| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,842.0 |
10,905.5 |
63.5 |
0.6% |
11,019.5 |
| High |
10,982.0 |
11,051.5 |
69.5 |
0.6% |
11,019.5 |
| Low |
10,796.0 |
10,893.5 |
97.5 |
0.9% |
10,630.0 |
| Close |
10,967.0 |
10,972.0 |
5.0 |
0.0% |
10,701.5 |
| Range |
186.0 |
158.0 |
-28.0 |
-15.1% |
389.5 |
| ATR |
205.0 |
201.6 |
-3.4 |
-1.6% |
0.0 |
| Volume |
696 |
1,614 |
918 |
131.9% |
4,621 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,446.3 |
11,367.2 |
11,058.9 |
|
| R3 |
11,288.3 |
11,209.2 |
11,015.5 |
|
| R2 |
11,130.3 |
11,130.3 |
11,001.0 |
|
| R1 |
11,051.2 |
11,051.2 |
10,986.5 |
11,090.8 |
| PP |
10,972.3 |
10,972.3 |
10,972.3 |
10,992.1 |
| S1 |
10,893.2 |
10,893.2 |
10,957.5 |
10,932.8 |
| S2 |
10,814.3 |
10,814.3 |
10,943.0 |
|
| S3 |
10,656.3 |
10,735.2 |
10,928.6 |
|
| S4 |
10,498.3 |
10,577.2 |
10,885.1 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,952.2 |
11,716.3 |
10,915.7 |
|
| R3 |
11,562.7 |
11,326.8 |
10,808.6 |
|
| R2 |
11,173.2 |
11,173.2 |
10,772.9 |
|
| R1 |
10,937.3 |
10,937.3 |
10,737.2 |
10,860.5 |
| PP |
10,783.7 |
10,783.7 |
10,783.7 |
10,745.3 |
| S1 |
10,547.8 |
10,547.8 |
10,665.8 |
10,471.0 |
| S2 |
10,394.2 |
10,394.2 |
10,630.1 |
|
| S3 |
10,004.7 |
10,158.3 |
10,594.4 |
|
| S4 |
9,615.2 |
9,768.8 |
10,487.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,051.5 |
10,491.0 |
560.5 |
5.1% |
214.2 |
2.0% |
86% |
True |
False |
1,318 |
| 10 |
11,067.0 |
10,491.0 |
576.0 |
5.2% |
195.6 |
1.8% |
84% |
False |
False |
1,498 |
| 20 |
11,067.0 |
10,202.0 |
865.0 |
7.9% |
192.6 |
1.8% |
89% |
False |
False |
1,405 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
15.8% |
188.2 |
1.7% |
95% |
False |
False |
1,067 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
15.8% |
180.8 |
1.6% |
95% |
False |
False |
751 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.4% |
178.2 |
1.6% |
70% |
False |
False |
570 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.6% |
151.4 |
1.4% |
66% |
False |
False |
457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,723.0 |
|
2.618 |
11,465.1 |
|
1.618 |
11,307.1 |
|
1.000 |
11,209.5 |
|
0.618 |
11,149.1 |
|
HIGH |
11,051.5 |
|
0.618 |
10,991.1 |
|
0.500 |
10,972.5 |
|
0.382 |
10,953.9 |
|
LOW |
10,893.5 |
|
0.618 |
10,795.9 |
|
1.000 |
10,735.5 |
|
1.618 |
10,637.9 |
|
2.618 |
10,479.9 |
|
4.250 |
10,222.0 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,972.5 |
10,905.1 |
| PP |
10,972.3 |
10,838.2 |
| S1 |
10,972.2 |
10,771.3 |
|