| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,890 |
19,910 |
20 |
0.1% |
19,325 |
| High |
19,995 |
19,955 |
-40 |
-0.2% |
19,995 |
| Low |
19,775 |
19,805 |
30 |
0.2% |
19,250 |
| Close |
19,910 |
19,945 |
35 |
0.2% |
19,945 |
| Range |
220 |
150 |
-70 |
-31.8% |
745 |
| ATR |
318 |
306 |
-12 |
-3.8% |
0 |
| Volume |
13,693 |
7,827 |
-5,866 |
-42.8% |
47,934 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,352 |
20,298 |
20,028 |
|
| R3 |
20,202 |
20,148 |
19,986 |
|
| R2 |
20,052 |
20,052 |
19,973 |
|
| R1 |
19,998 |
19,998 |
19,959 |
20,025 |
| PP |
19,902 |
19,902 |
19,902 |
19,915 |
| S1 |
19,848 |
19,848 |
19,931 |
19,875 |
| S2 |
19,752 |
19,752 |
19,918 |
|
| S3 |
19,602 |
19,698 |
19,904 |
|
| S4 |
19,452 |
19,548 |
19,863 |
|
|
| 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 |
19,740 |
320 |
1.6% |
216 |
1.1% |
64% |
False |
False |
8,615 |
| 10 |
20,060 |
19,250 |
810 |
4.1% |
267 |
1.3% |
86% |
False |
False |
9,750 |
| 20 |
20,060 |
18,675 |
1,385 |
6.9% |
300 |
1.5% |
92% |
False |
False |
10,947 |
| 40 |
20,060 |
17,340 |
2,720 |
13.6% |
339 |
1.7% |
96% |
False |
False |
11,449 |
| 60 |
20,060 |
16,995 |
3,065 |
15.4% |
405 |
2.0% |
96% |
False |
False |
12,667 |
| 80 |
20,880 |
16,995 |
3,885 |
19.5% |
433 |
2.2% |
76% |
False |
False |
9,578 |
| 100 |
20,880 |
16,995 |
3,885 |
19.5% |
382 |
1.9% |
76% |
False |
False |
7,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,593 |
|
2.618 |
20,348 |
|
1.618 |
20,198 |
|
1.000 |
20,105 |
|
0.618 |
20,048 |
|
HIGH |
19,955 |
|
0.618 |
19,898 |
|
0.500 |
19,880 |
|
0.382 |
19,862 |
|
LOW |
19,805 |
|
0.618 |
19,712 |
|
1.000 |
19,655 |
|
1.618 |
19,562 |
|
2.618 |
19,412 |
|
4.250 |
19,168 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,923 |
19,936 |
| PP |
19,902 |
19,927 |
| S1 |
19,880 |
19,918 |
|