| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,075.25 |
2,078.25 |
3.00 |
0.1% |
2,000.25 |
| High |
2,084.25 |
2,085.25 |
1.00 |
0.0% |
2,087.50 |
| Low |
2,058.50 |
2,075.50 |
17.00 |
0.8% |
1,991.75 |
| Close |
2,077.50 |
2,081.00 |
3.50 |
0.2% |
2,081.75 |
| Range |
25.75 |
9.75 |
-16.00 |
-62.1% |
95.75 |
| ATR |
25.74 |
24.60 |
-1.14 |
-4.4% |
0.00 |
| Volume |
11,471 |
3,669 |
-7,802 |
-68.0% |
20,214 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.75 |
2,105.25 |
2,086.25 |
|
| R3 |
2,100.00 |
2,095.50 |
2,083.75 |
|
| R2 |
2,090.25 |
2,090.25 |
2,082.75 |
|
| R1 |
2,085.75 |
2,085.75 |
2,082.00 |
2,088.00 |
| PP |
2,080.50 |
2,080.50 |
2,080.50 |
2,081.75 |
| S1 |
2,076.00 |
2,076.00 |
2,080.00 |
2,078.25 |
| S2 |
2,070.75 |
2,070.75 |
2,079.25 |
|
| S3 |
2,061.00 |
2,066.25 |
2,078.25 |
|
| S4 |
2,051.25 |
2,056.50 |
2,075.75 |
|
|
| 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 |
2,058.50 |
29.00 |
1.4% |
16.50 |
0.8% |
78% |
False |
False |
6,168 |
| 10 |
2,087.50 |
1,991.75 |
95.75 |
4.6% |
26.50 |
1.3% |
93% |
False |
False |
5,573 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.3% |
24.25 |
1.2% |
80% |
False |
False |
4,514 |
| 40 |
2,102.75 |
1,874.75 |
228.00 |
11.0% |
25.00 |
1.2% |
90% |
False |
False |
5,200 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
29.50 |
1.4% |
91% |
False |
False |
4,370 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
32.50 |
1.6% |
92% |
False |
False |
3,379 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
29.50 |
1.4% |
90% |
False |
False |
2,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.75 |
|
2.618 |
2,110.75 |
|
1.618 |
2,101.00 |
|
1.000 |
2,095.00 |
|
0.618 |
2,091.25 |
|
HIGH |
2,085.25 |
|
0.618 |
2,081.50 |
|
0.500 |
2,080.50 |
|
0.382 |
2,079.25 |
|
LOW |
2,075.50 |
|
0.618 |
2,069.50 |
|
1.000 |
2,065.75 |
|
1.618 |
2,059.75 |
|
2.618 |
2,050.00 |
|
4.250 |
2,034.00 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.75 |
2,078.00 |
| PP |
2,080.50 |
2,075.00 |
| S1 |
2,080.50 |
2,072.00 |
|