| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.00 |
2,089.50 |
-0.50 |
0.0% |
2,089.75 |
| High |
2,098.25 |
2,095.00 |
-3.25 |
-0.2% |
2,098.25 |
| Low |
2,081.50 |
2,078.50 |
-3.00 |
-0.1% |
2,065.50 |
| Close |
2,090.00 |
2,079.75 |
-10.25 |
-0.5% |
2,090.00 |
| Range |
16.75 |
16.50 |
-0.25 |
-1.5% |
32.75 |
| ATR |
24.47 |
23.90 |
-0.57 |
-2.3% |
0.00 |
| Volume |
653,387 |
1,389,020 |
735,633 |
112.6% |
3,893,680 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.00 |
2,123.25 |
2,088.75 |
|
| R3 |
2,117.50 |
2,106.75 |
2,084.25 |
|
| R2 |
2,101.00 |
2,101.00 |
2,082.75 |
|
| R1 |
2,090.25 |
2,090.25 |
2,081.25 |
2,087.50 |
| PP |
2,084.50 |
2,084.50 |
2,084.50 |
2,083.00 |
| S1 |
2,073.75 |
2,073.75 |
2,078.25 |
2,071.00 |
| S2 |
2,068.00 |
2,068.00 |
2,076.75 |
|
| S3 |
2,051.50 |
2,057.25 |
2,075.25 |
|
| S4 |
2,035.00 |
2,040.75 |
2,070.75 |
|
|
| 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% |
16.75 |
0.8% |
44% |
False |
False |
1,056,540 |
| 10 |
2,098.25 |
1,998.50 |
99.75 |
4.8% |
23.00 |
1.1% |
81% |
False |
False |
1,271,690 |
| 20 |
2,110.25 |
1,998.50 |
111.75 |
5.4% |
24.50 |
1.2% |
73% |
False |
False |
1,426,538 |
| 40 |
2,110.25 |
1,937.25 |
173.00 |
8.3% |
24.00 |
1.1% |
82% |
False |
False |
1,503,697 |
| 60 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
29.25 |
1.4% |
88% |
False |
False |
1,563,159 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
33.25 |
1.6% |
89% |
False |
False |
1,176,753 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.50 |
1.5% |
87% |
False |
False |
941,987 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
29.50 |
1.4% |
87% |
False |
False |
785,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.00 |
|
2.618 |
2,138.25 |
|
1.618 |
2,121.75 |
|
1.000 |
2,111.50 |
|
0.618 |
2,105.25 |
|
HIGH |
2,095.00 |
|
0.618 |
2,088.75 |
|
0.500 |
2,086.75 |
|
0.382 |
2,084.75 |
|
LOW |
2,078.50 |
|
0.618 |
2,068.25 |
|
1.000 |
2,062.00 |
|
1.618 |
2,051.75 |
|
2.618 |
2,035.25 |
|
4.250 |
2,008.50 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.75 |
2,088.50 |
| PP |
2,084.50 |
2,085.50 |
| S1 |
2,082.00 |
2,082.50 |
|