| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
3,449.0 |
3,435.0 |
-14.0 |
-0.4% |
3,279.0 |
| High |
3,468.0 |
3,461.0 |
-7.0 |
-0.2% |
3,468.0 |
| Low |
3,429.0 |
3,420.0 |
-9.0 |
-0.3% |
3,277.0 |
| Close |
3,443.0 |
3,447.0 |
4.0 |
0.1% |
3,447.0 |
| Range |
39.0 |
41.0 |
2.0 |
5.1% |
191.0 |
| ATR |
61.2 |
59.8 |
-1.4 |
-2.4% |
0.0 |
| Volume |
549 |
61,525 |
60,976 |
11,106.7% |
87,309 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,565.7 |
3,547.3 |
3,469.6 |
|
| R3 |
3,524.7 |
3,506.3 |
3,458.3 |
|
| R2 |
3,483.7 |
3,483.7 |
3,454.5 |
|
| R1 |
3,465.3 |
3,465.3 |
3,450.8 |
3,474.5 |
| PP |
3,442.7 |
3,442.7 |
3,442.7 |
3,447.3 |
| S1 |
3,424.3 |
3,424.3 |
3,443.2 |
3,433.5 |
| S2 |
3,401.7 |
3,401.7 |
3,439.5 |
|
| S3 |
3,360.7 |
3,383.3 |
3,435.7 |
|
| S4 |
3,319.7 |
3,342.3 |
3,424.5 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,970.3 |
3,899.7 |
3,552.1 |
|
| R3 |
3,779.3 |
3,708.7 |
3,499.5 |
|
| R2 |
3,588.3 |
3,588.3 |
3,482.0 |
|
| R1 |
3,517.7 |
3,517.7 |
3,464.5 |
3,553.0 |
| PP |
3,397.3 |
3,397.3 |
3,397.3 |
3,415.0 |
| S1 |
3,326.7 |
3,326.7 |
3,429.5 |
3,362.0 |
| S2 |
3,206.3 |
3,206.3 |
3,412.0 |
|
| S3 |
3,015.3 |
3,135.7 |
3,394.5 |
|
| S4 |
2,824.3 |
2,944.7 |
3,342.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,468.0 |
3,277.0 |
191.0 |
5.5% |
60.2 |
1.7% |
89% |
False |
False |
17,461 |
| 10 |
3,468.0 |
3,277.0 |
191.0 |
5.5% |
59.4 |
1.7% |
89% |
False |
False |
9,985 |
| 20 |
3,474.0 |
3,277.0 |
197.0 |
5.7% |
52.0 |
1.5% |
86% |
False |
False |
7,773 |
| 40 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
55.1 |
1.6% |
95% |
False |
False |
7,462 |
| 60 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
54.7 |
1.6% |
95% |
False |
False |
7,066 |
| 80 |
3,664.0 |
2,969.0 |
695.0 |
20.2% |
50.4 |
1.5% |
69% |
False |
False |
5,303 |
| 100 |
3,679.0 |
2,969.0 |
710.0 |
20.6% |
42.1 |
1.2% |
67% |
False |
False |
4,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,635.3 |
|
2.618 |
3,568.3 |
|
1.618 |
3,527.3 |
|
1.000 |
3,502.0 |
|
0.618 |
3,486.3 |
|
HIGH |
3,461.0 |
|
0.618 |
3,445.3 |
|
0.500 |
3,440.5 |
|
0.382 |
3,435.7 |
|
LOW |
3,420.0 |
|
0.618 |
3,394.7 |
|
1.000 |
3,379.0 |
|
1.618 |
3,353.7 |
|
2.618 |
3,312.7 |
|
4.250 |
3,245.8 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,444.8 |
3,443.8 |
| PP |
3,442.7 |
3,440.7 |
| S1 |
3,440.5 |
3,437.5 |
|