| 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 |
1,151.0 |
1,150.2 |
-0.8 |
-0.1% |
1,198.1 |
| High |
1,165.6 |
1,171.0 |
5.4 |
0.5% |
1,201.2 |
| Low |
1,148.3 |
1,147.3 |
-1.0 |
-0.1% |
1,138.7 |
| Close |
1,151.0 |
1,170.4 |
19.4 |
1.7% |
1,143.0 |
| Range |
17.3 |
23.7 |
6.4 |
37.0% |
62.5 |
| ATR |
20.6 |
20.8 |
0.2 |
1.1% |
0.0 |
| Volume |
104,177 |
98,420 |
-5,757 |
-5.5% |
523,147 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,234.0 |
1,226.0 |
1,183.5 |
|
| R3 |
1,210.3 |
1,202.3 |
1,177.0 |
|
| R2 |
1,186.5 |
1,186.5 |
1,174.8 |
|
| R1 |
1,178.5 |
1,178.5 |
1,172.5 |
1,182.5 |
| PP |
1,163.0 |
1,163.0 |
1,163.0 |
1,165.0 |
| S1 |
1,154.8 |
1,154.8 |
1,168.3 |
1,158.8 |
| S2 |
1,139.3 |
1,139.3 |
1,166.0 |
|
| S3 |
1,115.5 |
1,131.0 |
1,164.0 |
|
| S4 |
1,091.8 |
1,107.5 |
1,157.3 |
|
|
| 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 |
1,178.6 |
1,130.0 |
48.6 |
4.2% |
22.5 |
1.9% |
83% |
False |
False |
107,390 |
| 10 |
1,201.2 |
1,130.0 |
71.2 |
6.1% |
20.8 |
1.8% |
57% |
False |
False |
102,820 |
| 20 |
1,201.2 |
1,130.0 |
71.2 |
6.1% |
20.0 |
1.7% |
57% |
False |
False |
104,988 |
| 40 |
1,201.2 |
1,073.2 |
128.0 |
10.9% |
21.8 |
1.9% |
76% |
False |
False |
106,351 |
| 60 |
1,201.2 |
1,073.2 |
128.0 |
10.9% |
21.3 |
1.8% |
76% |
False |
False |
91,936 |
| 80 |
1,237.6 |
1,073.2 |
164.4 |
14.0% |
20.5 |
1.7% |
59% |
False |
False |
69,002 |
| 100 |
1,264.7 |
1,073.2 |
191.5 |
16.4% |
17.0 |
1.5% |
51% |
False |
False |
55,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,271.8 |
|
2.618 |
1,233.0 |
|
1.618 |
1,209.3 |
|
1.000 |
1,194.8 |
|
0.618 |
1,185.8 |
|
HIGH |
1,171.0 |
|
0.618 |
1,162.0 |
|
0.500 |
1,159.3 |
|
0.382 |
1,156.3 |
|
LOW |
1,147.3 |
|
0.618 |
1,132.8 |
|
1.000 |
1,123.5 |
|
1.618 |
1,109.0 |
|
2.618 |
1,085.3 |
|
4.250 |
1,046.5 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,166.8 |
1,163.8 |
| PP |
1,163.0 |
1,157.3 |
| S1 |
1,159.3 |
1,150.5 |
|