| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,049.75 |
2,078.25 |
28.50 |
1.4% |
2,092.00 |
| High |
2,082.50 |
2,089.25 |
6.75 |
0.3% |
2,097.75 |
| Low |
2,043.00 |
2,075.25 |
32.25 |
1.6% |
2,011.50 |
| Close |
2,079.75 |
2,079.25 |
-0.50 |
0.0% |
2,018.50 |
| Range |
39.50 |
14.00 |
-25.50 |
-64.6% |
86.25 |
| ATR |
28.82 |
27.77 |
-1.06 |
-3.7% |
0.00 |
| Volume |
1,543,330 |
1,284,869 |
-258,461 |
-16.7% |
8,250,299 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.25 |
2,115.25 |
2,087.00 |
|
| R3 |
2,109.25 |
2,101.25 |
2,083.00 |
|
| R2 |
2,095.25 |
2,095.25 |
2,081.75 |
|
| R1 |
2,087.25 |
2,087.25 |
2,080.50 |
2,091.25 |
| PP |
2,081.25 |
2,081.25 |
2,081.25 |
2,083.25 |
| S1 |
2,073.25 |
2,073.25 |
2,078.00 |
2,077.25 |
| S2 |
2,067.25 |
2,067.25 |
2,076.75 |
|
| S3 |
2,053.25 |
2,059.25 |
2,075.50 |
|
| S4 |
2,039.25 |
2,045.25 |
2,071.50 |
|
|
| 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 |
2,089.25 |
1,998.50 |
90.75 |
4.4% |
32.50 |
1.6% |
89% |
True |
False |
1,657,847 |
| 10 |
2,099.00 |
1,998.50 |
100.50 |
4.8% |
29.25 |
1.4% |
80% |
False |
False |
1,625,722 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
25.00 |
1.2% |
72% |
False |
False |
1,575,971 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
28.00 |
1.3% |
88% |
False |
False |
1,678,398 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
31.75 |
1.5% |
88% |
False |
False |
1,456,788 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.50 |
1.6% |
89% |
False |
False |
1,095,070 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
31.50 |
1.5% |
87% |
False |
False |
876,610 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
87% |
False |
False |
730,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.75 |
|
2.618 |
2,126.00 |
|
1.618 |
2,112.00 |
|
1.000 |
2,103.25 |
|
0.618 |
2,098.00 |
|
HIGH |
2,089.25 |
|
0.618 |
2,084.00 |
|
0.500 |
2,082.25 |
|
0.382 |
2,080.50 |
|
LOW |
2,075.25 |
|
0.618 |
2,066.50 |
|
1.000 |
2,061.25 |
|
1.618 |
2,052.50 |
|
2.618 |
2,038.50 |
|
4.250 |
2,015.75 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.25 |
2,074.50 |
| PP |
2,081.25 |
2,070.00 |
| S1 |
2,080.25 |
2,065.50 |
|