| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.25 |
2,075.25 |
-7.00 |
-0.3% |
2,000.25 |
| High |
2,085.75 |
2,084.25 |
-1.50 |
-0.1% |
2,087.50 |
| Low |
2,071.25 |
2,058.50 |
-12.75 |
-0.6% |
1,991.75 |
| Close |
2,077.00 |
2,077.50 |
0.50 |
0.0% |
2,081.75 |
| Range |
14.50 |
25.75 |
11.25 |
77.6% |
95.75 |
| ATR |
25.74 |
25.74 |
0.00 |
0.0% |
0.00 |
| Volume |
8,559 |
11,471 |
2,912 |
34.0% |
20,214 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.75 |
2,139.75 |
2,091.75 |
|
| R3 |
2,125.00 |
2,114.00 |
2,084.50 |
|
| R2 |
2,099.25 |
2,099.25 |
2,082.25 |
|
| R1 |
2,088.25 |
2,088.25 |
2,079.75 |
2,093.75 |
| PP |
2,073.50 |
2,073.50 |
2,073.50 |
2,076.00 |
| S1 |
2,062.50 |
2,062.50 |
2,075.25 |
2,068.00 |
| S2 |
2,047.75 |
2,047.75 |
2,072.75 |
|
| S3 |
2,022.00 |
2,036.75 |
2,070.50 |
|
| S4 |
1,996.25 |
2,011.00 |
2,063.25 |
|
|
| 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 |
2,036.00 |
51.50 |
2.5% |
22.25 |
1.1% |
81% |
False |
False |
6,595 |
| 10 |
2,087.50 |
1,991.75 |
95.75 |
4.6% |
27.50 |
1.3% |
90% |
False |
False |
5,374 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.3% |
25.25 |
1.2% |
77% |
False |
False |
4,546 |
| 40 |
2,102.75 |
1,863.25 |
239.50 |
11.5% |
25.75 |
1.2% |
89% |
False |
False |
5,286 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
30.25 |
1.5% |
90% |
False |
False |
4,321 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
32.50 |
1.6% |
91% |
False |
False |
3,337 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
30.00 |
1.4% |
88% |
False |
False |
2,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.75 |
|
2.618 |
2,151.75 |
|
1.618 |
2,126.00 |
|
1.000 |
2,110.00 |
|
0.618 |
2,100.25 |
|
HIGH |
2,084.25 |
|
0.618 |
2,074.50 |
|
0.500 |
2,071.50 |
|
0.382 |
2,068.25 |
|
LOW |
2,058.50 |
|
0.618 |
2,042.50 |
|
1.000 |
2,032.75 |
|
1.618 |
2,016.75 |
|
2.618 |
1,991.00 |
|
4.250 |
1,949.00 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.50 |
2,076.00 |
| PP |
2,073.50 |
2,074.50 |
| S1 |
2,071.50 |
2,073.00 |
|