| 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 |
1,070.2 |
1,069.3 |
-0.9 |
-0.1% |
1,089.1 |
| High |
1,074.6 |
1,086.6 |
12.0 |
1.1% |
1,094.9 |
| Low |
1,062.0 |
1,068.3 |
6.3 |
0.6% |
1,073.0 |
| Close |
1,068.7 |
1,077.9 |
9.2 |
0.9% |
1,080.9 |
| Range |
12.6 |
18.3 |
5.7 |
45.2% |
21.9 |
| ATR |
15.6 |
15.8 |
0.2 |
1.2% |
0.0 |
| Volume |
154,641 |
177,555 |
22,914 |
14.8% |
796,910 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,132.5 |
1,123.5 |
1,088.0 |
|
| R3 |
1,114.2 |
1,105.2 |
1,082.9 |
|
| R2 |
1,095.9 |
1,095.9 |
1,081.3 |
|
| R1 |
1,086.9 |
1,086.9 |
1,079.6 |
1,091.4 |
| PP |
1,077.6 |
1,077.6 |
1,077.6 |
1,079.9 |
| S1 |
1,068.6 |
1,068.6 |
1,076.2 |
1,073.1 |
| S2 |
1,059.3 |
1,059.3 |
1,074.5 |
|
| S3 |
1,041.0 |
1,050.3 |
1,072.9 |
|
| S4 |
1,022.7 |
1,032.0 |
1,067.8 |
|
|
| 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% |
15.7 |
1.5% |
45% |
False |
False |
159,173 |
| 10 |
1,109.7 |
1,062.0 |
47.7 |
4.4% |
14.8 |
1.4% |
33% |
False |
False |
166,181 |
| 20 |
1,183.1 |
1,062.0 |
121.1 |
11.2% |
15.3 |
1.4% |
13% |
False |
False |
151,066 |
| 40 |
1,191.7 |
1,062.0 |
129.7 |
12.0% |
15.6 |
1.5% |
12% |
False |
False |
142,070 |
| 60 |
1,191.7 |
1,062.0 |
129.7 |
12.0% |
15.3 |
1.4% |
12% |
False |
False |
136,651 |
| 80 |
1,191.7 |
1,062.0 |
129.7 |
12.0% |
15.9 |
1.5% |
12% |
False |
False |
141,655 |
| 100 |
1,191.7 |
1,062.0 |
129.7 |
12.0% |
15.8 |
1.5% |
12% |
False |
False |
119,844 |
| 120 |
1,207.3 |
1,062.0 |
145.3 |
13.5% |
15.3 |
1.4% |
11% |
False |
False |
100,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,164.4 |
|
2.618 |
1,134.5 |
|
1.618 |
1,116.2 |
|
1.000 |
1,104.9 |
|
0.618 |
1,097.9 |
|
HIGH |
1,086.6 |
|
0.618 |
1,079.6 |
|
0.500 |
1,077.5 |
|
0.382 |
1,075.3 |
|
LOW |
1,068.3 |
|
0.618 |
1,057.0 |
|
1.000 |
1,050.0 |
|
1.618 |
1,038.7 |
|
2.618 |
1,020.4 |
|
4.250 |
990.5 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,077.8 |
1,076.7 |
| PP |
1,077.6 |
1,075.5 |
| S1 |
1,077.5 |
1,074.3 |
|