| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,829.0 |
10,898.5 |
69.5 |
0.6% |
10,995.0 |
| High |
10,978.5 |
11,048.5 |
70.0 |
0.6% |
11,013.5 |
| Low |
10,782.0 |
10,876.0 |
94.0 |
0.9% |
10,605.5 |
| Close |
10,959.0 |
10,964.0 |
5.0 |
0.0% |
10,693.5 |
| Range |
196.5 |
172.5 |
-24.0 |
-12.2% |
408.0 |
| ATR |
219.5 |
216.2 |
-3.4 |
-1.5% |
0.0 |
| Volume |
90,287 |
96,054 |
5,767 |
6.4% |
517,844 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,480.3 |
11,394.7 |
11,058.9 |
|
| R3 |
11,307.8 |
11,222.2 |
11,011.4 |
|
| R2 |
11,135.3 |
11,135.3 |
10,995.6 |
|
| R1 |
11,049.7 |
11,049.7 |
10,979.8 |
11,092.5 |
| PP |
10,962.8 |
10,962.8 |
10,962.8 |
10,984.3 |
| S1 |
10,877.2 |
10,877.2 |
10,948.2 |
10,920.0 |
| S2 |
10,790.3 |
10,790.3 |
10,932.4 |
|
| S3 |
10,617.8 |
10,704.7 |
10,916.6 |
|
| S4 |
10,445.3 |
10,532.2 |
10,869.1 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,994.8 |
11,752.2 |
10,917.9 |
|
| R3 |
11,586.8 |
11,344.2 |
10,805.7 |
|
| R2 |
11,178.8 |
11,178.8 |
10,768.3 |
|
| R1 |
10,936.2 |
10,936.2 |
10,730.9 |
10,853.5 |
| PP |
10,770.8 |
10,770.8 |
10,770.8 |
10,729.5 |
| S1 |
10,528.2 |
10,528.2 |
10,656.1 |
10,445.5 |
| S2 |
10,362.8 |
10,362.8 |
10,618.7 |
|
| S3 |
9,954.8 |
10,120.2 |
10,581.3 |
|
| S4 |
9,546.8 |
9,712.2 |
10,469.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,048.5 |
10,482.0 |
566.5 |
5.2% |
233.7 |
2.1% |
85% |
True |
False |
104,140 |
| 10 |
11,059.0 |
10,482.0 |
577.0 |
5.3% |
210.4 |
1.9% |
84% |
False |
False |
99,687 |
| 20 |
11,059.0 |
10,188.5 |
870.5 |
7.9% |
205.8 |
1.9% |
89% |
False |
False |
96,059 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.0% |
202.5 |
1.8% |
95% |
False |
False |
104,302 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.0% |
213.0 |
1.9% |
95% |
False |
False |
85,518 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.6% |
218.5 |
2.0% |
70% |
False |
False |
64,332 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
211.2 |
1.9% |
66% |
False |
False |
51,517 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
213.9 |
2.0% |
66% |
False |
False |
42,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,781.6 |
|
2.618 |
11,500.1 |
|
1.618 |
11,327.6 |
|
1.000 |
11,221.0 |
|
0.618 |
11,155.1 |
|
HIGH |
11,048.5 |
|
0.618 |
10,982.6 |
|
0.500 |
10,962.3 |
|
0.382 |
10,941.9 |
|
LOW |
10,876.0 |
|
0.618 |
10,769.4 |
|
1.000 |
10,703.5 |
|
1.618 |
10,596.9 |
|
2.618 |
10,424.4 |
|
4.250 |
10,142.9 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,963.4 |
10,897.8 |
| PP |
10,962.8 |
10,831.5 |
| S1 |
10,962.3 |
10,765.3 |
|