| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,173.2 |
1,179.5 |
6.3 |
0.5% |
1,138.2 |
| High |
1,183.5 |
1,188.8 |
5.3 |
0.4% |
1,178.1 |
| Low |
1,168.4 |
1,169.0 |
0.6 |
0.1% |
1,130.0 |
| Close |
1,179.3 |
1,186.9 |
7.6 |
0.6% |
1,172.9 |
| Range |
15.1 |
19.8 |
4.7 |
31.1% |
48.1 |
| ATR |
19.6 |
19.6 |
0.0 |
0.1% |
0.0 |
| Volume |
70,582 |
80,730 |
10,148 |
14.4% |
465,423 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.0 |
1,233.8 |
1,197.8 |
|
| R3 |
1,221.3 |
1,214.0 |
1,192.3 |
|
| R2 |
1,201.3 |
1,201.3 |
1,190.5 |
|
| R1 |
1,194.3 |
1,194.3 |
1,188.8 |
1,197.8 |
| PP |
1,181.5 |
1,181.5 |
1,181.5 |
1,183.5 |
| S1 |
1,174.3 |
1,174.3 |
1,185.0 |
1,178.0 |
| S2 |
1,161.8 |
1,161.8 |
1,183.3 |
|
| S3 |
1,142.0 |
1,154.5 |
1,181.5 |
|
| S4 |
1,122.3 |
1,134.8 |
1,176.0 |
|
|
| 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 |
1,188.8 |
1,147.3 |
41.5 |
3.5% |
17.5 |
1.5% |
95% |
True |
False |
84,450 |
| 10 |
1,191.7 |
1,130.0 |
61.7 |
5.2% |
19.5 |
1.6% |
92% |
False |
False |
94,024 |
| 20 |
1,201.2 |
1,130.0 |
71.2 |
6.0% |
20.0 |
1.7% |
80% |
False |
False |
99,852 |
| 40 |
1,201.2 |
1,074.4 |
126.8 |
10.7% |
20.5 |
1.7% |
89% |
False |
False |
101,549 |
| 60 |
1,201.2 |
1,073.2 |
128.0 |
10.8% |
20.8 |
1.8% |
89% |
False |
False |
97,327 |
| 80 |
1,236.5 |
1,073.2 |
163.3 |
13.8% |
21.0 |
1.8% |
70% |
False |
False |
73,048 |
| 100 |
1,264.7 |
1,073.2 |
191.5 |
16.1% |
17.5 |
1.5% |
59% |
False |
False |
58,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,273.0 |
|
2.618 |
1,240.8 |
|
1.618 |
1,220.8 |
|
1.000 |
1,208.5 |
|
0.618 |
1,201.0 |
|
HIGH |
1,188.8 |
|
0.618 |
1,181.3 |
|
0.500 |
1,179.0 |
|
0.382 |
1,176.5 |
|
LOW |
1,169.0 |
|
0.618 |
1,156.8 |
|
1.000 |
1,149.3 |
|
1.618 |
1,137.0 |
|
2.618 |
1,117.3 |
|
4.250 |
1,084.8 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.3 |
1,183.0 |
| PP |
1,181.5 |
1,179.0 |
| S1 |
1,179.0 |
1,175.3 |
|