| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,068.50 |
2,040.50 |
-28.00 |
-1.4% |
2,092.00 |
| High |
2,077.50 |
2,046.00 |
-31.50 |
-1.5% |
2,097.75 |
| Low |
2,039.50 |
2,011.50 |
-28.00 |
-1.4% |
2,011.50 |
| Close |
2,040.50 |
2,018.50 |
-22.00 |
-1.1% |
2,018.50 |
| Range |
38.00 |
34.50 |
-3.50 |
-9.2% |
86.25 |
| ATR |
26.01 |
26.62 |
0.61 |
2.3% |
0.00 |
| Volume |
1,807,653 |
2,128,939 |
321,286 |
17.8% |
8,250,299 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.75 |
2,108.25 |
2,037.50 |
|
| R3 |
2,094.25 |
2,073.75 |
2,028.00 |
|
| R2 |
2,059.75 |
2,059.75 |
2,024.75 |
|
| R1 |
2,039.25 |
2,039.25 |
2,021.75 |
2,032.25 |
| PP |
2,025.25 |
2,025.25 |
2,025.25 |
2,022.00 |
| S1 |
2,004.75 |
2,004.75 |
2,015.25 |
1,997.75 |
| S2 |
1,990.75 |
1,990.75 |
2,012.25 |
|
| S3 |
1,956.25 |
1,970.25 |
2,009.00 |
|
| S4 |
1,921.75 |
1,935.75 |
1,999.50 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.25 |
2,246.25 |
2,066.00 |
|
| R3 |
2,215.00 |
2,160.00 |
2,042.25 |
|
| R2 |
2,128.75 |
2,128.75 |
2,034.25 |
|
| R1 |
2,073.75 |
2,073.75 |
2,026.50 |
2,058.00 |
| PP |
2,042.50 |
2,042.50 |
2,042.50 |
2,034.75 |
| S1 |
1,987.50 |
1,987.50 |
2,010.50 |
1,972.00 |
| S2 |
1,956.25 |
1,956.25 |
2,002.75 |
|
| S3 |
1,870.00 |
1,901.25 |
1,994.75 |
|
| S4 |
1,783.75 |
1,815.00 |
1,971.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.75 |
2,011.50 |
86.25 |
4.3% |
28.50 |
1.4% |
8% |
False |
True |
1,650,059 |
| 10 |
2,110.25 |
2,011.50 |
98.75 |
4.9% |
26.00 |
1.3% |
7% |
False |
True |
1,581,387 |
| 20 |
2,110.25 |
2,007.50 |
102.75 |
5.1% |
23.75 |
1.2% |
11% |
False |
False |
1,591,622 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.3% |
28.50 |
1.4% |
63% |
False |
False |
1,702,913 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
14.2% |
36.00 |
1.8% |
68% |
False |
False |
1,356,016 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.2% |
33.25 |
1.6% |
68% |
False |
False |
1,018,210 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
31.00 |
1.5% |
66% |
False |
False |
815,130 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.6% |
28.75 |
1.4% |
66% |
False |
False |
679,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,192.50 |
|
2.618 |
2,136.25 |
|
1.618 |
2,101.75 |
|
1.000 |
2,080.50 |
|
0.618 |
2,067.25 |
|
HIGH |
2,046.00 |
|
0.618 |
2,032.75 |
|
0.500 |
2,028.75 |
|
0.382 |
2,024.75 |
|
LOW |
2,011.50 |
|
0.618 |
1,990.25 |
|
1.000 |
1,977.00 |
|
1.618 |
1,955.75 |
|
2.618 |
1,921.25 |
|
4.250 |
1,865.00 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.75 |
2,049.50 |
| PP |
2,025.25 |
2,039.00 |
| S1 |
2,022.00 |
2,028.75 |
|