| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,700 |
19,820 |
120 |
0.6% |
19,490 |
| High |
19,905 |
19,990 |
85 |
0.4% |
19,815 |
| Low |
19,650 |
19,675 |
25 |
0.1% |
19,370 |
| Close |
19,835 |
19,955 |
120 |
0.6% |
19,435 |
| Range |
255 |
315 |
60 |
23.5% |
445 |
| ATR |
350 |
347 |
-2 |
-0.7% |
0 |
| Volume |
11,641 |
10,353 |
-1,288 |
-11.1% |
57,396 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,818 |
20,702 |
20,128 |
|
| R3 |
20,503 |
20,387 |
20,042 |
|
| R2 |
20,188 |
20,188 |
20,013 |
|
| R1 |
20,072 |
20,072 |
19,984 |
20,130 |
| PP |
19,873 |
19,873 |
19,873 |
19,903 |
| S1 |
19,757 |
19,757 |
19,926 |
19,815 |
| S2 |
19,558 |
19,558 |
19,897 |
|
| S3 |
19,243 |
19,442 |
19,869 |
|
| S4 |
18,928 |
19,127 |
19,782 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,875 |
20,600 |
19,680 |
|
| R3 |
20,430 |
20,155 |
19,558 |
|
| R2 |
19,985 |
19,985 |
19,517 |
|
| R1 |
19,710 |
19,710 |
19,476 |
19,625 |
| PP |
19,540 |
19,540 |
19,540 |
19,498 |
| S1 |
19,265 |
19,265 |
19,394 |
19,180 |
| S2 |
19,095 |
19,095 |
19,354 |
|
| S3 |
18,650 |
18,820 |
19,313 |
|
| S4 |
18,205 |
18,375 |
19,190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,990 |
19,250 |
740 |
3.7% |
318 |
1.6% |
95% |
True |
False |
10,884 |
| 10 |
19,990 |
19,035 |
955 |
4.8% |
318 |
1.6% |
96% |
True |
False |
11,675 |
| 20 |
19,990 |
18,435 |
1,555 |
7.8% |
336 |
1.7% |
98% |
True |
False |
11,857 |
| 40 |
19,990 |
16,995 |
2,995 |
15.0% |
380 |
1.9% |
99% |
True |
False |
12,485 |
| 60 |
19,990 |
16,995 |
2,995 |
15.0% |
443 |
2.2% |
99% |
True |
False |
12,009 |
| 80 |
20,880 |
16,995 |
3,885 |
19.5% |
425 |
2.1% |
76% |
False |
False |
9,052 |
| 100 |
20,880 |
16,995 |
3,885 |
19.5% |
378 |
1.9% |
76% |
False |
False |
7,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,329 |
|
2.618 |
20,815 |
|
1.618 |
20,500 |
|
1.000 |
20,305 |
|
0.618 |
20,185 |
|
HIGH |
19,990 |
|
0.618 |
19,870 |
|
0.500 |
19,833 |
|
0.382 |
19,795 |
|
LOW |
19,675 |
|
0.618 |
19,480 |
|
1.000 |
19,360 |
|
1.618 |
19,165 |
|
2.618 |
18,850 |
|
4.250 |
18,336 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,914 |
19,843 |
| PP |
19,873 |
19,732 |
| S1 |
19,833 |
19,620 |
|