| 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 |
19,900 |
19,930 |
30 |
0.2% |
19,350 |
| High |
20,015 |
20,000 |
-15 |
-0.1% |
20,030 |
| Low |
19,875 |
19,880 |
5 |
0.0% |
19,340 |
| Close |
19,960 |
19,995 |
35 |
0.2% |
19,980 |
| Range |
140 |
120 |
-20 |
-14.3% |
690 |
| ATR |
242 |
234 |
-9 |
-3.6% |
0 |
| Volume |
161 |
92 |
-69 |
-42.9% |
90 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,318 |
20,277 |
20,061 |
|
| R3 |
20,198 |
20,157 |
20,028 |
|
| R2 |
20,078 |
20,078 |
20,017 |
|
| R1 |
20,037 |
20,037 |
20,006 |
20,058 |
| PP |
19,958 |
19,958 |
19,958 |
19,969 |
| S1 |
19,917 |
19,917 |
19,984 |
19,938 |
| S2 |
19,838 |
19,838 |
19,973 |
|
| S3 |
19,718 |
19,797 |
19,962 |
|
| S4 |
19,598 |
19,677 |
19,929 |
|
|
| 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 |
19,825 |
250 |
1.3% |
173 |
0.9% |
68% |
False |
False |
73 |
| 10 |
20,075 |
19,340 |
735 |
3.7% |
225 |
1.1% |
89% |
False |
False |
45 |
| 20 |
20,075 |
18,825 |
1,250 |
6.3% |
208 |
1.0% |
94% |
False |
False |
26 |
| 40 |
20,075 |
17,475 |
2,600 |
13.0% |
196 |
1.0% |
97% |
False |
False |
15 |
| 60 |
20,075 |
17,160 |
2,915 |
14.6% |
186 |
0.9% |
97% |
False |
False |
10 |
| 80 |
20,945 |
17,160 |
3,785 |
18.9% |
140 |
0.7% |
75% |
False |
False |
7 |
| 100 |
20,945 |
17,160 |
3,785 |
18.9% |
112 |
0.6% |
75% |
False |
False |
6 |
| 120 |
20,965 |
17,160 |
3,805 |
19.0% |
93 |
0.5% |
75% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,510 |
|
2.618 |
20,314 |
|
1.618 |
20,194 |
|
1.000 |
20,120 |
|
0.618 |
20,074 |
|
HIGH |
20,000 |
|
0.618 |
19,954 |
|
0.500 |
19,940 |
|
0.382 |
19,926 |
|
LOW |
19,880 |
|
0.618 |
19,806 |
|
1.000 |
19,760 |
|
1.618 |
19,686 |
|
2.618 |
19,566 |
|
4.250 |
19,370 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,977 |
19,982 |
| PP |
19,958 |
19,968 |
| S1 |
19,940 |
19,955 |
|