| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,040.25 |
2,042.25 |
2.00 |
0.1% |
2,085.00 |
| High |
2,055.75 |
2,075.00 |
19.25 |
0.9% |
2,090.50 |
| Low |
2,034.75 |
2,036.00 |
1.25 |
0.1% |
2,004.25 |
| Close |
2,041.75 |
2,072.50 |
30.75 |
1.5% |
2,011.25 |
| Range |
21.00 |
39.00 |
18.00 |
85.7% |
86.25 |
| ATR |
27.44 |
28.27 |
0.83 |
3.0% |
0.00 |
| Volume |
2,412 |
5,806 |
3,394 |
140.7% |
21,935 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,178.25 |
2,164.25 |
2,094.00 |
|
| R3 |
2,139.25 |
2,125.25 |
2,083.25 |
|
| R2 |
2,100.25 |
2,100.25 |
2,079.75 |
|
| R1 |
2,086.25 |
2,086.25 |
2,076.00 |
2,093.25 |
| PP |
2,061.25 |
2,061.25 |
2,061.25 |
2,064.50 |
| S1 |
2,047.25 |
2,047.25 |
2,069.00 |
2,054.25 |
| S2 |
2,022.25 |
2,022.25 |
2,065.25 |
|
| S3 |
1,983.25 |
2,008.25 |
2,061.75 |
|
| S4 |
1,944.25 |
1,969.25 |
2,051.00 |
|
|
| 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 |
2,075.00 |
1,991.75 |
83.25 |
4.0% |
36.75 |
1.8% |
97% |
True |
False |
4,977 |
| 10 |
2,097.25 |
1,991.75 |
105.50 |
5.1% |
29.25 |
1.4% |
77% |
False |
False |
4,510 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.4% |
26.25 |
1.3% |
73% |
False |
False |
3,841 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
28.25 |
1.4% |
88% |
False |
False |
5,209 |
| 60 |
2,102.75 |
1,836.50 |
266.25 |
12.8% |
32.25 |
1.6% |
89% |
False |
False |
3,906 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
32.50 |
1.6% |
89% |
False |
False |
3,017 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.00 |
1.4% |
87% |
False |
False |
2,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.75 |
|
2.618 |
2,177.00 |
|
1.618 |
2,138.00 |
|
1.000 |
2,114.00 |
|
0.618 |
2,099.00 |
|
HIGH |
2,075.00 |
|
0.618 |
2,060.00 |
|
0.500 |
2,055.50 |
|
0.382 |
2,051.00 |
|
LOW |
2,036.00 |
|
0.618 |
2,012.00 |
|
1.000 |
1,997.00 |
|
1.618 |
1,973.00 |
|
2.618 |
1,934.00 |
|
4.250 |
1,870.25 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.75 |
2,059.50 |
| PP |
2,061.25 |
2,046.50 |
| S1 |
2,055.50 |
2,033.50 |
|