| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,977.5 |
11,251.5 |
274.0 |
2.5% |
11,135.0 |
| High |
11,189.0 |
11,356.0 |
167.0 |
1.5% |
11,356.0 |
| Low |
10,920.0 |
11,243.0 |
323.0 |
3.0% |
10,867.0 |
| Close |
11,164.5 |
11,294.0 |
129.5 |
1.2% |
11,294.0 |
| Range |
269.0 |
113.0 |
-156.0 |
-58.0% |
489.0 |
| ATR |
208.7 |
207.5 |
-1.2 |
-0.6% |
0.0 |
| Volume |
61,108 |
81,426 |
20,318 |
33.2% |
346,252 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,636.7 |
11,578.3 |
11,356.2 |
|
| R3 |
11,523.7 |
11,465.3 |
11,325.1 |
|
| R2 |
11,410.7 |
11,410.7 |
11,314.7 |
|
| R1 |
11,352.3 |
11,352.3 |
11,304.4 |
11,381.5 |
| PP |
11,297.7 |
11,297.7 |
11,297.7 |
11,312.3 |
| S1 |
11,239.3 |
11,239.3 |
11,283.6 |
11,268.5 |
| S2 |
11,184.7 |
11,184.7 |
11,273.3 |
|
| S3 |
11,071.7 |
11,126.3 |
11,262.9 |
|
| S4 |
10,958.7 |
11,013.3 |
11,231.9 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,639.3 |
12,455.7 |
11,563.0 |
|
| R3 |
12,150.3 |
11,966.7 |
11,428.5 |
|
| R2 |
11,661.3 |
11,661.3 |
11,383.7 |
|
| R1 |
11,477.7 |
11,477.7 |
11,338.8 |
11,569.5 |
| PP |
11,172.3 |
11,172.3 |
11,172.3 |
11,218.3 |
| S1 |
10,988.7 |
10,988.7 |
11,249.2 |
11,080.5 |
| S2 |
10,683.3 |
10,683.3 |
11,204.4 |
|
| S3 |
10,194.3 |
10,499.7 |
11,159.5 |
|
| S4 |
9,705.3 |
10,010.7 |
11,025.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,356.0 |
10,867.0 |
489.0 |
4.3% |
166.2 |
1.5% |
87% |
True |
False |
83,159 |
| 10 |
11,356.0 |
10,482.0 |
874.0 |
7.7% |
186.9 |
1.7% |
93% |
True |
False |
90,717 |
| 20 |
11,356.0 |
10,482.0 |
874.0 |
7.7% |
188.4 |
1.7% |
93% |
True |
False |
92,205 |
| 40 |
11,356.0 |
9,390.0 |
1,966.0 |
17.4% |
188.6 |
1.7% |
97% |
True |
False |
96,879 |
| 60 |
11,356.0 |
9,301.0 |
2,055.0 |
18.2% |
208.2 |
1.8% |
97% |
True |
False |
93,648 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.0% |
219.0 |
1.9% |
84% |
False |
False |
70,542 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.2% |
208.7 |
1.8% |
79% |
False |
False |
56,502 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.2% |
212.0 |
1.9% |
79% |
False |
False |
47,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,836.3 |
|
2.618 |
11,651.8 |
|
1.618 |
11,538.8 |
|
1.000 |
11,469.0 |
|
0.618 |
11,425.8 |
|
HIGH |
11,356.0 |
|
0.618 |
11,312.8 |
|
0.500 |
11,299.5 |
|
0.382 |
11,286.2 |
|
LOW |
11,243.0 |
|
0.618 |
11,173.2 |
|
1.000 |
11,130.0 |
|
1.618 |
11,060.2 |
|
2.618 |
10,947.2 |
|
4.250 |
10,762.8 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,299.5 |
11,233.2 |
| PP |
11,297.7 |
11,172.3 |
| S1 |
11,295.8 |
11,111.5 |
|