| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,069.0 |
11,075.5 |
6.5 |
0.1% |
10,535.0 |
| High |
11,157.0 |
11,170.0 |
13.0 |
0.1% |
11,170.0 |
| Low |
11,046.0 |
11,075.5 |
29.5 |
0.3% |
10,491.0 |
| Close |
11,097.0 |
11,134.0 |
37.0 |
0.3% |
11,134.0 |
| Range |
111.0 |
94.5 |
-16.5 |
-14.9% |
679.0 |
| ATR |
200.4 |
192.8 |
-7.6 |
-3.8% |
0.0 |
| Volume |
1,186 |
1,015 |
-171 |
-14.4% |
6,690 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,410.0 |
11,366.5 |
11,186.0 |
|
| R3 |
11,315.5 |
11,272.0 |
11,160.0 |
|
| R2 |
11,221.0 |
11,221.0 |
11,151.3 |
|
| R1 |
11,177.5 |
11,177.5 |
11,142.7 |
11,199.3 |
| PP |
11,126.5 |
11,126.5 |
11,126.5 |
11,137.4 |
| S1 |
11,083.0 |
11,083.0 |
11,125.3 |
11,104.8 |
| S2 |
11,032.0 |
11,032.0 |
11,116.7 |
|
| S3 |
10,937.5 |
10,988.5 |
11,108.0 |
|
| S4 |
10,843.0 |
10,894.0 |
11,082.0 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,968.7 |
12,730.3 |
11,507.5 |
|
| R3 |
12,289.7 |
12,051.3 |
11,320.7 |
|
| R2 |
11,610.7 |
11,610.7 |
11,258.5 |
|
| R1 |
11,372.3 |
11,372.3 |
11,196.2 |
11,491.5 |
| PP |
10,931.7 |
10,931.7 |
10,931.7 |
10,991.3 |
| S1 |
10,693.3 |
10,693.3 |
11,071.8 |
10,812.5 |
| S2 |
10,252.7 |
10,252.7 |
11,009.5 |
|
| S3 |
9,573.7 |
10,014.3 |
10,947.3 |
|
| S4 |
8,894.7 |
9,335.3 |
10,760.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,170.0 |
10,491.0 |
679.0 |
6.1% |
176.0 |
1.6% |
95% |
True |
False |
1,338 |
| 10 |
11,170.0 |
10,491.0 |
679.0 |
6.1% |
178.1 |
1.6% |
95% |
True |
False |
1,131 |
| 20 |
11,170.0 |
10,491.0 |
679.0 |
6.1% |
170.1 |
1.5% |
95% |
True |
False |
1,390 |
| 40 |
11,170.0 |
9,329.5 |
1,840.5 |
16.5% |
180.7 |
1.6% |
98% |
True |
False |
1,110 |
| 60 |
11,170.0 |
9,329.5 |
1,840.5 |
16.5% |
181.6 |
1.6% |
98% |
True |
False |
787 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.1% |
179.7 |
1.6% |
77% |
False |
False |
597 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.3% |
153.5 |
1.4% |
73% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,571.6 |
|
2.618 |
11,417.4 |
|
1.618 |
11,322.9 |
|
1.000 |
11,264.5 |
|
0.618 |
11,228.4 |
|
HIGH |
11,170.0 |
|
0.618 |
11,133.9 |
|
0.500 |
11,122.8 |
|
0.382 |
11,111.6 |
|
LOW |
11,075.5 |
|
0.618 |
11,017.1 |
|
1.000 |
10,981.0 |
|
1.618 |
10,922.6 |
|
2.618 |
10,828.1 |
|
4.250 |
10,673.9 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,130.3 |
11,099.9 |
| PP |
11,126.5 |
11,065.8 |
| S1 |
11,122.8 |
11,031.8 |
|