| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,865 |
19,950 |
85 |
0.4% |
19,325 |
| High |
19,975 |
20,060 |
85 |
0.4% |
19,995 |
| Low |
19,740 |
19,800 |
60 |
0.3% |
19,250 |
| Close |
19,945 |
19,875 |
-70 |
-0.4% |
19,945 |
| Range |
235 |
260 |
25 |
10.6% |
745 |
| ATR |
330 |
325 |
-5 |
-1.5% |
0 |
| Volume |
6,516 |
5,861 |
-655 |
-10.1% |
47,934 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,692 |
20,543 |
20,018 |
|
| R3 |
20,432 |
20,283 |
19,947 |
|
| R2 |
20,172 |
20,172 |
19,923 |
|
| R1 |
20,023 |
20,023 |
19,899 |
19,968 |
| PP |
19,912 |
19,912 |
19,912 |
19,884 |
| S1 |
19,763 |
19,763 |
19,851 |
19,708 |
| S2 |
19,652 |
19,652 |
19,827 |
|
| S3 |
19,392 |
19,503 |
19,804 |
|
| S4 |
19,132 |
19,243 |
19,732 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,965 |
21,700 |
20,355 |
|
| R3 |
21,220 |
20,955 |
20,150 |
|
| R2 |
20,475 |
20,475 |
20,082 |
|
| R1 |
20,210 |
20,210 |
20,013 |
20,343 |
| PP |
19,730 |
19,730 |
19,730 |
19,796 |
| S1 |
19,465 |
19,465 |
19,877 |
19,598 |
| S2 |
18,985 |
18,985 |
19,809 |
|
| S3 |
18,240 |
18,720 |
19,740 |
|
| S4 |
17,495 |
17,975 |
19,535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,060 |
19,650 |
410 |
2.1% |
256 |
1.3% |
55% |
True |
False |
8,710 |
| 10 |
20,060 |
19,250 |
810 |
4.1% |
286 |
1.4% |
77% |
True |
False |
9,703 |
| 20 |
20,060 |
18,675 |
1,385 |
7.0% |
312 |
1.6% |
87% |
True |
False |
10,994 |
| 40 |
20,060 |
16,995 |
3,065 |
15.4% |
351 |
1.8% |
94% |
True |
False |
11,672 |
| 60 |
20,060 |
16,995 |
3,065 |
15.4% |
422 |
2.1% |
94% |
True |
False |
12,342 |
| 80 |
20,880 |
16,995 |
3,885 |
19.5% |
431 |
2.2% |
74% |
False |
False |
9,313 |
| 100 |
20,880 |
16,995 |
3,885 |
19.5% |
384 |
1.9% |
74% |
False |
False |
7,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,165 |
|
2.618 |
20,741 |
|
1.618 |
20,481 |
|
1.000 |
20,320 |
|
0.618 |
20,221 |
|
HIGH |
20,060 |
|
0.618 |
19,961 |
|
0.500 |
19,930 |
|
0.382 |
19,899 |
|
LOW |
19,800 |
|
0.618 |
19,639 |
|
1.000 |
19,540 |
|
1.618 |
19,379 |
|
2.618 |
19,119 |
|
4.250 |
18,695 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,930 |
19,900 |
| PP |
19,912 |
19,892 |
| S1 |
19,893 |
19,883 |
|