| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,930 |
20,055 |
125 |
0.6% |
19,975 |
| High |
20,000 |
20,070 |
70 |
0.4% |
20,075 |
| Low |
19,880 |
19,880 |
0 |
0.0% |
19,835 |
| Close |
19,995 |
19,935 |
-60 |
-0.3% |
19,935 |
| Range |
120 |
190 |
70 |
58.3% |
240 |
| ATR |
234 |
231 |
-3 |
-1.3% |
0 |
| Volume |
92 |
63 |
-29 |
-31.5% |
377 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,532 |
20,423 |
20,040 |
|
| R3 |
20,342 |
20,233 |
19,987 |
|
| R2 |
20,152 |
20,152 |
19,970 |
|
| R1 |
20,043 |
20,043 |
19,953 |
20,003 |
| PP |
19,962 |
19,962 |
19,962 |
19,941 |
| S1 |
19,853 |
19,853 |
19,918 |
19,813 |
| S2 |
19,772 |
19,772 |
19,900 |
|
| S3 |
19,582 |
19,663 |
19,883 |
|
| S4 |
19,392 |
19,473 |
19,831 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,668 |
20,542 |
20,067 |
|
| R3 |
20,428 |
20,302 |
20,001 |
|
| R2 |
20,188 |
20,188 |
19,979 |
|
| R1 |
20,062 |
20,062 |
19,957 |
20,005 |
| PP |
19,948 |
19,948 |
19,948 |
19,920 |
| S1 |
19,822 |
19,822 |
19,913 |
19,765 |
| S2 |
19,708 |
19,708 |
19,891 |
|
| S3 |
19,468 |
19,582 |
19,869 |
|
| S4 |
19,228 |
19,342 |
19,803 |
|
|
| 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% |
175 |
0.9% |
44% |
False |
False |
85 |
| 10 |
20,075 |
19,340 |
735 |
3.7% |
219 |
1.1% |
81% |
False |
False |
50 |
| 20 |
20,075 |
18,825 |
1,250 |
6.3% |
213 |
1.1% |
89% |
False |
False |
29 |
| 40 |
20,075 |
17,475 |
2,600 |
13.0% |
193 |
1.0% |
95% |
False |
False |
16 |
| 60 |
20,075 |
17,160 |
2,915 |
14.6% |
189 |
0.9% |
95% |
False |
False |
11 |
| 80 |
20,945 |
17,160 |
3,785 |
19.0% |
142 |
0.7% |
73% |
False |
False |
8 |
| 100 |
20,945 |
17,160 |
3,785 |
19.0% |
114 |
0.6% |
73% |
False |
False |
6 |
| 120 |
20,965 |
17,160 |
3,805 |
19.1% |
95 |
0.5% |
73% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,878 |
|
2.618 |
20,568 |
|
1.618 |
20,378 |
|
1.000 |
20,260 |
|
0.618 |
20,188 |
|
HIGH |
20,070 |
|
0.618 |
19,998 |
|
0.500 |
19,975 |
|
0.382 |
19,953 |
|
LOW |
19,880 |
|
0.618 |
19,763 |
|
1.000 |
19,690 |
|
1.618 |
19,573 |
|
2.618 |
19,383 |
|
4.250 |
19,073 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,975 |
19,973 |
| PP |
19,962 |
19,960 |
| S1 |
19,948 |
19,948 |
|