| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,042.25 |
2,072.00 |
29.75 |
1.5% |
2,085.00 |
| High |
2,075.00 |
2,082.00 |
7.00 |
0.3% |
2,090.50 |
| Low |
2,036.00 |
2,068.25 |
32.25 |
1.6% |
2,004.25 |
| Close |
2,072.50 |
2,072.25 |
-0.25 |
0.0% |
2,011.25 |
| Range |
39.00 |
13.75 |
-25.25 |
-64.7% |
86.25 |
| ATR |
28.27 |
27.23 |
-1.04 |
-3.7% |
0.00 |
| Volume |
5,806 |
3,581 |
-2,225 |
-38.3% |
21,935 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.50 |
2,107.50 |
2,079.75 |
|
| R3 |
2,101.75 |
2,093.75 |
2,076.00 |
|
| R2 |
2,088.00 |
2,088.00 |
2,074.75 |
|
| R1 |
2,080.00 |
2,080.00 |
2,073.50 |
2,084.00 |
| PP |
2,074.25 |
2,074.25 |
2,074.25 |
2,076.00 |
| S1 |
2,066.25 |
2,066.25 |
2,071.00 |
2,070.25 |
| S2 |
2,060.50 |
2,060.50 |
2,069.75 |
|
| S3 |
2,046.75 |
2,052.50 |
2,068.50 |
|
| S4 |
2,033.00 |
2,038.75 |
2,064.75 |
|
|
| 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 |
2,082.00 |
1,991.75 |
90.25 |
4.4% |
31.75 |
1.5% |
89% |
True |
False |
4,287 |
| 10 |
2,091.50 |
1,991.75 |
99.75 |
4.8% |
28.50 |
1.4% |
81% |
False |
False |
4,396 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.4% |
24.50 |
1.2% |
73% |
False |
False |
3,796 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
27.50 |
1.3% |
88% |
False |
False |
5,192 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
31.00 |
1.5% |
88% |
False |
False |
3,951 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
32.50 |
1.6% |
89% |
False |
False |
3,061 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.00 |
1.4% |
87% |
False |
False |
2,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.50 |
|
2.618 |
2,118.00 |
|
1.618 |
2,104.25 |
|
1.000 |
2,095.75 |
|
0.618 |
2,090.50 |
|
HIGH |
2,082.00 |
|
0.618 |
2,076.75 |
|
0.500 |
2,075.00 |
|
0.382 |
2,073.50 |
|
LOW |
2,068.25 |
|
0.618 |
2,059.75 |
|
1.000 |
2,054.50 |
|
1.618 |
2,046.00 |
|
2.618 |
2,032.25 |
|
4.250 |
2,009.75 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.00 |
2,067.50 |
| PP |
2,074.25 |
2,063.00 |
| S1 |
2,073.25 |
2,058.50 |
|