| 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 |
5,100.0 |
5,183.0 |
83.0 |
1.6% |
5,175.0 |
| High |
5,152.0 |
5,262.0 |
110.0 |
2.1% |
5,188.0 |
| Low |
5,087.0 |
5,164.0 |
77.0 |
1.5% |
5,009.0 |
| Close |
5,131.0 |
5,256.0 |
125.0 |
2.4% |
5,034.0 |
| Range |
65.0 |
98.0 |
33.0 |
50.8% |
179.0 |
| ATR |
86.2 |
89.4 |
3.2 |
3.7% |
0.0 |
| Volume |
22,561 |
33,459 |
10,898 |
48.3% |
144,869 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,521.3 |
5,486.7 |
5,309.9 |
|
| R3 |
5,423.3 |
5,388.7 |
5,283.0 |
|
| R2 |
5,325.3 |
5,325.3 |
5,274.0 |
|
| R1 |
5,290.7 |
5,290.7 |
5,265.0 |
5,308.0 |
| PP |
5,227.3 |
5,227.3 |
5,227.3 |
5,236.0 |
| S1 |
5,192.7 |
5,192.7 |
5,247.0 |
5,210.0 |
| S2 |
5,129.3 |
5,129.3 |
5,238.0 |
|
| S3 |
5,031.3 |
5,094.7 |
5,229.1 |
|
| S4 |
4,933.3 |
4,996.7 |
5,202.1 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,614.0 |
5,503.0 |
5,132.5 |
|
| R3 |
5,435.0 |
5,324.0 |
5,083.2 |
|
| R2 |
5,256.0 |
5,256.0 |
5,066.8 |
|
| R1 |
5,145.0 |
5,145.0 |
5,050.4 |
5,111.0 |
| PP |
5,077.0 |
5,077.0 |
5,077.0 |
5,060.0 |
| S1 |
4,966.0 |
4,966.0 |
5,017.6 |
4,932.0 |
| S2 |
4,898.0 |
4,898.0 |
5,001.2 |
|
| S3 |
4,719.0 |
4,787.0 |
4,984.8 |
|
| S4 |
4,540.0 |
4,608.0 |
4,935.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,262.0 |
4,959.0 |
303.0 |
5.8% |
78.0 |
1.5% |
98% |
True |
False |
29,564 |
| 10 |
5,262.0 |
4,959.0 |
303.0 |
5.8% |
76.1 |
1.4% |
98% |
True |
False |
28,647 |
| 20 |
5,369.0 |
4,959.0 |
410.0 |
7.8% |
71.0 |
1.3% |
72% |
False |
False |
26,579 |
| 40 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
70.5 |
1.3% |
77% |
False |
False |
25,877 |
| 60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
72.0 |
1.4% |
77% |
False |
False |
24,902 |
| 80 |
5,644.0 |
4,881.0 |
763.0 |
14.5% |
60.2 |
1.1% |
49% |
False |
False |
18,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,678.5 |
|
2.618 |
5,518.6 |
|
1.618 |
5,420.6 |
|
1.000 |
5,360.0 |
|
0.618 |
5,322.6 |
|
HIGH |
5,262.0 |
|
0.618 |
5,224.6 |
|
0.500 |
5,213.0 |
|
0.382 |
5,201.4 |
|
LOW |
5,164.0 |
|
0.618 |
5,103.4 |
|
1.000 |
5,066.0 |
|
1.618 |
5,005.4 |
|
2.618 |
4,907.4 |
|
4.250 |
4,747.5 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,241.7 |
5,220.7 |
| PP |
5,227.3 |
5,185.3 |
| S1 |
5,213.0 |
5,150.0 |
|