| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,750 |
19,545 |
-205 |
-1.0% |
19,480 |
| High |
19,775 |
19,670 |
-105 |
-0.5% |
19,875 |
| Low |
19,525 |
19,490 |
-35 |
-0.2% |
19,475 |
| Close |
19,525 |
19,490 |
-35 |
-0.2% |
19,490 |
| Range |
250 |
180 |
-70 |
-28.0% |
400 |
| ATR |
254 |
249 |
-5 |
-2.1% |
0 |
| Volume |
10 |
36 |
26 |
260.0% |
74 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,090 |
19,970 |
19,589 |
|
| R3 |
19,910 |
19,790 |
19,540 |
|
| R2 |
19,730 |
19,730 |
19,523 |
|
| R1 |
19,610 |
19,610 |
19,507 |
19,580 |
| PP |
19,550 |
19,550 |
19,550 |
19,535 |
| S1 |
19,430 |
19,430 |
19,474 |
19,400 |
| S2 |
19,370 |
19,370 |
19,457 |
|
| S3 |
19,190 |
19,250 |
19,441 |
|
| S4 |
19,010 |
19,070 |
19,391 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,813 |
20,552 |
19,710 |
|
| R3 |
20,413 |
20,152 |
19,600 |
|
| R2 |
20,013 |
20,013 |
19,563 |
|
| R1 |
19,752 |
19,752 |
19,527 |
19,883 |
| PP |
19,613 |
19,613 |
19,613 |
19,679 |
| S1 |
19,352 |
19,352 |
19,453 |
19,483 |
| S2 |
19,213 |
19,213 |
19,417 |
|
| S3 |
18,813 |
18,952 |
19,380 |
|
| S4 |
18,413 |
18,552 |
19,270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,875 |
19,475 |
400 |
2.1% |
211 |
1.1% |
4% |
False |
False |
14 |
| 10 |
19,875 |
18,825 |
1,050 |
5.4% |
191 |
1.0% |
63% |
False |
False |
12 |
| 20 |
19,875 |
18,295 |
1,580 |
8.1% |
177 |
0.9% |
76% |
False |
False |
9 |
| 40 |
19,875 |
17,160 |
2,715 |
13.9% |
187 |
1.0% |
86% |
False |
False |
5 |
| 60 |
19,875 |
17,160 |
2,715 |
13.9% |
156 |
0.8% |
86% |
False |
False |
3 |
| 80 |
20,945 |
17,160 |
3,785 |
19.4% |
117 |
0.6% |
62% |
False |
False |
2 |
| 100 |
20,945 |
17,160 |
3,785 |
19.4% |
94 |
0.5% |
62% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,435 |
|
2.618 |
20,141 |
|
1.618 |
19,961 |
|
1.000 |
19,850 |
|
0.618 |
19,781 |
|
HIGH |
19,670 |
|
0.618 |
19,601 |
|
0.500 |
19,580 |
|
0.382 |
19,559 |
|
LOW |
19,490 |
|
0.618 |
19,379 |
|
1.000 |
19,310 |
|
1.618 |
19,199 |
|
2.618 |
19,019 |
|
4.250 |
18,725 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,580 |
19,683 |
| PP |
19,550 |
19,618 |
| S1 |
19,520 |
19,554 |
|