| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,840 |
19,975 |
135 |
0.7% |
19,350 |
| High |
20,010 |
20,075 |
65 |
0.3% |
20,030 |
| Low |
19,825 |
19,835 |
10 |
0.1% |
19,340 |
| Close |
19,980 |
19,925 |
-55 |
-0.3% |
19,980 |
| Range |
185 |
240 |
55 |
29.7% |
690 |
| ATR |
251 |
250 |
-1 |
-0.3% |
0 |
| Volume |
49 |
61 |
12 |
24.5% |
90 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,665 |
20,535 |
20,057 |
|
| R3 |
20,425 |
20,295 |
19,991 |
|
| R2 |
20,185 |
20,185 |
19,969 |
|
| R1 |
20,055 |
20,055 |
19,947 |
20,000 |
| PP |
19,945 |
19,945 |
19,945 |
19,918 |
| S1 |
19,815 |
19,815 |
19,903 |
19,760 |
| S2 |
19,705 |
19,705 |
19,881 |
|
| S3 |
19,465 |
19,575 |
19,859 |
|
| S4 |
19,225 |
19,335 |
19,793 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,853 |
21,607 |
20,360 |
|
| R3 |
21,163 |
20,917 |
20,170 |
|
| R2 |
20,473 |
20,473 |
20,107 |
|
| R1 |
20,227 |
20,227 |
20,043 |
20,350 |
| PP |
19,783 |
19,783 |
19,783 |
19,845 |
| S1 |
19,537 |
19,537 |
19,917 |
19,660 |
| S2 |
19,093 |
19,093 |
19,854 |
|
| S3 |
18,403 |
18,847 |
19,790 |
|
| S4 |
17,713 |
18,157 |
19,601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,075 |
19,700 |
375 |
1.9% |
222 |
1.1% |
60% |
True |
False |
25 |
| 10 |
20,075 |
19,340 |
735 |
3.7% |
236 |
1.2% |
80% |
True |
False |
21 |
| 20 |
20,075 |
18,825 |
1,250 |
6.3% |
210 |
1.1% |
88% |
True |
False |
14 |
| 40 |
20,075 |
17,160 |
2,915 |
14.6% |
198 |
1.0% |
95% |
True |
False |
8 |
| 60 |
20,075 |
17,160 |
2,915 |
14.6% |
182 |
0.9% |
95% |
True |
False |
6 |
| 80 |
20,945 |
17,160 |
3,785 |
19.0% |
136 |
0.7% |
73% |
False |
False |
4 |
| 100 |
20,945 |
17,160 |
3,785 |
19.0% |
109 |
0.5% |
73% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,095 |
|
2.618 |
20,703 |
|
1.618 |
20,463 |
|
1.000 |
20,315 |
|
0.618 |
20,223 |
|
HIGH |
20,075 |
|
0.618 |
19,983 |
|
0.500 |
19,955 |
|
0.382 |
19,927 |
|
LOW |
19,835 |
|
0.618 |
19,687 |
|
1.000 |
19,595 |
|
1.618 |
19,447 |
|
2.618 |
19,207 |
|
4.250 |
18,815 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,955 |
19,950 |
| PP |
19,945 |
19,942 |
| S1 |
19,935 |
19,933 |
|