| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,084.0 |
10,965.0 |
-119.0 |
-1.1% |
10,535.0 |
| High |
11,084.0 |
11,193.5 |
109.5 |
1.0% |
11,170.0 |
| Low |
10,882.5 |
10,934.0 |
51.5 |
0.5% |
10,491.0 |
| Close |
10,927.0 |
11,172.5 |
245.5 |
2.2% |
11,134.0 |
| Range |
201.5 |
259.5 |
58.0 |
28.8% |
679.0 |
| ATR |
189.6 |
195.0 |
5.5 |
2.9% |
0.0 |
| Volume |
1,799 |
1,019 |
-780 |
-43.4% |
6,690 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,878.5 |
11,785.0 |
11,315.2 |
|
| R3 |
11,619.0 |
11,525.5 |
11,243.9 |
|
| R2 |
11,359.5 |
11,359.5 |
11,220.1 |
|
| R1 |
11,266.0 |
11,266.0 |
11,196.3 |
11,312.8 |
| PP |
11,100.0 |
11,100.0 |
11,100.0 |
11,123.4 |
| S1 |
11,006.5 |
11,006.5 |
11,148.7 |
11,053.3 |
| S2 |
10,840.5 |
10,840.5 |
11,124.9 |
|
| S3 |
10,581.0 |
10,747.0 |
11,101.1 |
|
| S4 |
10,321.5 |
10,487.5 |
11,029.8 |
|
|
| 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 |
11,193.5 |
10,882.5 |
311.0 |
2.8% |
152.1 |
1.4% |
93% |
True |
False |
1,233 |
| 10 |
11,193.5 |
10,491.0 |
702.5 |
6.3% |
183.2 |
1.6% |
97% |
True |
False |
1,275 |
| 20 |
11,193.5 |
10,491.0 |
702.5 |
6.3% |
175.6 |
1.6% |
97% |
True |
False |
1,255 |
| 40 |
11,193.5 |
9,401.5 |
1,792.0 |
16.0% |
180.3 |
1.6% |
99% |
True |
False |
1,166 |
| 60 |
11,193.5 |
9,329.5 |
1,864.0 |
16.7% |
184.5 |
1.7% |
99% |
True |
False |
852 |
| 80 |
11,665.5 |
9,329.5 |
2,336.0 |
20.9% |
182.2 |
1.6% |
79% |
False |
False |
646 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.2% |
157.2 |
1.4% |
74% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,296.4 |
|
2.618 |
11,872.9 |
|
1.618 |
11,613.4 |
|
1.000 |
11,453.0 |
|
0.618 |
11,353.9 |
|
HIGH |
11,193.5 |
|
0.618 |
11,094.4 |
|
0.500 |
11,063.8 |
|
0.382 |
11,033.1 |
|
LOW |
10,934.0 |
|
0.618 |
10,773.6 |
|
1.000 |
10,674.5 |
|
1.618 |
10,514.1 |
|
2.618 |
10,254.6 |
|
4.250 |
9,831.1 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,136.3 |
11,127.7 |
| PP |
11,100.0 |
11,082.8 |
| S1 |
11,063.8 |
11,038.0 |
|