| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,089.75 |
2,083.00 |
-6.75 |
-0.3% |
2,006.50 |
| High |
2,093.00 |
2,091.50 |
-1.50 |
-0.1% |
2,094.50 |
| Low |
2,078.25 |
2,065.50 |
-12.75 |
-0.6% |
1,998.50 |
| Close |
2,084.25 |
2,084.75 |
0.50 |
0.0% |
2,088.75 |
| Range |
14.75 |
26.00 |
11.25 |
76.3% |
96.00 |
| ATR |
26.22 |
26.21 |
-0.02 |
-0.1% |
0.00 |
| Volume |
976,103 |
1,517,871 |
541,768 |
55.5% |
7,434,202 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.50 |
2,147.75 |
2,099.00 |
|
| R3 |
2,132.50 |
2,121.75 |
2,092.00 |
|
| R2 |
2,106.50 |
2,106.50 |
2,089.50 |
|
| R1 |
2,095.75 |
2,095.75 |
2,087.25 |
2,101.00 |
| PP |
2,080.50 |
2,080.50 |
2,080.50 |
2,083.25 |
| S1 |
2,069.75 |
2,069.75 |
2,082.25 |
2,075.00 |
| S2 |
2,054.50 |
2,054.50 |
2,080.00 |
|
| S3 |
2,028.50 |
2,043.75 |
2,077.50 |
|
| S4 |
2,002.50 |
2,017.75 |
2,070.50 |
|
|
| 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 |
2,043.00 |
51.50 |
2.5% |
22.50 |
1.1% |
81% |
False |
False |
1,319,215 |
| 10 |
2,094.50 |
1,998.50 |
96.00 |
4.6% |
28.00 |
1.3% |
90% |
False |
False |
1,503,616 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
25.75 |
1.2% |
77% |
False |
False |
1,539,595 |
| 40 |
2,110.25 |
1,871.25 |
239.00 |
11.5% |
26.25 |
1.3% |
89% |
False |
False |
1,602,359 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
31.00 |
1.5% |
90% |
False |
False |
1,518,573 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.50 |
1.6% |
91% |
False |
False |
1,142,041 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
31.25 |
1.5% |
89% |
False |
False |
914,194 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
89% |
False |
False |
762,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.00 |
|
2.618 |
2,159.50 |
|
1.618 |
2,133.50 |
|
1.000 |
2,117.50 |
|
0.618 |
2,107.50 |
|
HIGH |
2,091.50 |
|
0.618 |
2,081.50 |
|
0.500 |
2,078.50 |
|
0.382 |
2,075.50 |
|
LOW |
2,065.50 |
|
0.618 |
2,049.50 |
|
1.000 |
2,039.50 |
|
1.618 |
2,023.50 |
|
2.618 |
1,997.50 |
|
4.250 |
1,955.00 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.75 |
2,083.25 |
| PP |
2,080.50 |
2,081.50 |
| S1 |
2,078.50 |
2,080.00 |
|