| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,087.9 |
1,082.4 |
-5.5 |
-0.5% |
1,089.1 |
| High |
1,097.4 |
1,085.1 |
-12.3 |
-1.1% |
1,094.9 |
| Low |
1,080.5 |
1,064.4 |
-16.1 |
-1.5% |
1,073.0 |
| Close |
1,083.6 |
1,068.6 |
-15.0 |
-1.4% |
1,080.9 |
| Range |
16.9 |
20.7 |
3.8 |
22.5% |
21.9 |
| ATR |
15.4 |
15.8 |
0.4 |
2.4% |
0.0 |
| Volume |
151,381 |
181,458 |
30,077 |
19.9% |
796,910 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.8 |
1,122.4 |
1,080.0 |
|
| R3 |
1,114.1 |
1,101.7 |
1,074.3 |
|
| R2 |
1,093.4 |
1,093.4 |
1,072.4 |
|
| R1 |
1,081.0 |
1,081.0 |
1,070.5 |
1,076.9 |
| PP |
1,072.7 |
1,072.7 |
1,072.7 |
1,070.6 |
| S1 |
1,060.3 |
1,060.3 |
1,066.7 |
1,056.2 |
| S2 |
1,052.0 |
1,052.0 |
1,064.8 |
|
| S3 |
1,031.3 |
1,039.6 |
1,062.9 |
|
| S4 |
1,010.6 |
1,018.9 |
1,057.2 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.6 |
1,136.7 |
1,092.9 |
|
| R3 |
1,126.7 |
1,114.8 |
1,086.9 |
|
| R2 |
1,104.8 |
1,104.8 |
1,084.9 |
|
| R1 |
1,092.9 |
1,092.9 |
1,082.9 |
1,087.9 |
| PP |
1,082.9 |
1,082.9 |
1,082.9 |
1,080.5 |
| S1 |
1,071.0 |
1,071.0 |
1,078.9 |
1,066.0 |
| S2 |
1,061.0 |
1,061.0 |
1,076.9 |
|
| S3 |
1,039.1 |
1,049.1 |
1,074.9 |
|
| S4 |
1,017.2 |
1,027.2 |
1,068.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,097.4 |
1,064.4 |
33.0 |
3.1% |
14.7 |
1.4% |
13% |
False |
True |
168,738 |
| 10 |
1,122.3 |
1,064.4 |
57.9 |
5.4% |
14.3 |
1.3% |
7% |
False |
True |
163,193 |
| 20 |
1,183.1 |
1,064.4 |
118.7 |
11.1% |
15.1 |
1.4% |
4% |
False |
True |
146,426 |
| 40 |
1,191.7 |
1,064.4 |
127.3 |
11.9% |
15.9 |
1.5% |
3% |
False |
True |
141,661 |
| 60 |
1,191.7 |
1,064.4 |
127.3 |
11.9% |
15.7 |
1.5% |
3% |
False |
True |
137,894 |
| 80 |
1,191.7 |
1,064.4 |
127.3 |
11.9% |
15.8 |
1.5% |
3% |
False |
True |
139,898 |
| 100 |
1,191.7 |
1,064.4 |
127.3 |
11.9% |
15.8 |
1.5% |
3% |
False |
True |
116,579 |
| 120 |
1,207.3 |
1,064.4 |
142.9 |
13.4% |
15.2 |
1.4% |
3% |
False |
True |
97,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,173.1 |
|
2.618 |
1,139.3 |
|
1.618 |
1,118.6 |
|
1.000 |
1,105.8 |
|
0.618 |
1,097.9 |
|
HIGH |
1,085.1 |
|
0.618 |
1,077.2 |
|
0.500 |
1,074.8 |
|
0.382 |
1,072.3 |
|
LOW |
1,064.4 |
|
0.618 |
1,051.6 |
|
1.000 |
1,043.7 |
|
1.618 |
1,030.9 |
|
2.618 |
1,010.2 |
|
4.250 |
976.4 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.8 |
1,080.9 |
| PP |
1,072.7 |
1,076.8 |
| S1 |
1,070.7 |
1,072.7 |
|