| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,898.5 |
11,050.0 |
151.5 |
1.4% |
10,995.0 |
| High |
11,048.5 |
11,153.5 |
105.0 |
1.0% |
11,013.5 |
| Low |
10,876.0 |
11,034.5 |
158.5 |
1.5% |
10,605.5 |
| Close |
10,964.0 |
11,089.0 |
125.0 |
1.1% |
10,693.5 |
| Range |
172.5 |
119.0 |
-53.5 |
-31.0% |
408.0 |
| ATR |
216.2 |
214.3 |
-1.9 |
-0.9% |
0.0 |
| Volume |
96,054 |
83,944 |
-12,110 |
-12.6% |
517,844 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,449.3 |
11,388.2 |
11,154.5 |
|
| R3 |
11,330.3 |
11,269.2 |
11,121.7 |
|
| R2 |
11,211.3 |
11,211.3 |
11,110.8 |
|
| R1 |
11,150.2 |
11,150.2 |
11,099.9 |
11,180.8 |
| PP |
11,092.3 |
11,092.3 |
11,092.3 |
11,107.6 |
| S1 |
11,031.2 |
11,031.2 |
11,078.1 |
11,061.8 |
| S2 |
10,973.3 |
10,973.3 |
11,067.2 |
|
| S3 |
10,854.3 |
10,912.2 |
11,056.3 |
|
| S4 |
10,735.3 |
10,793.2 |
11,023.6 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,994.8 |
11,752.2 |
10,917.9 |
|
| R3 |
11,586.8 |
11,344.2 |
10,805.7 |
|
| R2 |
11,178.8 |
11,178.8 |
10,768.3 |
|
| R1 |
10,936.2 |
10,936.2 |
10,730.9 |
10,853.5 |
| PP |
10,770.8 |
10,770.8 |
10,770.8 |
10,729.5 |
| S1 |
10,528.2 |
10,528.2 |
10,656.1 |
10,445.5 |
| S2 |
10,362.8 |
10,362.8 |
10,618.7 |
|
| S3 |
9,954.8 |
10,120.2 |
10,581.3 |
|
| S4 |
9,546.8 |
9,712.2 |
10,469.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,153.5 |
10,482.0 |
671.5 |
6.1% |
207.6 |
1.9% |
90% |
True |
False |
98,276 |
| 10 |
11,153.5 |
10,482.0 |
671.5 |
6.1% |
203.9 |
1.8% |
90% |
True |
False |
98,289 |
| 20 |
11,153.5 |
10,482.0 |
671.5 |
6.1% |
191.8 |
1.7% |
90% |
True |
False |
94,014 |
| 40 |
11,153.5 |
9,301.0 |
1,852.5 |
16.7% |
196.8 |
1.8% |
97% |
True |
False |
103,252 |
| 60 |
11,153.5 |
9,301.0 |
1,852.5 |
16.7% |
209.5 |
1.9% |
97% |
True |
False |
86,908 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.4% |
218.3 |
2.0% |
75% |
False |
False |
65,357 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.6% |
209.7 |
1.9% |
71% |
False |
False |
52,354 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.6% |
213.6 |
1.9% |
71% |
False |
False |
43,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,659.3 |
|
2.618 |
11,465.0 |
|
1.618 |
11,346.0 |
|
1.000 |
11,272.5 |
|
0.618 |
11,227.0 |
|
HIGH |
11,153.5 |
|
0.618 |
11,108.0 |
|
0.500 |
11,094.0 |
|
0.382 |
11,080.0 |
|
LOW |
11,034.5 |
|
0.618 |
10,961.0 |
|
1.000 |
10,915.5 |
|
1.618 |
10,842.0 |
|
2.618 |
10,723.0 |
|
4.250 |
10,528.8 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,094.0 |
11,048.6 |
| PP |
11,092.3 |
11,008.2 |
| S1 |
11,090.7 |
10,967.8 |
|