| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,071.0 |
10,977.5 |
-93.5 |
-0.8% |
10,500.0 |
| High |
11,083.0 |
11,189.0 |
106.0 |
1.0% |
11,166.0 |
| Low |
10,867.0 |
10,920.0 |
53.0 |
0.5% |
10,482.0 |
| Close |
10,919.0 |
11,164.5 |
245.5 |
2.2% |
11,126.0 |
| Range |
216.0 |
269.0 |
53.0 |
24.5% |
684.0 |
| ATR |
204.0 |
208.7 |
4.7 |
2.3% |
0.0 |
| Volume |
86,866 |
61,108 |
-25,758 |
-29.7% |
447,657 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,898.2 |
11,800.3 |
11,312.5 |
|
| R3 |
11,629.2 |
11,531.3 |
11,238.5 |
|
| R2 |
11,360.2 |
11,360.2 |
11,213.8 |
|
| R1 |
11,262.3 |
11,262.3 |
11,189.2 |
11,311.3 |
| PP |
11,091.2 |
11,091.2 |
11,091.2 |
11,115.6 |
| S1 |
10,993.3 |
10,993.3 |
11,139.8 |
11,042.3 |
| S2 |
10,822.2 |
10,822.2 |
11,115.2 |
|
| S3 |
10,553.2 |
10,724.3 |
11,090.5 |
|
| S4 |
10,284.2 |
10,455.3 |
11,016.6 |
|
|
| 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 |
11,189.0 |
10,867.0 |
322.0 |
2.9% |
167.4 |
1.5% |
92% |
True |
False |
83,662 |
| 10 |
11,189.0 |
10,482.0 |
707.0 |
6.3% |
200.6 |
1.8% |
97% |
True |
False |
93,901 |
| 20 |
11,189.0 |
10,482.0 |
707.0 |
6.3% |
190.4 |
1.7% |
97% |
True |
False |
92,592 |
| 40 |
11,189.0 |
9,390.0 |
1,799.0 |
16.1% |
194.2 |
1.7% |
99% |
True |
False |
98,262 |
| 60 |
11,189.0 |
9,301.0 |
1,888.0 |
16.9% |
208.9 |
1.9% |
99% |
True |
False |
92,308 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.2% |
219.7 |
2.0% |
79% |
False |
False |
69,527 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.5% |
209.0 |
1.9% |
74% |
False |
False |
55,689 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.5% |
213.7 |
1.9% |
74% |
False |
False |
46,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,332.3 |
|
2.618 |
11,893.2 |
|
1.618 |
11,624.2 |
|
1.000 |
11,458.0 |
|
0.618 |
11,355.2 |
|
HIGH |
11,189.0 |
|
0.618 |
11,086.2 |
|
0.500 |
11,054.5 |
|
0.382 |
11,022.8 |
|
LOW |
10,920.0 |
|
0.618 |
10,753.8 |
|
1.000 |
10,651.0 |
|
1.618 |
10,484.8 |
|
2.618 |
10,215.8 |
|
4.250 |
9,776.8 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,127.8 |
11,119.0 |
| PP |
11,091.2 |
11,073.5 |
| S1 |
11,054.5 |
11,028.0 |
|