| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.25 |
2,089.75 |
11.50 |
0.6% |
2,006.50 |
| High |
2,094.50 |
2,093.00 |
-1.50 |
-0.1% |
2,094.50 |
| Low |
2,076.00 |
2,078.25 |
2.25 |
0.1% |
1,998.50 |
| Close |
2,088.75 |
2,084.25 |
-4.50 |
-0.2% |
2,088.75 |
| Range |
18.50 |
14.75 |
-3.75 |
-20.3% |
96.00 |
| ATR |
27.10 |
26.22 |
-0.88 |
-3.3% |
0.00 |
| Volume |
1,273,905 |
976,103 |
-297,802 |
-23.4% |
7,434,202 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.50 |
2,121.50 |
2,092.25 |
|
| R3 |
2,114.75 |
2,106.75 |
2,088.25 |
|
| R2 |
2,100.00 |
2,100.00 |
2,087.00 |
|
| R1 |
2,092.00 |
2,092.00 |
2,085.50 |
2,088.50 |
| PP |
2,085.25 |
2,085.25 |
2,085.25 |
2,083.50 |
| S1 |
2,077.25 |
2,077.25 |
2,083.00 |
2,074.00 |
| S2 |
2,070.50 |
2,070.50 |
2,081.50 |
|
| S3 |
2,055.75 |
2,062.50 |
2,080.25 |
|
| S4 |
2,041.00 |
2,047.75 |
2,076.25 |
|
|
| 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 |
2,041.50 |
53.00 |
2.5% |
21.75 |
1.0% |
81% |
False |
False |
1,339,848 |
| 10 |
2,094.50 |
1,998.50 |
96.00 |
4.6% |
26.75 |
1.3% |
89% |
False |
False |
1,480,439 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
25.25 |
1.2% |
77% |
False |
False |
1,525,882 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
26.25 |
1.3% |
90% |
False |
False |
1,623,778 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
31.00 |
1.5% |
90% |
False |
False |
1,493,629 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.50 |
1.6% |
91% |
False |
False |
1,123,110 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
31.50 |
1.5% |
88% |
False |
False |
899,033 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
88% |
False |
False |
749,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.75 |
|
2.618 |
2,131.50 |
|
1.618 |
2,116.75 |
|
1.000 |
2,107.75 |
|
0.618 |
2,102.00 |
|
HIGH |
2,093.00 |
|
0.618 |
2,087.25 |
|
0.500 |
2,085.50 |
|
0.382 |
2,084.00 |
|
LOW |
2,078.25 |
|
0.618 |
2,069.25 |
|
1.000 |
2,063.50 |
|
1.618 |
2,054.50 |
|
2.618 |
2,039.75 |
|
4.250 |
2,015.50 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.50 |
2,085.00 |
| PP |
2,085.25 |
2,084.75 |
| S1 |
2,084.75 |
2,084.50 |
|