| 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 |
17,485.49 |
17,739.83 |
254.34 |
1.5% |
17,900.78 |
| High |
17,752.16 |
17,772.97 |
20.81 |
0.1% |
17,900.78 |
| Low |
17,485.49 |
17,681.98 |
196.49 |
1.1% |
17,238.89 |
| Close |
17,737.16 |
17,732.75 |
-4.41 |
0.0% |
17,245.24 |
| Range |
266.67 |
90.99 |
-175.68 |
-65.9% |
661.89 |
| ATR |
189.97 |
182.90 |
-7.07 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,002.20 |
17,958.47 |
17,782.79 |
|
| R3 |
17,911.21 |
17,867.48 |
17,757.77 |
|
| R2 |
17,820.22 |
17,820.22 |
17,749.43 |
|
| R1 |
17,776.49 |
17,776.49 |
17,741.09 |
17,752.86 |
| PP |
17,729.23 |
17,729.23 |
17,729.23 |
17,717.42 |
| S1 |
17,685.50 |
17,685.50 |
17,724.41 |
17,661.87 |
| S2 |
17,638.24 |
17,638.24 |
17,716.07 |
|
| S3 |
17,547.25 |
17,594.51 |
17,707.73 |
|
| S4 |
17,456.26 |
17,503.52 |
17,682.71 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,447.31 |
19,008.16 |
17,609.28 |
|
| R3 |
18,785.42 |
18,346.27 |
17,427.26 |
|
| R2 |
18,123.53 |
18,123.53 |
17,366.59 |
|
| R1 |
17,684.38 |
17,684.38 |
17,305.91 |
17,573.01 |
| PP |
17,461.64 |
17,461.64 |
17,461.64 |
17,405.95 |
| S1 |
17,022.49 |
17,022.49 |
17,184.57 |
16,911.12 |
| S2 |
16,799.75 |
16,799.75 |
17,123.89 |
|
| S3 |
16,137.86 |
16,360.60 |
17,063.22 |
|
| S4 |
15,475.97 |
15,698.71 |
16,881.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,772.97 |
17,210.43 |
562.54 |
3.2% |
195.70 |
1.1% |
93% |
True |
False |
|
| 10 |
17,912.04 |
17,210.43 |
701.61 |
4.0% |
182.46 |
1.0% |
74% |
False |
False |
|
| 20 |
17,977.85 |
17,210.43 |
767.42 |
4.3% |
162.58 |
0.9% |
68% |
False |
False |
|
| 40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
184.59 |
1.0% |
88% |
False |
False |
|
| 60 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
212.67 |
1.2% |
88% |
False |
False |
|
| 80 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
233.35 |
1.3% |
91% |
False |
False |
|
| 100 |
18,137.12 |
15,370.33 |
2,766.79 |
15.6% |
220.35 |
1.2% |
85% |
False |
False |
|
| 120 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
210.63 |
1.2% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,159.68 |
|
2.618 |
18,011.18 |
|
1.618 |
17,920.19 |
|
1.000 |
17,863.96 |
|
0.618 |
17,829.20 |
|
HIGH |
17,772.97 |
|
0.618 |
17,738.21 |
|
0.500 |
17,727.48 |
|
0.382 |
17,716.74 |
|
LOW |
17,681.98 |
|
0.618 |
17,625.75 |
|
1.000 |
17,590.99 |
|
1.618 |
17,534.76 |
|
2.618 |
17,443.77 |
|
4.250 |
17,295.27 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,730.99 |
17,692.56 |
| PP |
17,729.23 |
17,652.38 |
| S1 |
17,727.48 |
17,612.19 |
|