| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,815 |
20,030 |
215 |
1.1% |
19,480 |
| High |
20,010 |
20,030 |
20 |
0.1% |
19,875 |
| Low |
19,740 |
19,850 |
110 |
0.6% |
19,475 |
| Close |
20,010 |
19,920 |
-90 |
-0.4% |
19,490 |
| Range |
270 |
180 |
-90 |
-33.3% |
400 |
| ATR |
262 |
256 |
-6 |
-2.2% |
0 |
| Volume |
5 |
4 |
-1 |
-20.0% |
74 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,473 |
20,377 |
20,019 |
|
| R3 |
20,293 |
20,197 |
19,970 |
|
| R2 |
20,113 |
20,113 |
19,953 |
|
| R1 |
20,017 |
20,017 |
19,937 |
19,975 |
| PP |
19,933 |
19,933 |
19,933 |
19,913 |
| S1 |
19,837 |
19,837 |
19,904 |
19,795 |
| S2 |
19,753 |
19,753 |
19,887 |
|
| S3 |
19,573 |
19,657 |
19,871 |
|
| S4 |
19,393 |
19,477 |
19,821 |
|
|
| 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 |
20,030 |
19,340 |
690 |
3.5% |
263 |
1.3% |
84% |
True |
False |
15 |
| 10 |
20,030 |
19,310 |
720 |
3.6% |
243 |
1.2% |
85% |
True |
False |
14 |
| 20 |
20,030 |
18,825 |
1,205 |
6.0% |
211 |
1.1% |
91% |
True |
False |
11 |
| 40 |
20,030 |
17,160 |
2,870 |
14.4% |
199 |
1.0% |
96% |
True |
False |
6 |
| 60 |
20,030 |
17,160 |
2,870 |
14.4% |
175 |
0.9% |
96% |
True |
False |
4 |
| 80 |
20,945 |
17,160 |
3,785 |
19.0% |
131 |
0.7% |
73% |
False |
False |
3 |
| 100 |
20,945 |
17,160 |
3,785 |
19.0% |
105 |
0.5% |
73% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,795 |
|
2.618 |
20,501 |
|
1.618 |
20,321 |
|
1.000 |
20,210 |
|
0.618 |
20,141 |
|
HIGH |
20,030 |
|
0.618 |
19,961 |
|
0.500 |
19,940 |
|
0.382 |
19,919 |
|
LOW |
19,850 |
|
0.618 |
19,739 |
|
1.000 |
19,670 |
|
1.618 |
19,559 |
|
2.618 |
19,379 |
|
4.250 |
19,085 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,940 |
19,902 |
| PP |
19,933 |
19,883 |
| S1 |
19,927 |
19,865 |
|