| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,078.25 |
2,082.25 |
4.00 |
0.2% |
2,082.25 |
| High |
2,085.25 |
2,091.00 |
5.75 |
0.3% |
2,091.00 |
| Low |
2,075.50 |
2,074.50 |
-1.00 |
0.0% |
2,058.50 |
| Close |
2,081.00 |
2,082.75 |
1.75 |
0.1% |
2,082.75 |
| Range |
9.75 |
16.50 |
6.75 |
69.2% |
32.50 |
| ATR |
24.60 |
24.02 |
-0.58 |
-2.4% |
0.00 |
| Volume |
3,669 |
6,682 |
3,013 |
82.1% |
30,381 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.25 |
2,124.00 |
2,091.75 |
|
| R3 |
2,115.75 |
2,107.50 |
2,087.25 |
|
| R2 |
2,099.25 |
2,099.25 |
2,085.75 |
|
| R1 |
2,091.00 |
2,091.00 |
2,084.25 |
2,095.00 |
| PP |
2,082.75 |
2,082.75 |
2,082.75 |
2,084.75 |
| S1 |
2,074.50 |
2,074.50 |
2,081.25 |
2,078.50 |
| S2 |
2,066.25 |
2,066.25 |
2,079.75 |
|
| S3 |
2,049.75 |
2,058.00 |
2,078.25 |
|
| S4 |
2,033.25 |
2,041.50 |
2,073.75 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.00 |
2,161.25 |
2,100.50 |
|
| R3 |
2,142.50 |
2,128.75 |
2,091.75 |
|
| R2 |
2,110.00 |
2,110.00 |
2,088.75 |
|
| R1 |
2,096.25 |
2,096.25 |
2,085.75 |
2,103.00 |
| PP |
2,077.50 |
2,077.50 |
2,077.50 |
2,080.75 |
| S1 |
2,063.75 |
2,063.75 |
2,079.75 |
2,070.50 |
| S2 |
2,045.00 |
2,045.00 |
2,076.75 |
|
| S3 |
2,012.50 |
2,031.25 |
2,073.75 |
|
| S4 |
1,980.00 |
1,998.75 |
2,065.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,091.00 |
2,058.50 |
32.50 |
1.6% |
17.00 |
0.8% |
75% |
True |
False |
6,788 |
| 10 |
2,091.00 |
1,991.75 |
99.25 |
4.8% |
24.50 |
1.2% |
92% |
True |
False |
5,537 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.3% |
24.50 |
1.2% |
82% |
False |
False |
4,753 |
| 40 |
2,102.75 |
1,874.75 |
228.00 |
10.9% |
24.50 |
1.2% |
91% |
False |
False |
5,219 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
29.00 |
1.4% |
92% |
False |
False |
4,474 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
32.50 |
1.6% |
93% |
False |
False |
3,462 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
29.50 |
1.4% |
90% |
False |
False |
2,809 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
28.00 |
1.3% |
90% |
False |
False |
2,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.00 |
|
2.618 |
2,134.25 |
|
1.618 |
2,117.75 |
|
1.000 |
2,107.50 |
|
0.618 |
2,101.25 |
|
HIGH |
2,091.00 |
|
0.618 |
2,084.75 |
|
0.500 |
2,082.75 |
|
0.382 |
2,080.75 |
|
LOW |
2,074.50 |
|
0.618 |
2,064.25 |
|
1.000 |
2,058.00 |
|
1.618 |
2,047.75 |
|
2.618 |
2,031.25 |
|
4.250 |
2,004.50 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.75 |
2,080.00 |
| PP |
2,082.75 |
2,077.50 |
| S1 |
2,082.75 |
2,074.75 |
|