| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,085.7 |
1,087.6 |
1.9 |
0.2% |
1,091.0 |
| High |
1,088.5 |
1,097.5 |
9.0 |
0.8% |
1,095.6 |
| Low |
1,081.4 |
1,082.3 |
0.9 |
0.1% |
1,075.0 |
| Close |
1,082.2 |
1,084.8 |
2.6 |
0.2% |
1,082.2 |
| Range |
7.1 |
15.2 |
8.1 |
114.1% |
20.6 |
| ATR |
13.3 |
13.4 |
0.1 |
1.1% |
0.0 |
| Volume |
1,238 |
3,400 |
2,162 |
174.6% |
19,842 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.8 |
1,124.5 |
1,093.2 |
|
| R3 |
1,118.6 |
1,109.3 |
1,089.0 |
|
| R2 |
1,103.4 |
1,103.4 |
1,087.6 |
|
| R1 |
1,094.1 |
1,094.1 |
1,086.2 |
1,091.2 |
| PP |
1,088.2 |
1,088.2 |
1,088.2 |
1,086.7 |
| S1 |
1,078.9 |
1,078.9 |
1,083.4 |
1,076.0 |
| S2 |
1,073.0 |
1,073.0 |
1,082.0 |
|
| S3 |
1,057.8 |
1,063.7 |
1,080.6 |
|
| S4 |
1,042.6 |
1,048.5 |
1,076.4 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.1 |
1,134.7 |
1,093.5 |
|
| R3 |
1,125.5 |
1,114.1 |
1,087.9 |
|
| R2 |
1,104.9 |
1,104.9 |
1,086.0 |
|
| R1 |
1,093.5 |
1,093.5 |
1,084.1 |
1,088.9 |
| PP |
1,084.3 |
1,084.3 |
1,084.3 |
1,082.0 |
| S1 |
1,072.9 |
1,072.9 |
1,080.3 |
1,068.3 |
| S2 |
1,063.7 |
1,063.7 |
1,078.4 |
|
| S3 |
1,043.1 |
1,052.3 |
1,076.5 |
|
| S4 |
1,022.5 |
1,031.7 |
1,070.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,097.5 |
1,075.0 |
22.5 |
2.1% |
10.9 |
1.0% |
44% |
True |
False |
3,888 |
| 10 |
1,137.1 |
1,075.0 |
62.1 |
5.7% |
12.9 |
1.2% |
16% |
False |
False |
3,556 |
| 20 |
1,184.0 |
1,075.0 |
109.0 |
10.0% |
12.6 |
1.2% |
9% |
False |
False |
2,252 |
| 40 |
1,191.9 |
1,075.0 |
116.9 |
10.8% |
13.3 |
1.2% |
8% |
False |
False |
1,902 |
| 60 |
1,191.9 |
1,075.0 |
116.9 |
10.8% |
12.3 |
1.1% |
8% |
False |
False |
1,650 |
| 80 |
1,191.9 |
1,075.0 |
116.9 |
10.8% |
11.8 |
1.1% |
8% |
False |
False |
1,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.1 |
|
2.618 |
1,137.3 |
|
1.618 |
1,122.1 |
|
1.000 |
1,112.7 |
|
0.618 |
1,106.9 |
|
HIGH |
1,097.5 |
|
0.618 |
1,091.7 |
|
0.500 |
1,089.9 |
|
0.382 |
1,088.1 |
|
LOW |
1,082.3 |
|
0.618 |
1,072.9 |
|
1.000 |
1,067.1 |
|
1.618 |
1,057.7 |
|
2.618 |
1,042.5 |
|
4.250 |
1,017.7 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.9 |
1,086.3 |
| PP |
1,088.2 |
1,085.8 |
| S1 |
1,086.5 |
1,085.3 |
|