| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,006.50 |
2,047.75 |
41.25 |
2.1% |
2,092.00 |
| High |
2,051.00 |
2,063.50 |
12.50 |
0.6% |
2,097.75 |
| Low |
1,998.50 |
2,041.50 |
43.00 |
2.2% |
2,011.50 |
| Close |
2,048.00 |
2,049.00 |
1.00 |
0.0% |
2,018.50 |
| Range |
52.50 |
22.00 |
-30.50 |
-58.1% |
86.25 |
| ATR |
28.47 |
28.00 |
-0.46 |
-1.6% |
0.00 |
| Volume |
1,711,062 |
1,621,036 |
-90,026 |
-5.3% |
8,250,299 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,105.25 |
2,061.00 |
|
| R3 |
2,095.25 |
2,083.25 |
2,055.00 |
|
| R2 |
2,073.25 |
2,073.25 |
2,053.00 |
|
| R1 |
2,061.25 |
2,061.25 |
2,051.00 |
2,067.25 |
| PP |
2,051.25 |
2,051.25 |
2,051.25 |
2,054.50 |
| S1 |
2,039.25 |
2,039.25 |
2,047.00 |
2,045.25 |
| S2 |
2,029.25 |
2,029.25 |
2,045.00 |
|
| S3 |
2,007.25 |
2,017.25 |
2,043.00 |
|
| S4 |
1,985.25 |
1,995.25 |
2,037.00 |
|
|
| 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% |
33.25 |
1.6% |
57% |
False |
False |
1,688,017 |
| 10 |
2,109.75 |
1,998.50 |
111.25 |
5.4% |
27.75 |
1.4% |
45% |
False |
False |
1,651,361 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.5% |
26.25 |
1.3% |
45% |
False |
False |
1,629,083 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
28.50 |
1.4% |
75% |
False |
False |
1,698,749 |
| 60 |
2,110.25 |
1,842.00 |
268.25 |
13.1% |
33.75 |
1.7% |
77% |
False |
False |
1,411,025 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.0% |
33.50 |
1.6% |
79% |
False |
False |
1,059,808 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
31.50 |
1.5% |
76% |
False |
False |
848,397 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.4% |
29.25 |
1.4% |
76% |
False |
False |
707,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.00 |
|
2.618 |
2,121.00 |
|
1.618 |
2,099.00 |
|
1.000 |
2,085.50 |
|
0.618 |
2,077.00 |
|
HIGH |
2,063.50 |
|
0.618 |
2,055.00 |
|
0.500 |
2,052.50 |
|
0.382 |
2,050.00 |
|
LOW |
2,041.50 |
|
0.618 |
2,028.00 |
|
1.000 |
2,019.50 |
|
1.618 |
2,006.00 |
|
2.618 |
1,984.00 |
|
4.250 |
1,948.00 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.50 |
2,043.00 |
| PP |
2,051.25 |
2,037.00 |
| S1 |
2,050.25 |
2,031.00 |
|