| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,083.00 |
2,084.00 |
1.00 |
0.0% |
2,006.50 |
| High |
2,091.50 |
2,092.50 |
1.00 |
0.0% |
2,094.50 |
| Low |
2,065.50 |
2,082.25 |
16.75 |
0.8% |
1,998.50 |
| Close |
2,084.75 |
2,088.00 |
3.25 |
0.2% |
2,088.75 |
| Range |
26.00 |
10.25 |
-15.75 |
-60.6% |
96.00 |
| ATR |
26.21 |
25.07 |
-1.14 |
-4.3% |
0.00 |
| Volume |
1,517,871 |
746,319 |
-771,552 |
-50.8% |
7,434,202 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.25 |
2,113.50 |
2,093.75 |
|
| R3 |
2,108.00 |
2,103.25 |
2,090.75 |
|
| R2 |
2,097.75 |
2,097.75 |
2,090.00 |
|
| R1 |
2,093.00 |
2,093.00 |
2,089.00 |
2,095.50 |
| PP |
2,087.50 |
2,087.50 |
2,087.50 |
2,088.75 |
| S1 |
2,082.75 |
2,082.75 |
2,087.00 |
2,085.00 |
| S2 |
2,077.25 |
2,077.25 |
2,086.00 |
|
| S3 |
2,067.00 |
2,072.50 |
2,085.25 |
|
| S4 |
2,056.75 |
2,062.25 |
2,082.25 |
|
|
| 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 |
2,065.50 |
29.00 |
1.4% |
16.75 |
0.8% |
78% |
False |
False |
1,159,813 |
| 10 |
2,094.50 |
1,998.50 |
96.00 |
4.6% |
27.00 |
1.3% |
93% |
False |
False |
1,461,108 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
24.75 |
1.2% |
80% |
False |
False |
1,482,368 |
| 40 |
2,110.25 |
1,883.00 |
227.25 |
10.9% |
25.50 |
1.2% |
90% |
False |
False |
1,565,601 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
30.00 |
1.4% |
91% |
False |
False |
1,530,318 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.50 |
1.6% |
92% |
False |
False |
1,151,330 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
31.00 |
1.5% |
90% |
False |
False |
921,635 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
90% |
False |
False |
768,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.00 |
|
2.618 |
2,119.25 |
|
1.618 |
2,109.00 |
|
1.000 |
2,102.75 |
|
0.618 |
2,098.75 |
|
HIGH |
2,092.50 |
|
0.618 |
2,088.50 |
|
0.500 |
2,087.50 |
|
0.382 |
2,086.25 |
|
LOW |
2,082.25 |
|
0.618 |
2,076.00 |
|
1.000 |
2,072.00 |
|
1.618 |
2,065.75 |
|
2.618 |
2,055.50 |
|
4.250 |
2,038.75 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.75 |
2,085.00 |
| PP |
2,087.50 |
2,082.25 |
| S1 |
2,087.50 |
2,079.25 |
|