| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,064.0 |
11,135.0 |
71.0 |
0.6% |
10,500.0 |
| High |
11,166.0 |
11,143.0 |
-23.0 |
-0.2% |
11,166.0 |
| Low |
11,049.0 |
11,027.0 |
-22.0 |
-0.2% |
10,482.0 |
| Close |
11,126.0 |
11,112.5 |
-13.5 |
-0.1% |
11,126.0 |
| Range |
117.0 |
116.0 |
-1.0 |
-0.9% |
684.0 |
| ATR |
207.3 |
200.8 |
-6.5 |
-3.1% |
0.0 |
| Volume |
69,543 |
116,852 |
47,309 |
68.0% |
447,657 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,442.2 |
11,393.3 |
11,176.3 |
|
| R3 |
11,326.2 |
11,277.3 |
11,144.4 |
|
| R2 |
11,210.2 |
11,210.2 |
11,133.8 |
|
| R1 |
11,161.3 |
11,161.3 |
11,123.1 |
11,127.8 |
| PP |
11,094.2 |
11,094.2 |
11,094.2 |
11,077.4 |
| S1 |
11,045.3 |
11,045.3 |
11,101.9 |
11,011.8 |
| S2 |
10,978.2 |
10,978.2 |
11,091.2 |
|
| S3 |
10,862.2 |
10,929.3 |
11,080.6 |
|
| S4 |
10,746.2 |
10,813.3 |
11,048.7 |
|
|
| 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 |
10,782.0 |
384.0 |
3.5% |
144.2 |
1.3% |
86% |
False |
False |
91,336 |
| 10 |
11,166.0 |
10,482.0 |
684.0 |
6.2% |
182.7 |
1.6% |
92% |
False |
False |
99,150 |
| 20 |
11,166.0 |
10,482.0 |
684.0 |
6.2% |
184.2 |
1.7% |
92% |
False |
False |
94,526 |
| 40 |
11,166.0 |
9,301.0 |
1,865.0 |
16.8% |
191.9 |
1.7% |
97% |
False |
False |
101,077 |
| 60 |
11,166.0 |
9,301.0 |
1,865.0 |
16.8% |
207.3 |
1.9% |
97% |
False |
False |
89,939 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.3% |
217.3 |
2.0% |
76% |
False |
False |
67,682 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.6% |
209.4 |
1.9% |
72% |
False |
False |
54,215 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.6% |
212.8 |
1.9% |
72% |
False |
False |
45,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,636.0 |
|
2.618 |
11,446.7 |
|
1.618 |
11,330.7 |
|
1.000 |
11,259.0 |
|
0.618 |
11,214.7 |
|
HIGH |
11,143.0 |
|
0.618 |
11,098.7 |
|
0.500 |
11,085.0 |
|
0.382 |
11,071.3 |
|
LOW |
11,027.0 |
|
0.618 |
10,955.3 |
|
1.000 |
10,911.0 |
|
1.618 |
10,839.3 |
|
2.618 |
10,723.3 |
|
4.250 |
10,534.0 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,103.3 |
11,107.2 |
| PP |
11,094.2 |
11,101.8 |
| S1 |
11,085.0 |
11,096.5 |
|