| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.25 |
2,078.25 |
0.00 |
0.0% |
2,006.50 |
| High |
2,089.25 |
2,094.50 |
5.25 |
0.3% |
2,094.50 |
| Low |
2,075.25 |
2,076.00 |
0.75 |
0.0% |
1,998.50 |
| Close |
2,079.25 |
2,088.75 |
9.50 |
0.5% |
2,088.75 |
| Range |
14.00 |
18.50 |
4.50 |
32.1% |
96.00 |
| ATR |
27.77 |
27.10 |
-0.66 |
-2.4% |
0.00 |
| Volume |
1,284,869 |
1,273,905 |
-10,964 |
-0.9% |
7,434,202 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.00 |
2,133.75 |
2,099.00 |
|
| R3 |
2,123.50 |
2,115.25 |
2,093.75 |
|
| R2 |
2,105.00 |
2,105.00 |
2,092.25 |
|
| R1 |
2,096.75 |
2,096.75 |
2,090.50 |
2,101.00 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,088.50 |
| S1 |
2,078.25 |
2,078.25 |
2,087.00 |
2,082.50 |
| S2 |
2,068.00 |
2,068.00 |
2,085.25 |
|
| S3 |
2,049.50 |
2,059.75 |
2,083.75 |
|
| S4 |
2,031.00 |
2,041.25 |
2,078.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,348.50 |
2,314.75 |
2,141.50 |
|
| R3 |
2,252.50 |
2,218.75 |
2,115.25 |
|
| R2 |
2,156.50 |
2,156.50 |
2,106.25 |
|
| R1 |
2,122.75 |
2,122.75 |
2,097.50 |
2,139.50 |
| PP |
2,060.50 |
2,060.50 |
2,060.50 |
2,069.00 |
| S1 |
2,026.75 |
2,026.75 |
2,080.00 |
2,043.50 |
| S2 |
1,964.50 |
1,964.50 |
2,071.25 |
|
| S3 |
1,868.50 |
1,930.75 |
2,062.25 |
|
| S4 |
1,772.50 |
1,834.75 |
2,036.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,094.50 |
1,998.50 |
96.00 |
4.6% |
29.25 |
1.4% |
94% |
True |
False |
1,486,840 |
| 10 |
2,097.75 |
1,998.50 |
99.25 |
4.8% |
29.00 |
1.4% |
91% |
False |
False |
1,568,450 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
25.00 |
1.2% |
81% |
False |
False |
1,536,293 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
27.50 |
1.3% |
91% |
False |
False |
1,658,227 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
31.25 |
1.5% |
91% |
False |
False |
1,477,668 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.50 |
1.6% |
93% |
False |
False |
1,110,957 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
31.50 |
1.5% |
90% |
False |
False |
889,327 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
29.50 |
1.4% |
90% |
False |
False |
741,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,173.00 |
|
2.618 |
2,143.00 |
|
1.618 |
2,124.50 |
|
1.000 |
2,113.00 |
|
0.618 |
2,106.00 |
|
HIGH |
2,094.50 |
|
0.618 |
2,087.50 |
|
0.500 |
2,085.25 |
|
0.382 |
2,083.00 |
|
LOW |
2,076.00 |
|
0.618 |
2,064.50 |
|
1.000 |
2,057.50 |
|
1.618 |
2,046.00 |
|
2.618 |
2,027.50 |
|
4.250 |
1,997.50 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.50 |
2,082.00 |
| PP |
2,086.50 |
2,075.50 |
| S1 |
2,085.25 |
2,068.75 |
|