| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,154.9 |
1,138.2 |
-16.7 |
-1.4% |
1,198.1 |
| High |
1,157.5 |
1,155.2 |
-2.3 |
-0.2% |
1,201.2 |
| Low |
1,138.7 |
1,130.0 |
-8.7 |
-0.8% |
1,138.7 |
| Close |
1,143.0 |
1,152.7 |
9.7 |
0.8% |
1,143.0 |
| Range |
18.8 |
25.2 |
6.4 |
34.0% |
62.5 |
| ATR |
20.5 |
20.8 |
0.3 |
1.7% |
0.0 |
| Volume |
122,334 |
90,306 |
-32,028 |
-26.2% |
523,147 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,221.5 |
1,212.3 |
1,166.5 |
|
| R3 |
1,196.3 |
1,187.3 |
1,159.8 |
|
| R2 |
1,171.3 |
1,171.3 |
1,157.3 |
|
| R1 |
1,162.0 |
1,162.0 |
1,155.0 |
1,166.5 |
| PP |
1,146.0 |
1,146.0 |
1,146.0 |
1,148.3 |
| S1 |
1,136.8 |
1,136.8 |
1,150.5 |
1,141.3 |
| S2 |
1,120.8 |
1,120.8 |
1,148.0 |
|
| S3 |
1,095.5 |
1,111.5 |
1,145.8 |
|
| S4 |
1,070.3 |
1,086.3 |
1,138.8 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.5 |
1,308.3 |
1,177.5 |
|
| R3 |
1,286.0 |
1,245.8 |
1,160.3 |
|
| R2 |
1,223.5 |
1,223.5 |
1,154.5 |
|
| R1 |
1,183.3 |
1,183.3 |
1,148.8 |
1,172.0 |
| PP |
1,161.0 |
1,161.0 |
1,161.0 |
1,155.5 |
| S1 |
1,120.8 |
1,120.8 |
1,137.3 |
1,109.5 |
| S2 |
1,098.5 |
1,098.5 |
1,131.5 |
|
| S3 |
1,036.0 |
1,058.3 |
1,125.8 |
|
| S4 |
973.5 |
995.8 |
1,108.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,191.7 |
1,130.0 |
61.7 |
5.4% |
20.8 |
1.8% |
37% |
False |
True |
99,965 |
| 10 |
1,201.2 |
1,130.0 |
71.2 |
6.2% |
19.5 |
1.7% |
32% |
False |
True |
100,639 |
| 20 |
1,201.2 |
1,130.0 |
71.2 |
6.2% |
19.8 |
1.7% |
32% |
False |
True |
103,886 |
| 40 |
1,201.2 |
1,073.2 |
128.0 |
11.1% |
22.0 |
1.9% |
62% |
False |
False |
105,934 |
| 60 |
1,201.2 |
1,073.2 |
128.0 |
11.1% |
22.5 |
2.0% |
62% |
False |
False |
88,571 |
| 80 |
1,237.6 |
1,073.2 |
164.4 |
14.3% |
20.0 |
1.7% |
48% |
False |
False |
66,470 |
| 100 |
1,264.7 |
1,073.2 |
191.5 |
16.6% |
16.8 |
1.5% |
42% |
False |
False |
53,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.3 |
|
2.618 |
1,221.3 |
|
1.618 |
1,196.0 |
|
1.000 |
1,180.5 |
|
0.618 |
1,170.8 |
|
HIGH |
1,155.3 |
|
0.618 |
1,145.5 |
|
0.500 |
1,142.5 |
|
0.382 |
1,139.8 |
|
LOW |
1,130.0 |
|
0.618 |
1,114.5 |
|
1.000 |
1,104.8 |
|
1.618 |
1,089.3 |
|
2.618 |
1,064.0 |
|
4.250 |
1,023.0 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.3 |
1,154.3 |
| PP |
1,146.0 |
1,153.8 |
| S1 |
1,142.5 |
1,153.3 |
|