,062.8 |
|
| S3 |
1,029.5 |
1,039.5 |
1,061.3 |
|
| S4 |
1,013.2 |
1,023.2 |
1,056.8 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,151.5 |
1,133.4 |
1,072.5 |
|
| R3 |
1,121.9 |
1,103.8 |
1,064.3 |
|
| R2 |
1,092.3 |
1,092.3 |
1,061.6 |
|
| R1 |
1,074.2 |
1,074.2 |
1,058.9 |
1,068.5 |
| PP |
1,062.7 |
1,062.7 |
1,062.7 |
1,059.8 |
| S1 |
1,044.6 |
1,044.6 |
1,053.5 |
1,038.9 |
| S2 |
1,033.1 |
1,033.1 |
1,050.8 |
|
| S3 |
1,003.5 |
1,015.0 |
1,048.1 |
|
| S4 |
973.9 |
985.4 |
1,039.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,080.7 |
1,051.1 |
29.6 |
2.8% |
15.2 |
1.4% |
50% |
False |
False |
108,404 |
| 10 |
1,097.4 |
1,051.1 |
46.3 |
4.3% |
15.7 |
1.5% |
32% |
False |
False |
136,475 |
| 20 |
1,142.7 |
1,051.1 |
91.6 |
8.6% |
14.9 |
1.4% |
16% |
False |
False |
146,382 |
| 40 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.2 |
1.4% |
10% |
False |
False |
139,082 |
| 60 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.5 |
1.5% |
10% |
False |
False |
135,963 |
| 80 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.9 |
1.5% |
10% |
False |
False |
140,727 |
| 100 |
1,191.7 |
1,051.1 |
140.6 |
13.2% |
15.9 |
1.5% |
10% |
False |
False |
126,261 |
| 120 |
1,207.3 |
1,051.1 |
156.2 |
14.7% |
15.4 |
1.4% |
9% |
False |
False |
106,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,137.7 |
|
2.618 |
1,111.1 |
|
1.618 |
1,094.8 |
|
1.000 |
1,084.7 |
|
0.618 |
1,078.5 |
|
HIGH |
1,068.4 |
|
0.618 |
1,062.2 |
|
0.500 |
1,060.3 |
|
0.382 |
1,058.3 |
|
LOW |
1,052.1 |
|
0.618 |
1,042.0 |
|
1.000 |
1,035.8 |
|
1.618 |
1,025.7 |
|
2.618 |
1,009.4 |
|
4.250 |
982.8 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,064.0 |
1,065.8 |
| PP |
1,062.1 |
1,065.8 |
| S1 |
1,060.3 |
1,065.8 |
|