| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
11,262.5 |
11,291.5 |
29.0 |
0.3% |
11,131.0 |
| High |
11,360.0 |
11,439.0 |
79.0 |
0.7% |
11,366.0 |
| Low |
11,254.0 |
11,267.0 |
13.0 |
0.1% |
10,882.5 |
| Close |
11,303.0 |
11,387.0 |
84.0 |
0.7% |
11,303.0 |
| Range |
106.0 |
172.0 |
66.0 |
62.3% |
483.5 |
| ATR |
188.6 |
187.4 |
-1.2 |
-0.6% |
0.0 |
| Volume |
374 |
2,436 |
2,062 |
551.3% |
4,589 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,880.3 |
11,805.7 |
11,481.6 |
|
| R3 |
11,708.3 |
11,633.7 |
11,434.3 |
|
| R2 |
11,536.3 |
11,536.3 |
11,418.5 |
|
| R1 |
11,461.7 |
11,461.7 |
11,402.8 |
11,499.0 |
| PP |
11,364.3 |
11,364.3 |
11,364.3 |
11,383.0 |
| S1 |
11,289.7 |
11,289.7 |
11,371.2 |
11,327.0 |
| S2 |
11,192.3 |
11,192.3 |
11,355.5 |
|
| S3 |
11,020.3 |
11,117.7 |
11,339.7 |
|
| S4 |
10,848.3 |
10,945.7 |
11,292.4 |
|
|
| 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 |
11,439.0 |
10,882.5 |
556.5 |
4.9% |
185.5 |
1.6% |
91% |
True |
False |
1,175 |
| 10 |
11,439.0 |
10,796.0 |
643.0 |
5.6% |
157.1 |
1.4% |
92% |
True |
False |
1,153 |
| 20 |
11,439.0 |
10,491.0 |
948.0 |
8.3% |
173.1 |
1.5% |
95% |
True |
False |
1,286 |
| 40 |
11,439.0 |
9,742.0 |
1,697.0 |
14.9% |
171.1 |
1.5% |
97% |
True |
False |
1,205 |
| 60 |
11,439.0 |
9,329.5 |
2,109.5 |
18.5% |
186.5 |
1.6% |
98% |
True |
False |
902 |
| 80 |
11,568.0 |
9,329.5 |
2,238.5 |
19.7% |
184.8 |
1.6% |
92% |
False |
False |
684 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
21.8% |
161.7 |
1.4% |
83% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,170.0 |
|
2.618 |
11,889.3 |
|
1.618 |
11,717.3 |
|
1.000 |
11,611.0 |
|
0.618 |
11,545.3 |
|
HIGH |
11,439.0 |
|
0.618 |
11,373.3 |
|
0.500 |
11,353.0 |
|
0.382 |
11,332.7 |
|
LOW |
11,267.0 |
|
0.618 |
11,160.7 |
|
1.000 |
11,095.0 |
|
1.618 |
10,988.7 |
|
2.618 |
10,816.7 |
|
4.250 |
10,536.0 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,375.7 |
11,360.8 |
| PP |
11,364.3 |
11,334.5 |
| S1 |
11,353.0 |
11,308.3 |
|