| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,082.4 |
1,070.2 |
-12.2 |
-1.1% |
1,089.1 |
| High |
1,085.1 |
1,074.6 |
-10.5 |
-1.0% |
1,094.9 |
| Low |
1,064.4 |
1,062.0 |
-2.4 |
-0.2% |
1,073.0 |
| Close |
1,068.6 |
1,068.7 |
0.1 |
0.0% |
1,080.9 |
| Range |
20.7 |
12.6 |
-8.1 |
-39.1% |
21.9 |
| ATR |
15.8 |
15.6 |
-0.2 |
-1.4% |
0.0 |
| Volume |
181,458 |
154,641 |
-26,817 |
-14.8% |
796,910 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,106.2 |
1,100.1 |
1,075.6 |
|
| R3 |
1,093.6 |
1,087.5 |
1,072.2 |
|
| R2 |
1,081.0 |
1,081.0 |
1,071.0 |
|
| R1 |
1,074.9 |
1,074.9 |
1,069.9 |
1,071.7 |
| PP |
1,068.4 |
1,068.4 |
1,068.4 |
1,066.8 |
| S1 |
1,062.3 |
1,062.3 |
1,067.5 |
1,059.1 |
| S2 |
1,055.8 |
1,055.8 |
1,066.4 |
|
| S3 |
1,043.2 |
1,049.7 |
1,065.2 |
|
| S4 |
1,030.6 |
1,037.1 |
1,061.8 |
|
|
| 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 |
1,062.0 |
35.4 |
3.3% |
15.2 |
1.4% |
19% |
False |
True |
165,321 |
| 10 |
1,111.3 |
1,062.0 |
49.3 |
4.6% |
13.9 |
1.3% |
14% |
False |
True |
162,889 |
| 20 |
1,183.1 |
1,062.0 |
121.1 |
11.3% |
14.9 |
1.4% |
6% |
False |
True |
148,054 |
| 40 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.9 |
1.5% |
5% |
False |
True |
143,123 |
| 60 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.5 |
1.4% |
5% |
False |
True |
137,143 |
| 80 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.8 |
1.5% |
5% |
False |
True |
140,855 |
| 100 |
1,191.7 |
1,062.0 |
129.7 |
12.1% |
15.8 |
1.5% |
5% |
False |
True |
118,103 |
| 120 |
1,207.3 |
1,062.0 |
145.3 |
13.6% |
15.2 |
1.4% |
5% |
False |
True |
98,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,128.2 |
|
2.618 |
1,107.6 |
|
1.618 |
1,095.0 |
|
1.000 |
1,087.2 |
|
0.618 |
1,082.4 |
|
HIGH |
1,074.6 |
|
0.618 |
1,069.8 |
|
0.500 |
1,068.3 |
|
0.382 |
1,066.8 |
|
LOW |
1,062.0 |
|
0.618 |
1,054.2 |
|
1.000 |
1,049.4 |
|
1.618 |
1,041.6 |
|
2.618 |
1,029.0 |
|
4.250 |
1,008.5 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,068.6 |
1,079.7 |
| PP |
1,068.4 |
1,076.0 |
| S1 |
1,068.3 |
1,072.4 |
|