| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,072.00 |
2,069.00 |
-3.00 |
-0.1% |
2,000.25 |
| High |
2,082.00 |
2,087.50 |
5.50 |
0.3% |
2,087.50 |
| Low |
2,068.25 |
2,069.00 |
0.75 |
0.0% |
1,991.75 |
| Close |
2,072.25 |
2,081.75 |
9.50 |
0.5% |
2,081.75 |
| Range |
13.75 |
18.50 |
4.75 |
34.5% |
95.75 |
| ATR |
27.23 |
26.61 |
-0.62 |
-2.3% |
0.00 |
| Volume |
3,581 |
3,562 |
-19 |
-0.5% |
20,214 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.00 |
2,126.75 |
2,092.00 |
|
| R3 |
2,116.50 |
2,108.25 |
2,086.75 |
|
| R2 |
2,098.00 |
2,098.00 |
2,085.25 |
|
| R1 |
2,089.75 |
2,089.75 |
2,083.50 |
2,094.00 |
| PP |
2,079.50 |
2,079.50 |
2,079.50 |
2,081.50 |
| S1 |
2,071.25 |
2,071.25 |
2,080.00 |
2,075.50 |
| S2 |
2,061.00 |
2,061.00 |
2,078.25 |
|
| S3 |
2,042.50 |
2,052.75 |
2,076.75 |
|
| S4 |
2,024.00 |
2,034.25 |
2,071.50 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.00 |
2,307.00 |
2,134.50 |
|
| R3 |
2,245.25 |
2,211.25 |
2,108.00 |
|
| R2 |
2,149.50 |
2,149.50 |
2,099.25 |
|
| R1 |
2,115.50 |
2,115.50 |
2,090.50 |
2,132.50 |
| PP |
2,053.75 |
2,053.75 |
2,053.75 |
2,062.00 |
| S1 |
2,019.75 |
2,019.75 |
2,073.00 |
2,036.75 |
| S2 |
1,958.00 |
1,958.00 |
2,064.25 |
|
| S3 |
1,862.25 |
1,924.00 |
2,055.50 |
|
| S4 |
1,766.50 |
1,828.25 |
2,029.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,087.50 |
1,991.75 |
95.75 |
4.6% |
28.75 |
1.4% |
94% |
True |
False |
4,042 |
| 10 |
2,090.50 |
1,991.75 |
98.75 |
4.7% |
28.50 |
1.4% |
91% |
False |
False |
4,214 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.3% |
24.50 |
1.2% |
81% |
False |
False |
3,759 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
27.00 |
1.3% |
92% |
False |
False |
5,155 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
30.25 |
1.5% |
92% |
False |
False |
3,998 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
32.50 |
1.6% |
93% |
False |
False |
3,095 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
30.00 |
1.4% |
90% |
False |
False |
2,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.00 |
|
2.618 |
2,136.00 |
|
1.618 |
2,117.50 |
|
1.000 |
2,106.00 |
|
0.618 |
2,099.00 |
|
HIGH |
2,087.50 |
|
0.618 |
2,080.50 |
|
0.500 |
2,078.25 |
|
0.382 |
2,076.00 |
|
LOW |
2,069.00 |
|
0.618 |
2,057.50 |
|
1.000 |
2,050.50 |
|
1.618 |
2,039.00 |
|
2.618 |
2,020.50 |
|
4.250 |
1,990.50 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.50 |
2,075.00 |
| PP |
2,079.50 |
2,068.50 |
| S1 |
2,078.25 |
2,061.75 |
|