| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,000.25 |
2,040.25 |
40.00 |
2.0% |
2,085.00 |
| High |
2,043.25 |
2,055.75 |
12.50 |
0.6% |
2,090.50 |
| Low |
1,991.75 |
2,034.75 |
43.00 |
2.2% |
2,004.25 |
| Close |
2,040.75 |
2,041.75 |
1.00 |
0.0% |
2,011.25 |
| Range |
51.50 |
21.00 |
-30.50 |
-59.2% |
86.25 |
| ATR |
27.94 |
27.44 |
-0.50 |
-1.8% |
0.00 |
| Volume |
4,853 |
2,412 |
-2,441 |
-50.3% |
21,935 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.00 |
2,095.50 |
2,053.25 |
|
| R3 |
2,086.00 |
2,074.50 |
2,047.50 |
|
| R2 |
2,065.00 |
2,065.00 |
2,045.50 |
|
| R1 |
2,053.50 |
2,053.50 |
2,043.75 |
2,059.25 |
| PP |
2,044.00 |
2,044.00 |
2,044.00 |
2,047.00 |
| S1 |
2,032.50 |
2,032.50 |
2,039.75 |
2,038.25 |
| S2 |
2,023.00 |
2,023.00 |
2,038.00 |
|
| S3 |
2,002.00 |
2,011.50 |
2,036.00 |
|
| S4 |
1,981.00 |
1,990.50 |
2,030.25 |
|
|
| 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% |
32.50 |
1.6% |
57% |
False |
False |
4,153 |
| 10 |
2,102.50 |
1,991.75 |
110.75 |
5.4% |
27.25 |
1.3% |
45% |
False |
False |
4,296 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.4% |
25.50 |
1.3% |
45% |
False |
False |
3,821 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.2% |
28.00 |
1.4% |
76% |
False |
False |
5,141 |
| 60 |
2,102.75 |
1,836.50 |
266.25 |
13.0% |
33.00 |
1.6% |
77% |
False |
False |
3,825 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
32.25 |
1.6% |
78% |
False |
False |
2,951 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.3% |
30.00 |
1.5% |
76% |
False |
False |
2,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.00 |
|
2.618 |
2,110.75 |
|
1.618 |
2,089.75 |
|
1.000 |
2,076.75 |
|
0.618 |
2,068.75 |
|
HIGH |
2,055.75 |
|
0.618 |
2,047.75 |
|
0.500 |
2,045.25 |
|
0.382 |
2,042.75 |
|
LOW |
2,034.75 |
|
0.618 |
2,021.75 |
|
1.000 |
2,013.75 |
|
1.618 |
2,000.75 |
|
2.618 |
1,979.75 |
|
4.250 |
1,945.50 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.25 |
2,035.75 |
| PP |
2,044.00 |
2,029.75 |
| S1 |
2,043.00 |
2,023.75 |
|