| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,162.4 |
1,173.2 |
10.8 |
0.9% |
1,138.2 |
| High |
1,178.1 |
1,183.5 |
5.4 |
0.5% |
1,178.1 |
| Low |
1,161.6 |
1,168.4 |
6.8 |
0.6% |
1,130.0 |
| Close |
1,172.9 |
1,179.3 |
6.4 |
0.5% |
1,172.9 |
| Range |
16.5 |
15.1 |
-1.4 |
-8.5% |
48.1 |
| ATR |
20.0 |
19.6 |
-0.3 |
-1.7% |
0.0 |
| Volume |
86,866 |
70,582 |
-16,284 |
-18.7% |
465,423 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,222.3 |
1,216.0 |
1,187.5 |
|
| R3 |
1,207.3 |
1,200.8 |
1,183.5 |
|
| R2 |
1,192.3 |
1,192.3 |
1,182.0 |
|
| R1 |
1,185.8 |
1,185.8 |
1,180.8 |
1,189.0 |
| PP |
1,177.0 |
1,177.0 |
1,177.0 |
1,178.8 |
| S1 |
1,170.8 |
1,170.8 |
1,178.0 |
1,173.8 |
| S2 |
1,162.0 |
1,162.0 |
1,176.5 |
|
| S3 |
1,146.8 |
1,155.5 |
1,175.3 |
|
| S4 |
1,131.8 |
1,140.5 |
1,171.0 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.8 |
1,286.8 |
1,199.3 |
|
| R3 |
1,256.5 |
1,238.8 |
1,186.3 |
|
| R2 |
1,208.5 |
1,208.5 |
1,181.8 |
|
| R1 |
1,190.8 |
1,190.8 |
1,177.3 |
1,199.5 |
| PP |
1,160.3 |
1,160.3 |
1,160.3 |
1,164.8 |
| S1 |
1,142.5 |
1,142.5 |
1,168.5 |
1,151.5 |
| S2 |
1,112.3 |
1,112.3 |
1,164.0 |
|
| S3 |
1,064.3 |
1,094.5 |
1,159.8 |
|
| S4 |
1,016.0 |
1,046.3 |
1,146.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,183.5 |
1,147.3 |
36.2 |
3.1% |
17.0 |
1.5% |
88% |
True |
False |
89,139 |
| 10 |
1,191.7 |
1,130.0 |
61.7 |
5.2% |
19.0 |
1.6% |
80% |
False |
False |
94,552 |
| 20 |
1,201.2 |
1,130.0 |
71.2 |
6.0% |
20.0 |
1.7% |
69% |
False |
False |
101,845 |
| 40 |
1,201.2 |
1,073.2 |
128.0 |
10.9% |
20.5 |
1.7% |
83% |
False |
False |
103,004 |
| 60 |
1,201.2 |
1,073.2 |
128.0 |
10.9% |
20.8 |
1.8% |
83% |
False |
False |
95,983 |
| 80 |
1,236.5 |
1,073.2 |
163.3 |
13.8% |
20.8 |
1.8% |
65% |
False |
False |
72,039 |
| 100 |
1,264.7 |
1,073.2 |
191.5 |
16.2% |
17.5 |
1.5% |
55% |
False |
False |
57,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.8 |
|
2.618 |
1,223.0 |
|
1.618 |
1,208.0 |
|
1.000 |
1,198.5 |
|
0.618 |
1,192.8 |
|
HIGH |
1,183.5 |
|
0.618 |
1,177.8 |
|
0.500 |
1,176.0 |
|
0.382 |
1,174.3 |
|
LOW |
1,168.5 |
|
0.618 |
1,159.0 |
|
1.000 |
1,153.3 |
|
1.618 |
1,144.0 |
|
2.618 |
1,128.8 |
|
4.250 |
1,104.3 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,178.3 |
1,177.0 |
| PP |
1,177.0 |
1,174.8 |
| S1 |
1,176.0 |
1,172.5 |
|