| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,047.75 |
2,049.75 |
2.00 |
0.1% |
2,092.00 |
| High |
2,063.50 |
2,082.50 |
19.00 |
0.9% |
2,097.75 |
| Low |
2,041.50 |
2,043.00 |
1.50 |
0.1% |
2,011.50 |
| Close |
2,049.00 |
2,079.75 |
30.75 |
1.5% |
2,018.50 |
| Range |
22.00 |
39.50 |
17.50 |
79.5% |
86.25 |
| ATR |
28.00 |
28.82 |
0.82 |
2.9% |
0.00 |
| Volume |
1,621,036 |
1,543,330 |
-77,706 |
-4.8% |
8,250,299 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,187.00 |
2,172.75 |
2,101.50 |
|
| R3 |
2,147.50 |
2,133.25 |
2,090.50 |
|
| R2 |
2,108.00 |
2,108.00 |
2,087.00 |
|
| R1 |
2,093.75 |
2,093.75 |
2,083.25 |
2,101.00 |
| PP |
2,068.50 |
2,068.50 |
2,068.50 |
2,072.00 |
| S1 |
2,054.25 |
2,054.25 |
2,076.25 |
2,061.50 |
| S2 |
2,029.00 |
2,029.00 |
2,072.50 |
|
| S3 |
1,989.50 |
2,014.75 |
2,069.00 |
|
| S4 |
1,950.00 |
1,975.25 |
2,058.00 |
|
|
| 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 |
2,082.50 |
1,998.50 |
84.00 |
4.0% |
37.25 |
1.8% |
97% |
True |
False |
1,762,404 |
| 10 |
2,104.75 |
1,998.50 |
106.25 |
5.1% |
29.75 |
1.4% |
76% |
False |
False |
1,651,043 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
26.75 |
1.3% |
73% |
False |
False |
1,616,688 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
28.75 |
1.4% |
88% |
False |
False |
1,701,733 |
| 60 |
2,110.25 |
1,842.00 |
268.25 |
12.9% |
33.00 |
1.6% |
89% |
False |
False |
1,435,927 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.50 |
1.6% |
89% |
False |
False |
1,079,065 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
31.50 |
1.5% |
87% |
False |
False |
863,797 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
87% |
False |
False |
720,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,250.50 |
|
2.618 |
2,186.00 |
|
1.618 |
2,146.50 |
|
1.000 |
2,122.00 |
|
0.618 |
2,107.00 |
|
HIGH |
2,082.50 |
|
0.618 |
2,067.50 |
|
0.500 |
2,062.75 |
|
0.382 |
2,058.00 |
|
LOW |
2,043.00 |
|
0.618 |
2,018.50 |
|
1.000 |
2,003.50 |
|
1.618 |
1,979.00 |
|
2.618 |
1,939.50 |
|
4.250 |
1,875.00 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,074.00 |
2,066.75 |
| PP |
2,068.50 |
2,053.50 |
| S1 |
2,062.75 |
2,040.50 |
|