| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,186.0 |
11,262.5 |
76.5 |
0.7% |
11,131.0 |
| High |
11,366.0 |
11,360.0 |
-6.0 |
-0.1% |
11,366.0 |
| Low |
11,177.5 |
11,254.0 |
76.5 |
0.7% |
10,882.5 |
| Close |
11,324.0 |
11,303.0 |
-21.0 |
-0.2% |
11,303.0 |
| Range |
188.5 |
106.0 |
-82.5 |
-43.8% |
483.5 |
| ATR |
194.9 |
188.6 |
-6.4 |
-3.3% |
0.0 |
| Volume |
249 |
374 |
125 |
50.2% |
4,589 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,623.7 |
11,569.3 |
11,361.3 |
|
| R3 |
11,517.7 |
11,463.3 |
11,332.2 |
|
| R2 |
11,411.7 |
11,411.7 |
11,322.4 |
|
| R1 |
11,357.3 |
11,357.3 |
11,312.7 |
11,384.5 |
| PP |
11,305.7 |
11,305.7 |
11,305.7 |
11,319.3 |
| S1 |
11,251.3 |
11,251.3 |
11,293.3 |
11,278.5 |
| S2 |
11,199.7 |
11,199.7 |
11,283.6 |
|
| S3 |
11,093.7 |
11,145.3 |
11,273.9 |
|
| S4 |
10,987.7 |
11,039.3 |
11,244.7 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,634.3 |
12,452.2 |
11,568.9 |
|
| R3 |
12,150.8 |
11,968.7 |
11,436.0 |
|
| R2 |
11,667.3 |
11,667.3 |
11,391.6 |
|
| R1 |
11,485.2 |
11,485.2 |
11,347.3 |
11,576.3 |
| PP |
11,183.8 |
11,183.8 |
11,183.8 |
11,229.4 |
| S1 |
11,001.7 |
11,001.7 |
11,258.7 |
11,092.8 |
| S2 |
10,700.3 |
10,700.3 |
11,214.4 |
|
| S3 |
10,216.8 |
10,518.2 |
11,170.0 |
|
| S4 |
9,733.3 |
10,034.7 |
11,037.1 |
|
|
| 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% |
169.9 |
1.5% |
87% |
False |
False |
917 |
| 10 |
11,366.0 |
10,491.0 |
875.0 |
7.7% |
173.0 |
1.5% |
93% |
False |
False |
1,127 |
| 20 |
11,366.0 |
10,491.0 |
875.0 |
7.7% |
177.2 |
1.6% |
93% |
False |
False |
1,171 |
| 40 |
11,366.0 |
9,662.5 |
1,703.5 |
15.1% |
172.3 |
1.5% |
96% |
False |
False |
1,151 |
| 60 |
11,366.0 |
9,329.5 |
2,036.5 |
18.0% |
184.0 |
1.6% |
97% |
False |
False |
861 |
| 80 |
11,622.0 |
9,329.5 |
2,292.5 |
20.3% |
183.6 |
1.6% |
86% |
False |
False |
654 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
21.9% |
160.1 |
1.4% |
80% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,810.5 |
|
2.618 |
11,637.5 |
|
1.618 |
11,531.5 |
|
1.000 |
11,466.0 |
|
0.618 |
11,425.5 |
|
HIGH |
11,360.0 |
|
0.618 |
11,319.5 |
|
0.500 |
11,307.0 |
|
0.382 |
11,294.5 |
|
LOW |
11,254.0 |
|
0.618 |
11,188.5 |
|
1.000 |
11,148.0 |
|
1.618 |
11,082.5 |
|
2.618 |
10,976.5 |
|
4.250 |
10,803.5 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,307.0 |
11,252.0 |
| PP |
11,305.7 |
11,201.0 |
| S1 |
11,304.3 |
11,150.0 |
|