| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,082.25 |
2,082.75 |
0.50 |
0.0% |
2,082.25 |
| High |
2,091.00 |
2,087.75 |
-3.25 |
-0.2% |
2,091.00 |
| Low |
2,074.50 |
2,071.75 |
-2.75 |
-0.1% |
2,058.50 |
| Close |
2,082.75 |
2,072.75 |
-10.00 |
-0.5% |
2,082.75 |
| Range |
16.50 |
16.00 |
-0.50 |
-3.0% |
32.50 |
| ATR |
24.02 |
23.45 |
-0.57 |
-2.4% |
0.00 |
| Volume |
6,682 |
13,656 |
6,974 |
104.4% |
30,381 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.50 |
2,115.00 |
2,081.50 |
|
| R3 |
2,109.50 |
2,099.00 |
2,077.25 |
|
| R2 |
2,093.50 |
2,093.50 |
2,075.75 |
|
| R1 |
2,083.00 |
2,083.00 |
2,074.25 |
2,080.25 |
| PP |
2,077.50 |
2,077.50 |
2,077.50 |
2,076.00 |
| S1 |
2,067.00 |
2,067.00 |
2,071.25 |
2,064.25 |
| S2 |
2,061.50 |
2,061.50 |
2,069.75 |
|
| S3 |
2,045.50 |
2,051.00 |
2,068.25 |
|
| S4 |
2,029.50 |
2,035.00 |
2,064.00 |
|
|
| 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% |
16.50 |
0.8% |
44% |
False |
False |
8,807 |
| 10 |
2,091.00 |
1,991.75 |
99.25 |
4.8% |
22.50 |
1.1% |
82% |
False |
False |
6,425 |
| 20 |
2,102.75 |
1,991.75 |
111.00 |
5.4% |
24.00 |
1.2% |
73% |
False |
False |
5,317 |
| 40 |
2,102.75 |
1,929.00 |
173.75 |
8.4% |
23.50 |
1.1% |
83% |
False |
False |
5,382 |
| 60 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
28.75 |
1.4% |
88% |
False |
False |
4,694 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
32.50 |
1.6% |
89% |
False |
False |
3,632 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
29.50 |
1.4% |
87% |
False |
False |
2,945 |
| 120 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
27.75 |
1.3% |
87% |
False |
False |
2,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.75 |
|
2.618 |
2,129.75 |
|
1.618 |
2,113.75 |
|
1.000 |
2,103.75 |
|
0.618 |
2,097.75 |
|
HIGH |
2,087.75 |
|
0.618 |
2,081.75 |
|
0.500 |
2,079.75 |
|
0.382 |
2,077.75 |
|
LOW |
2,071.75 |
|
0.618 |
2,061.75 |
|
1.000 |
2,055.75 |
|
1.618 |
2,045.75 |
|
2.618 |
2,029.75 |
|
4.250 |
2,003.75 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.75 |
2,081.50 |
| PP |
2,077.50 |
2,078.50 |
| S1 |
2,075.00 |
2,075.50 |
|