| 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 |
3,426.0 |
3,410.0 |
-16.0 |
-0.5% |
3,279.0 |
| High |
3,430.0 |
3,463.0 |
33.0 |
1.0% |
3,468.0 |
| Low |
3,366.0 |
3,395.0 |
29.0 |
0.9% |
3,277.0 |
| Close |
3,398.0 |
3,452.0 |
54.0 |
1.6% |
3,447.0 |
| Range |
64.0 |
68.0 |
4.0 |
6.3% |
191.0 |
| ATR |
59.4 |
60.0 |
0.6 |
1.0% |
0.0 |
| Volume |
261 |
84,893 |
84,632 |
32,426.1% |
87,309 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,640.7 |
3,614.3 |
3,489.4 |
|
| R3 |
3,572.7 |
3,546.3 |
3,470.7 |
|
| R2 |
3,504.7 |
3,504.7 |
3,464.5 |
|
| R1 |
3,478.3 |
3,478.3 |
3,458.2 |
3,491.5 |
| PP |
3,436.7 |
3,436.7 |
3,436.7 |
3,443.3 |
| S1 |
3,410.3 |
3,410.3 |
3,445.8 |
3,423.5 |
| S2 |
3,368.7 |
3,368.7 |
3,439.5 |
|
| S3 |
3,300.7 |
3,342.3 |
3,433.3 |
|
| S4 |
3,232.7 |
3,274.3 |
3,414.6 |
|
|
| 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 |
3,366.0 |
102.0 |
3.0% |
49.2 |
1.4% |
84% |
False |
False |
48,427 |
| 10 |
3,468.0 |
3,277.0 |
191.0 |
5.5% |
61.9 |
1.8% |
92% |
False |
False |
26,737 |
| 20 |
3,474.0 |
3,277.0 |
197.0 |
5.7% |
54.5 |
1.6% |
89% |
False |
False |
16,748 |
| 40 |
3,474.0 |
3,019.0 |
455.0 |
13.2% |
54.2 |
1.6% |
95% |
False |
False |
11,958 |
| 60 |
3,474.0 |
2,969.0 |
505.0 |
14.6% |
55.8 |
1.6% |
96% |
False |
False |
10,067 |
| 80 |
3,659.0 |
2,969.0 |
690.0 |
20.0% |
52.1 |
1.5% |
70% |
False |
False |
7,553 |
| 100 |
3,679.0 |
2,969.0 |
710.0 |
20.6% |
42.9 |
1.2% |
68% |
False |
False |
6,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,752.0 |
|
2.618 |
3,641.0 |
|
1.618 |
3,573.0 |
|
1.000 |
3,531.0 |
|
0.618 |
3,505.0 |
|
HIGH |
3,463.0 |
|
0.618 |
3,437.0 |
|
0.500 |
3,429.0 |
|
0.382 |
3,421.0 |
|
LOW |
3,395.0 |
|
0.618 |
3,353.0 |
|
1.000 |
3,327.0 |
|
1.618 |
3,285.0 |
|
2.618 |
3,217.0 |
|
4.250 |
3,106.0 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,444.3 |
3,439.5 |
| PP |
3,436.7 |
3,427.0 |
| S1 |
3,429.0 |
3,414.5 |
|