| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,050.0 |
11,064.0 |
14.0 |
0.1% |
10,500.0 |
| High |
11,153.5 |
11,166.0 |
12.5 |
0.1% |
11,166.0 |
| Low |
11,034.5 |
11,049.0 |
14.5 |
0.1% |
10,482.0 |
| Close |
11,089.0 |
11,126.0 |
37.0 |
0.3% |
11,126.0 |
| Range |
119.0 |
117.0 |
-2.0 |
-1.7% |
684.0 |
| ATR |
214.3 |
207.3 |
-6.9 |
-3.2% |
0.0 |
| Volume |
83,944 |
69,543 |
-14,401 |
-17.2% |
447,657 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,464.7 |
11,412.3 |
11,190.4 |
|
| R3 |
11,347.7 |
11,295.3 |
11,158.2 |
|
| R2 |
11,230.7 |
11,230.7 |
11,147.5 |
|
| R1 |
11,178.3 |
11,178.3 |
11,136.7 |
11,204.5 |
| PP |
11,113.7 |
11,113.7 |
11,113.7 |
11,126.8 |
| S1 |
11,061.3 |
11,061.3 |
11,115.3 |
11,087.5 |
| S2 |
10,996.7 |
10,996.7 |
11,104.6 |
|
| S3 |
10,879.7 |
10,944.3 |
11,093.8 |
|
| S4 |
10,762.7 |
10,827.3 |
11,061.7 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,976.7 |
12,735.3 |
11,502.2 |
|
| R3 |
12,292.7 |
12,051.3 |
11,314.1 |
|
| R2 |
11,608.7 |
11,608.7 |
11,251.4 |
|
| R1 |
11,367.3 |
11,367.3 |
11,188.7 |
11,488.0 |
| PP |
10,924.7 |
10,924.7 |
10,924.7 |
10,985.0 |
| S1 |
10,683.3 |
10,683.3 |
11,063.3 |
10,804.0 |
| S2 |
10,240.7 |
10,240.7 |
11,000.6 |
|
| S3 |
9,556.7 |
9,999.3 |
10,937.9 |
|
| S4 |
8,872.7 |
9,315.3 |
10,749.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,166.0 |
10,482.0 |
684.0 |
6.1% |
188.7 |
1.7% |
94% |
True |
False |
89,531 |
| 10 |
11,166.0 |
10,482.0 |
684.0 |
6.1% |
193.8 |
1.7% |
94% |
True |
False |
96,550 |
| 20 |
11,166.0 |
10,482.0 |
684.0 |
6.1% |
183.9 |
1.7% |
94% |
True |
False |
93,030 |
| 40 |
11,166.0 |
9,301.0 |
1,865.0 |
16.8% |
195.1 |
1.8% |
98% |
True |
False |
101,829 |
| 60 |
11,166.0 |
9,301.0 |
1,865.0 |
16.8% |
208.0 |
1.9% |
98% |
True |
False |
88,027 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.3% |
217.7 |
2.0% |
77% |
False |
False |
66,223 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.6% |
209.5 |
1.9% |
73% |
False |
False |
53,048 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.6% |
212.9 |
1.9% |
73% |
False |
False |
44,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,663.3 |
|
2.618 |
11,472.3 |
|
1.618 |
11,355.3 |
|
1.000 |
11,283.0 |
|
0.618 |
11,238.3 |
|
HIGH |
11,166.0 |
|
0.618 |
11,121.3 |
|
0.500 |
11,107.5 |
|
0.382 |
11,093.7 |
|
LOW |
11,049.0 |
|
0.618 |
10,976.7 |
|
1.000 |
10,932.0 |
|
1.618 |
10,859.7 |
|
2.618 |
10,742.7 |
|
4.250 |
10,551.8 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,119.8 |
11,091.0 |
| PP |
11,113.7 |
11,056.0 |
| S1 |
11,107.5 |
11,021.0 |
|