| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,075.5 |
11,131.0 |
55.5 |
0.5% |
10,535.0 |
| High |
11,170.0 |
11,133.5 |
-36.5 |
-0.3% |
11,170.0 |
| Low |
11,075.5 |
11,039.5 |
-36.0 |
-0.3% |
10,491.0 |
| Close |
11,134.0 |
11,120.5 |
-13.5 |
-0.1% |
11,134.0 |
| Range |
94.5 |
94.0 |
-0.5 |
-0.5% |
679.0 |
| ATR |
192.8 |
185.8 |
-7.0 |
-3.6% |
0.0 |
| Volume |
1,015 |
1,148 |
133 |
13.1% |
6,690 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,379.8 |
11,344.2 |
11,172.2 |
|
| R3 |
11,285.8 |
11,250.2 |
11,146.4 |
|
| R2 |
11,191.8 |
11,191.8 |
11,137.7 |
|
| R1 |
11,156.2 |
11,156.2 |
11,129.1 |
11,127.0 |
| PP |
11,097.8 |
11,097.8 |
11,097.8 |
11,083.3 |
| S1 |
11,062.2 |
11,062.2 |
11,111.9 |
11,033.0 |
| S2 |
11,003.8 |
11,003.8 |
11,103.3 |
|
| S3 |
10,909.8 |
10,968.2 |
11,094.7 |
|
| S4 |
10,815.8 |
10,874.2 |
11,068.8 |
|
|
| 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 |
10,796.0 |
374.0 |
3.4% |
128.7 |
1.2% |
87% |
False |
False |
1,131 |
| 10 |
11,170.0 |
10,491.0 |
679.0 |
6.1% |
165.5 |
1.5% |
93% |
False |
False |
1,084 |
| 20 |
11,170.0 |
10,491.0 |
679.0 |
6.1% |
169.9 |
1.5% |
93% |
False |
False |
1,333 |
| 40 |
11,170.0 |
9,329.5 |
1,840.5 |
16.6% |
177.4 |
1.6% |
97% |
False |
False |
1,125 |
| 60 |
11,170.0 |
9,329.5 |
1,840.5 |
16.6% |
181.2 |
1.6% |
97% |
False |
False |
806 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.1% |
178.7 |
1.6% |
76% |
False |
False |
612 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.3% |
152.5 |
1.4% |
72% |
False |
False |
490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,533.0 |
|
2.618 |
11,379.6 |
|
1.618 |
11,285.6 |
|
1.000 |
11,227.5 |
|
0.618 |
11,191.6 |
|
HIGH |
11,133.5 |
|
0.618 |
11,097.6 |
|
0.500 |
11,086.5 |
|
0.382 |
11,075.4 |
|
LOW |
11,039.5 |
|
0.618 |
10,981.4 |
|
1.000 |
10,945.5 |
|
1.618 |
10,887.4 |
|
2.618 |
10,793.4 |
|
4.250 |
10,640.0 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,109.2 |
11,115.3 |
| PP |
11,097.8 |
11,110.0 |
| S1 |
11,086.5 |
11,104.8 |
|