| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,975 |
19,900 |
-75 |
-0.4% |
19,350 |
| High |
20,075 |
20,015 |
-60 |
-0.3% |
20,030 |
| Low |
19,835 |
19,875 |
40 |
0.2% |
19,340 |
| Close |
19,925 |
19,960 |
35 |
0.2% |
19,980 |
| Range |
240 |
140 |
-100 |
-41.7% |
690 |
| ATR |
250 |
242 |
-8 |
-3.1% |
0 |
| Volume |
61 |
161 |
100 |
163.9% |
90 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,370 |
20,305 |
20,037 |
|
| R3 |
20,230 |
20,165 |
19,999 |
|
| R2 |
20,090 |
20,090 |
19,986 |
|
| R1 |
20,025 |
20,025 |
19,973 |
20,058 |
| PP |
19,950 |
19,950 |
19,950 |
19,966 |
| S1 |
19,885 |
19,885 |
19,947 |
19,918 |
| S2 |
19,810 |
19,810 |
19,934 |
|
| S3 |
19,670 |
19,745 |
19,922 |
|
| S4 |
19,530 |
19,605 |
19,883 |
|
|
| 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 |
19,740 |
335 |
1.7% |
203 |
1.0% |
66% |
False |
False |
56 |
| 10 |
20,075 |
19,340 |
735 |
3.7% |
229 |
1.1% |
84% |
False |
False |
36 |
| 20 |
20,075 |
18,825 |
1,250 |
6.3% |
215 |
1.1% |
91% |
False |
False |
22 |
| 40 |
20,075 |
17,475 |
2,600 |
13.0% |
197 |
1.0% |
96% |
False |
False |
12 |
| 60 |
20,075 |
17,160 |
2,915 |
14.6% |
184 |
0.9% |
96% |
False |
False |
8 |
| 80 |
20,945 |
17,160 |
3,785 |
19.0% |
138 |
0.7% |
74% |
False |
False |
6 |
| 100 |
20,945 |
17,160 |
3,785 |
19.0% |
111 |
0.6% |
74% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,610 |
|
2.618 |
20,382 |
|
1.618 |
20,242 |
|
1.000 |
20,155 |
|
0.618 |
20,102 |
|
HIGH |
20,015 |
|
0.618 |
19,962 |
|
0.500 |
19,945 |
|
0.382 |
19,929 |
|
LOW |
19,875 |
|
0.618 |
19,789 |
|
1.000 |
19,735 |
|
1.618 |
19,649 |
|
2.618 |
19,509 |
|
4.250 |
19,280 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,955 |
19,957 |
| PP |
19,950 |
19,953 |
| S1 |
19,945 |
19,950 |
|