| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,032.75 |
2,000.25 |
-32.50 |
-1.6% |
2,085.00 |
| High |
2,038.25 |
2,043.25 |
5.00 |
0.2% |
2,090.50 |
| Low |
2,004.25 |
1,991.75 |
-12.50 |
-0.6% |
2,004.25 |
| Close |
2,011.25 |
2,040.75 |
29.50 |
1.5% |
2,011.25 |
| Range |
34.00 |
51.50 |
17.50 |
51.5% |
86.25 |
| ATR |
26.13 |
27.94 |
1.81 |
6.9% |
0.00 |
| Volume |
4,783 |
4,853 |
70 |
1.5% |
21,935 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.75 |
2,161.75 |
2,069.00 |
|
| R3 |
2,128.25 |
2,110.25 |
2,055.00 |
|
| R2 |
2,076.75 |
2,076.75 |
2,050.25 |
|
| R1 |
2,058.75 |
2,058.75 |
2,045.50 |
2,067.75 |
| PP |
2,025.25 |
2,025.25 |
2,025.25 |
2,029.75 |
| S1 |
2,007.25 |
2,007.25 |
2,036.00 |
2,016.25 |
| S2 |
1,973.75 |
1,973.75 |
2,031.25 |
|
| S3 |
1,922.25 |
1,955.75 |
2,026.50 |
|
| S4 |
1,870.75 |
1,904.25 |
2,012.50 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,294.00 |
2,239.00 |
2,058.75 |
|
| R3 |
2,207.75 |
2,152.75 |
2,035.00 |
|
| R2 |
2,121.50 |
2,121.50 |
2,027.00 |
|
| R1 |
2,066.50 |
2,066.50 |
2,019.25 |
2,051.00 |
| PP |
2,035.25 |
2,035.25 |
2,035.25 |
2,027.50 |
| S1 |
1,980.25 |
1,980.25 |
2,003.25 |
1,964.50 |
| S2 |
1,949.00 |
1,949.00 |
1,995.50 |
|
| S3 |
1,862.75 |
1,894.00 |
1,987.50 |
|
| S4 |
1,776.50 |
1,807.75 |
1,963.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.75 |
1,991.75 |
88.00 |
4.3% |
31.25 |
1.5% |
56% |
False |
True |
4,367 |
| 10 |
2,102.75 |
1,991.75 |
111.00 |
5.4% |
27.25 |
1.3% |
44% |
False |
True |
4,388 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.4% |
25.25 |
1.2% |
44% |
False |
True |
4,047 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
28.75 |
1.4% |
75% |
False |
False |
5,157 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
34.75 |
1.7% |
78% |
False |
False |
3,811 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
32.25 |
1.6% |
78% |
False |
False |
2,922 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
29.75 |
1.5% |
76% |
False |
False |
2,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,262.00 |
|
2.618 |
2,178.00 |
|
1.618 |
2,126.50 |
|
1.000 |
2,094.75 |
|
0.618 |
2,075.00 |
|
HIGH |
2,043.25 |
|
0.618 |
2,023.50 |
|
0.500 |
2,017.50 |
|
0.382 |
2,011.50 |
|
LOW |
1,991.75 |
|
0.618 |
1,960.00 |
|
1.000 |
1,940.25 |
|
1.618 |
1,908.50 |
|
2.618 |
1,857.00 |
|
4.250 |
1,773.00 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.00 |
2,037.50 |
| PP |
2,025.25 |
2,034.25 |
| S1 |
2,017.50 |
2,031.00 |
|