| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,084.00 |
2,090.00 |
6.00 |
0.3% |
2,089.75 |
| High |
2,092.50 |
2,098.25 |
5.75 |
0.3% |
2,098.25 |
| Low |
2,082.25 |
2,081.50 |
-0.75 |
0.0% |
2,065.50 |
| Close |
2,088.00 |
2,090.00 |
2.00 |
0.1% |
2,090.00 |
| Range |
10.25 |
16.75 |
6.50 |
63.4% |
32.75 |
| ATR |
25.07 |
24.47 |
-0.59 |
-2.4% |
0.00 |
| Volume |
746,319 |
653,387 |
-92,932 |
-12.5% |
3,893,680 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.25 |
2,131.75 |
2,099.25 |
|
| R3 |
2,123.50 |
2,115.00 |
2,094.50 |
|
| R2 |
2,106.75 |
2,106.75 |
2,093.00 |
|
| R1 |
2,098.25 |
2,098.25 |
2,091.50 |
2,098.50 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,090.00 |
| S1 |
2,081.50 |
2,081.50 |
2,088.50 |
2,081.50 |
| S2 |
2,073.25 |
2,073.25 |
2,087.00 |
|
| S3 |
2,056.50 |
2,064.75 |
2,085.50 |
|
| S4 |
2,039.75 |
2,048.00 |
2,080.75 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.75 |
2,169.25 |
2,108.00 |
|
| R3 |
2,150.00 |
2,136.50 |
2,099.00 |
|
| R2 |
2,117.25 |
2,117.25 |
2,096.00 |
|
| R1 |
2,103.75 |
2,103.75 |
2,093.00 |
2,110.50 |
| PP |
2,084.50 |
2,084.50 |
2,084.50 |
2,088.00 |
| S1 |
2,071.00 |
2,071.00 |
2,087.00 |
2,077.75 |
| S2 |
2,051.75 |
2,051.75 |
2,084.00 |
|
| S3 |
2,019.00 |
2,038.25 |
2,081.00 |
|
| S4 |
1,986.25 |
2,005.50 |
2,072.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,098.25 |
2,065.50 |
32.75 |
1.6% |
17.25 |
0.8% |
75% |
True |
False |
1,033,517 |
| 10 |
2,098.25 |
1,998.50 |
99.75 |
4.8% |
25.00 |
1.2% |
92% |
True |
False |
1,345,682 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.3% |
25.00 |
1.2% |
82% |
False |
False |
1,444,651 |
| 40 |
2,110.25 |
1,883.00 |
227.25 |
10.9% |
25.00 |
1.2% |
91% |
False |
False |
1,530,624 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
29.50 |
1.4% |
92% |
False |
False |
1,540,562 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.7% |
33.50 |
1.6% |
93% |
False |
False |
1,159,449 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.75 |
1.5% |
90% |
False |
False |
928,135 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
29.50 |
1.4% |
90% |
False |
False |
773,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,169.50 |
|
2.618 |
2,142.00 |
|
1.618 |
2,125.25 |
|
1.000 |
2,115.00 |
|
0.618 |
2,108.50 |
|
HIGH |
2,098.25 |
|
0.618 |
2,091.75 |
|
0.500 |
2,090.00 |
|
0.382 |
2,088.00 |
|
LOW |
2,081.50 |
|
0.618 |
2,071.25 |
|
1.000 |
2,064.75 |
|
1.618 |
2,054.50 |
|
2.618 |
2,037.75 |
|
4.250 |
2,010.25 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.00 |
2,087.25 |
| PP |
2,090.00 |
2,084.50 |
| S1 |
2,090.00 |
2,082.00 |
|