| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,905.5 |
11,069.0 |
163.5 |
1.5% |
11,019.5 |
| High |
11,051.5 |
11,157.0 |
105.5 |
1.0% |
11,019.5 |
| Low |
10,893.5 |
11,046.0 |
152.5 |
1.4% |
10,630.0 |
| Close |
10,972.0 |
11,097.0 |
125.0 |
1.1% |
10,701.5 |
| Range |
158.0 |
111.0 |
-47.0 |
-29.7% |
389.5 |
| ATR |
201.6 |
200.4 |
-1.2 |
-0.6% |
0.0 |
| Volume |
1,614 |
1,186 |
-428 |
-26.5% |
4,621 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,433.0 |
11,376.0 |
11,158.1 |
|
| R3 |
11,322.0 |
11,265.0 |
11,127.5 |
|
| R2 |
11,211.0 |
11,211.0 |
11,117.4 |
|
| R1 |
11,154.0 |
11,154.0 |
11,107.2 |
11,182.5 |
| PP |
11,100.0 |
11,100.0 |
11,100.0 |
11,114.3 |
| S1 |
11,043.0 |
11,043.0 |
11,086.8 |
11,071.5 |
| S2 |
10,989.0 |
10,989.0 |
11,076.7 |
|
| S3 |
10,878.0 |
10,932.0 |
11,066.5 |
|
| S4 |
10,767.0 |
10,821.0 |
11,036.0 |
|
|
| 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 |
11,157.0 |
10,491.0 |
666.0 |
6.0% |
191.2 |
1.7% |
91% |
True |
False |
1,345 |
| 10 |
11,157.0 |
10,491.0 |
666.0 |
6.0% |
189.6 |
1.7% |
91% |
True |
False |
1,141 |
| 20 |
11,157.0 |
10,491.0 |
666.0 |
6.0% |
178.5 |
1.6% |
91% |
True |
False |
1,382 |
| 40 |
11,157.0 |
9,329.5 |
1,827.5 |
16.5% |
182.7 |
1.6% |
97% |
True |
False |
1,091 |
| 60 |
11,157.0 |
9,329.5 |
1,827.5 |
16.5% |
180.8 |
1.6% |
97% |
True |
False |
771 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.1% |
178.7 |
1.6% |
75% |
False |
False |
585 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.4% |
152.5 |
1.4% |
71% |
False |
False |
469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,628.8 |
|
2.618 |
11,447.6 |
|
1.618 |
11,336.6 |
|
1.000 |
11,268.0 |
|
0.618 |
11,225.6 |
|
HIGH |
11,157.0 |
|
0.618 |
11,114.6 |
|
0.500 |
11,101.5 |
|
0.382 |
11,088.4 |
|
LOW |
11,046.0 |
|
0.618 |
10,977.4 |
|
1.000 |
10,935.0 |
|
1.618 |
10,866.4 |
|
2.618 |
10,755.4 |
|
4.250 |
10,574.3 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,101.5 |
11,056.8 |
| PP |
11,100.0 |
11,016.7 |
| S1 |
11,098.5 |
10,976.5 |
|