| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,131.0 |
11,084.0 |
-47.0 |
-0.4% |
10,535.0 |
| High |
11,133.5 |
11,084.0 |
-49.5 |
-0.4% |
11,170.0 |
| Low |
11,039.5 |
10,882.5 |
-157.0 |
-1.4% |
10,491.0 |
| Close |
11,120.5 |
10,927.0 |
-193.5 |
-1.7% |
11,134.0 |
| Range |
94.0 |
201.5 |
107.5 |
114.4% |
679.0 |
| ATR |
185.8 |
189.6 |
3.7 |
2.0% |
0.0 |
| Volume |
1,148 |
1,799 |
651 |
56.7% |
6,690 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,569.0 |
11,449.5 |
11,037.8 |
|
| R3 |
11,367.5 |
11,248.0 |
10,982.4 |
|
| R2 |
11,166.0 |
11,166.0 |
10,963.9 |
|
| R1 |
11,046.5 |
11,046.5 |
10,945.5 |
11,005.5 |
| PP |
10,964.5 |
10,964.5 |
10,964.5 |
10,944.0 |
| S1 |
10,845.0 |
10,845.0 |
10,908.5 |
10,804.0 |
| S2 |
10,763.0 |
10,763.0 |
10,890.1 |
|
| S3 |
10,561.5 |
10,643.5 |
10,871.6 |
|
| S4 |
10,360.0 |
10,442.0 |
10,816.2 |
|
|
| 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 |
10,882.5 |
287.5 |
2.6% |
131.8 |
1.2% |
15% |
False |
True |
1,352 |
| 10 |
11,170.0 |
10,491.0 |
679.0 |
6.2% |
172.5 |
1.6% |
64% |
False |
False |
1,221 |
| 20 |
11,170.0 |
10,491.0 |
679.0 |
6.2% |
174.1 |
1.6% |
64% |
False |
False |
1,313 |
| 40 |
11,170.0 |
9,401.5 |
1,768.5 |
16.2% |
177.2 |
1.6% |
86% |
False |
False |
1,156 |
| 60 |
11,170.0 |
9,329.5 |
1,840.5 |
16.8% |
182.0 |
1.7% |
87% |
False |
False |
835 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.5% |
180.9 |
1.7% |
68% |
False |
False |
634 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.7% |
154.6 |
1.4% |
64% |
False |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,940.4 |
|
2.618 |
11,611.5 |
|
1.618 |
11,410.0 |
|
1.000 |
11,285.5 |
|
0.618 |
11,208.5 |
|
HIGH |
11,084.0 |
|
0.618 |
11,007.0 |
|
0.500 |
10,983.3 |
|
0.382 |
10,959.5 |
|
LOW |
10,882.5 |
|
0.618 |
10,758.0 |
|
1.000 |
10,681.0 |
|
1.618 |
10,556.5 |
|
2.618 |
10,355.0 |
|
4.250 |
10,026.1 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,983.3 |
11,026.3 |
| PP |
10,964.5 |
10,993.2 |
| S1 |
10,945.8 |
10,960.1 |
|