| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,251.5 |
11,283.0 |
31.5 |
0.3% |
11,135.0 |
| High |
11,356.0 |
11,433.5 |
77.5 |
0.7% |
11,356.0 |
| Low |
11,243.0 |
11,252.5 |
9.5 |
0.1% |
10,867.0 |
| Close |
11,294.0 |
11,378.5 |
84.5 |
0.7% |
11,294.0 |
| Range |
113.0 |
181.0 |
68.0 |
60.2% |
489.0 |
| ATR |
207.5 |
205.6 |
-1.9 |
-0.9% |
0.0 |
| Volume |
81,426 |
99,346 |
17,920 |
22.0% |
346,252 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,897.8 |
11,819.2 |
11,478.1 |
|
| R3 |
11,716.8 |
11,638.2 |
11,428.3 |
|
| R2 |
11,535.8 |
11,535.8 |
11,411.7 |
|
| R1 |
11,457.2 |
11,457.2 |
11,395.1 |
11,496.5 |
| PP |
11,354.8 |
11,354.8 |
11,354.8 |
11,374.5 |
| S1 |
11,276.2 |
11,276.2 |
11,361.9 |
11,315.5 |
| S2 |
11,173.8 |
11,173.8 |
11,345.3 |
|
| S3 |
10,992.8 |
11,095.2 |
11,328.7 |
|
| S4 |
10,811.8 |
10,914.2 |
11,279.0 |
|
|
| 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 |
11,433.5 |
10,867.0 |
566.5 |
5.0% |
179.0 |
1.6% |
90% |
True |
False |
89,119 |
| 10 |
11,433.5 |
10,482.0 |
951.5 |
8.4% |
183.9 |
1.6% |
94% |
True |
False |
89,325 |
| 20 |
11,433.5 |
10,482.0 |
951.5 |
8.4% |
190.8 |
1.7% |
94% |
True |
False |
93,062 |
| 40 |
11,433.5 |
9,647.5 |
1,786.0 |
15.7% |
185.8 |
1.6% |
97% |
True |
False |
96,491 |
| 60 |
11,433.5 |
9,301.0 |
2,132.5 |
18.7% |
207.1 |
1.8% |
97% |
True |
False |
95,288 |
| 80 |
11,615.0 |
9,301.0 |
2,314.0 |
20.3% |
219.6 |
1.9% |
90% |
False |
False |
71,783 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.1% |
208.1 |
1.8% |
83% |
False |
False |
57,494 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.1% |
212.1 |
1.9% |
83% |
False |
False |
47,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,202.8 |
|
2.618 |
11,907.4 |
|
1.618 |
11,726.4 |
|
1.000 |
11,614.5 |
|
0.618 |
11,545.4 |
|
HIGH |
11,433.5 |
|
0.618 |
11,364.4 |
|
0.500 |
11,343.0 |
|
0.382 |
11,321.6 |
|
LOW |
11,252.5 |
|
0.618 |
11,140.6 |
|
1.000 |
11,071.5 |
|
1.618 |
10,959.6 |
|
2.618 |
10,778.6 |
|
4.250 |
10,483.3 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,366.7 |
11,311.3 |
| PP |
11,354.8 |
11,244.0 |
| S1 |
11,343.0 |
11,176.8 |
|