| 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 |
2,040.50 |
2,006.50 |
-34.00 |
-1.7% |
2,092.00 |
| High |
2,046.00 |
2,051.00 |
5.00 |
0.2% |
2,097.75 |
| Low |
2,011.50 |
1,998.50 |
-13.00 |
-0.6% |
2,011.50 |
| Close |
2,018.50 |
2,048.00 |
29.50 |
1.5% |
2,018.50 |
| Range |
34.50 |
52.50 |
18.00 |
52.2% |
86.25 |
| ATR |
26.62 |
28.47 |
1.85 |
6.9% |
0.00 |
| Volume |
2,128,939 |
1,711,062 |
-417,877 |
-19.6% |
8,250,299 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.00 |
2,171.50 |
2,077.00 |
|
| R3 |
2,137.50 |
2,119.00 |
2,062.50 |
|
| R2 |
2,085.00 |
2,085.00 |
2,057.50 |
|
| R1 |
2,066.50 |
2,066.50 |
2,052.75 |
2,075.75 |
| PP |
2,032.50 |
2,032.50 |
2,032.50 |
2,037.00 |
| S1 |
2,014.00 |
2,014.00 |
2,043.25 |
2,023.25 |
| S2 |
1,980.00 |
1,980.00 |
2,038.50 |
|
| S3 |
1,927.50 |
1,961.50 |
2,033.50 |
|
| S4 |
1,875.00 |
1,909.00 |
2,019.00 |
|
|
| 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 |
2,087.25 |
1,998.50 |
88.75 |
4.3% |
31.75 |
1.6% |
56% |
False |
True |
1,621,029 |
| 10 |
2,110.25 |
1,998.50 |
111.75 |
5.5% |
27.75 |
1.4% |
44% |
False |
True |
1,624,089 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.5% |
25.75 |
1.3% |
44% |
False |
True |
1,611,848 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
29.00 |
1.4% |
75% |
False |
False |
1,707,852 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
35.75 |
1.7% |
78% |
False |
False |
1,384,349 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
33.50 |
1.6% |
78% |
False |
False |
1,039,577 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
31.50 |
1.5% |
76% |
False |
False |
832,214 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
29.25 |
1.4% |
76% |
False |
False |
693,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,274.00 |
|
2.618 |
2,188.50 |
|
1.618 |
2,136.00 |
|
1.000 |
2,103.50 |
|
0.618 |
2,083.50 |
|
HIGH |
2,051.00 |
|
0.618 |
2,031.00 |
|
0.500 |
2,024.75 |
|
0.382 |
2,018.50 |
|
LOW |
1,998.50 |
|
0.618 |
1,966.00 |
|
1.000 |
1,946.00 |
|
1.618 |
1,913.50 |
|
2.618 |
1,861.00 |
|
4.250 |
1,775.50 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.25 |
2,044.75 |
| PP |
2,032.50 |
2,041.25 |
| S1 |
2,024.75 |
2,038.00 |
|