| Trading Metrics calculated at close of trading on 26-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
26-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,965.0 |
11,186.0 |
221.0 |
2.0% |
10,535.0 |
| High |
11,193.5 |
11,366.0 |
172.5 |
1.5% |
11,170.0 |
| Low |
10,934.0 |
11,177.5 |
243.5 |
2.2% |
10,491.0 |
| Close |
11,172.5 |
11,324.0 |
151.5 |
1.4% |
11,134.0 |
| Range |
259.5 |
188.5 |
-71.0 |
-27.4% |
679.0 |
| ATR |
195.0 |
194.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,019 |
249 |
-770 |
-75.6% |
6,690 |
|
| Daily Pivots for day following 26-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,854.7 |
11,777.8 |
11,427.7 |
|
| R3 |
11,666.2 |
11,589.3 |
11,375.8 |
|
| R2 |
11,477.7 |
11,477.7 |
11,358.6 |
|
| R1 |
11,400.8 |
11,400.8 |
11,341.3 |
11,439.3 |
| PP |
11,289.2 |
11,289.2 |
11,289.2 |
11,308.4 |
| S1 |
11,212.3 |
11,212.3 |
11,306.7 |
11,250.8 |
| S2 |
11,100.7 |
11,100.7 |
11,289.4 |
|
| S3 |
10,912.2 |
11,023.8 |
11,272.2 |
|
| S4 |
10,723.7 |
10,835.3 |
11,220.3 |
|
|
| 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 |
11,366.0 |
10,882.5 |
483.5 |
4.3% |
167.6 |
1.5% |
91% |
True |
False |
1,046 |
| 10 |
11,366.0 |
10,491.0 |
875.0 |
7.7% |
179.4 |
1.6% |
95% |
True |
False |
1,195 |
| 20 |
11,366.0 |
10,491.0 |
875.0 |
7.7% |
177.9 |
1.6% |
95% |
True |
False |
1,165 |
| 40 |
11,366.0 |
9,401.5 |
1,964.5 |
17.3% |
176.8 |
1.6% |
98% |
True |
False |
1,152 |
| 60 |
11,366.0 |
9,329.5 |
2,036.5 |
18.0% |
185.2 |
1.6% |
98% |
True |
False |
855 |
| 80 |
11,622.0 |
9,329.5 |
2,292.5 |
20.2% |
183.4 |
1.6% |
87% |
False |
False |
649 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
21.9% |
159.0 |
1.4% |
80% |
False |
False |
521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,167.1 |
|
2.618 |
11,859.5 |
|
1.618 |
11,671.0 |
|
1.000 |
11,554.5 |
|
0.618 |
11,482.5 |
|
HIGH |
11,366.0 |
|
0.618 |
11,294.0 |
|
0.500 |
11,271.8 |
|
0.382 |
11,249.5 |
|
LOW |
11,177.5 |
|
0.618 |
11,061.0 |
|
1.000 |
10,989.0 |
|
1.618 |
10,872.5 |
|
2.618 |
10,684.0 |
|
4.250 |
10,376.4 |
|
|
| Fisher Pivots for day following 26-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,306.6 |
11,257.4 |
| PP |
11,289.2 |
11,190.8 |
| S1 |
11,271.8 |
11,124.3 |
|