| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,135.0 |
11,071.0 |
-64.0 |
-0.6% |
10,500.0 |
| High |
11,143.0 |
11,083.0 |
-60.0 |
-0.5% |
11,166.0 |
| Low |
11,027.0 |
10,867.0 |
-160.0 |
-1.5% |
10,482.0 |
| Close |
11,112.5 |
10,919.0 |
-193.5 |
-1.7% |
11,126.0 |
| Range |
116.0 |
216.0 |
100.0 |
86.2% |
684.0 |
| ATR |
200.8 |
204.0 |
3.2 |
1.6% |
0.0 |
| Volume |
116,852 |
86,866 |
-29,986 |
-25.7% |
447,657 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,604.3 |
11,477.7 |
11,037.8 |
|
| R3 |
11,388.3 |
11,261.7 |
10,978.4 |
|
| R2 |
11,172.3 |
11,172.3 |
10,958.6 |
|
| R1 |
11,045.7 |
11,045.7 |
10,938.8 |
11,001.0 |
| PP |
10,956.3 |
10,956.3 |
10,956.3 |
10,934.0 |
| S1 |
10,829.7 |
10,829.7 |
10,899.2 |
10,785.0 |
| S2 |
10,740.3 |
10,740.3 |
10,879.4 |
|
| S3 |
10,524.3 |
10,613.7 |
10,859.6 |
|
| S4 |
10,308.3 |
10,397.7 |
10,800.2 |
|
|
| 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 |
10,867.0 |
299.0 |
2.7% |
148.1 |
1.4% |
17% |
False |
True |
90,651 |
| 10 |
11,166.0 |
10,482.0 |
684.0 |
6.3% |
189.7 |
1.7% |
64% |
False |
False |
99,148 |
| 20 |
11,166.0 |
10,482.0 |
684.0 |
6.3% |
188.8 |
1.7% |
64% |
False |
False |
94,203 |
| 40 |
11,166.0 |
9,390.0 |
1,776.0 |
16.3% |
191.3 |
1.8% |
86% |
False |
False |
100,056 |
| 60 |
11,166.0 |
9,301.0 |
1,865.0 |
17.1% |
208.1 |
1.9% |
87% |
False |
False |
91,354 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.7% |
217.5 |
2.0% |
68% |
False |
False |
68,764 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.0% |
209.0 |
1.9% |
64% |
False |
False |
55,080 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.0% |
213.0 |
2.0% |
64% |
False |
False |
45,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,001.0 |
|
2.618 |
11,648.5 |
|
1.618 |
11,432.5 |
|
1.000 |
11,299.0 |
|
0.618 |
11,216.5 |
|
HIGH |
11,083.0 |
|
0.618 |
11,000.5 |
|
0.500 |
10,975.0 |
|
0.382 |
10,949.5 |
|
LOW |
10,867.0 |
|
0.618 |
10,733.5 |
|
1.000 |
10,651.0 |
|
1.618 |
10,517.5 |
|
2.618 |
10,301.5 |
|
4.250 |
9,949.0 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,975.0 |
11,016.5 |
| PP |
10,956.3 |
10,984.0 |
| S1 |
10,937.7 |
10,951.5 |
|