| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,071.2 |
1,081.3 |
10.1 |
0.9% |
1,087.6 |
| High |
1,087.4 |
1,088.0 |
0.6 |
0.1% |
1,097.5 |
| Low |
1,070.4 |
1,075.9 |
5.5 |
0.5% |
1,064.8 |
| Close |
1,078.9 |
1,077.1 |
-1.8 |
-0.2% |
1,077.1 |
| Range |
17.0 |
12.1 |
-4.9 |
-28.8% |
32.7 |
| ATR |
13.9 |
13.7 |
-0.1 |
-0.9% |
0.0 |
| Volume |
2,781 |
5,644 |
2,863 |
102.9% |
18,381 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,116.6 |
1,109.0 |
1,083.8 |
|
| R3 |
1,104.5 |
1,096.9 |
1,080.4 |
|
| R2 |
1,092.4 |
1,092.4 |
1,079.3 |
|
| R1 |
1,084.8 |
1,084.8 |
1,078.2 |
1,082.6 |
| PP |
1,080.3 |
1,080.3 |
1,080.3 |
1,079.2 |
| S1 |
1,072.7 |
1,072.7 |
1,076.0 |
1,070.5 |
| S2 |
1,068.2 |
1,068.2 |
1,074.9 |
|
| S3 |
1,056.1 |
1,060.6 |
1,073.8 |
|
| S4 |
1,044.0 |
1,048.5 |
1,070.4 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,177.9 |
1,160.2 |
1,095.1 |
|
| R3 |
1,145.2 |
1,127.5 |
1,086.1 |
|
| R2 |
1,112.5 |
1,112.5 |
1,083.1 |
|
| R1 |
1,094.8 |
1,094.8 |
1,080.1 |
1,087.3 |
| PP |
1,079.8 |
1,079.8 |
1,079.8 |
1,076.1 |
| S1 |
1,062.1 |
1,062.1 |
1,074.1 |
1,054.6 |
| S2 |
1,047.1 |
1,047.1 |
1,071.1 |
|
| S3 |
1,014.4 |
1,029.4 |
1,068.1 |
|
| S4 |
981.7 |
996.7 |
1,059.1 |
|
|
| 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 |
1,064.8 |
32.7 |
3.0% |
14.7 |
1.4% |
38% |
False |
False |
3,676 |
| 10 |
1,097.5 |
1,064.8 |
32.7 |
3.0% |
11.9 |
1.1% |
38% |
False |
False |
3,822 |
| 20 |
1,184.0 |
1,064.8 |
119.2 |
11.1% |
13.0 |
1.2% |
10% |
False |
False |
2,870 |
| 40 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
13.6 |
1.3% |
10% |
False |
False |
2,121 |
| 60 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
12.4 |
1.2% |
10% |
False |
False |
1,796 |
| 80 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
12.1 |
1.1% |
10% |
False |
False |
1,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.4 |
|
2.618 |
1,119.7 |
|
1.618 |
1,107.6 |
|
1.000 |
1,100.1 |
|
0.618 |
1,095.5 |
|
HIGH |
1,088.0 |
|
0.618 |
1,083.4 |
|
0.500 |
1,082.0 |
|
0.382 |
1,080.5 |
|
LOW |
1,075.9 |
|
0.618 |
1,068.4 |
|
1.000 |
1,063.8 |
|
1.618 |
1,056.3 |
|
2.618 |
1,044.2 |
|
4.250 |
1,024.5 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,082.0 |
1,076.9 |
| PP |
1,080.3 |
1,076.6 |
| S1 |
1,078.7 |
1,076.4 |
|