| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,076.2 |
1,069.0 |
-7.2 |
-0.7% |
1,087.6 |
| High |
1,076.3 |
1,081.1 |
4.8 |
0.4% |
1,097.5 |
| Low |
1,067.0 |
1,068.9 |
1.9 |
0.2% |
1,064.8 |
| Close |
1,067.4 |
1,074.1 |
6.7 |
0.6% |
1,077.1 |
| Range |
9.3 |
12.2 |
2.9 |
31.2% |
32.7 |
| ATR |
13.5 |
13.5 |
0.0 |
0.1% |
0.0 |
| Volume |
7,307 |
19,432 |
12,125 |
165.9% |
18,381 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,111.3 |
1,104.9 |
1,080.8 |
|
| R3 |
1,099.1 |
1,092.7 |
1,077.5 |
|
| R2 |
1,086.9 |
1,086.9 |
1,076.3 |
|
| R1 |
1,080.5 |
1,080.5 |
1,075.2 |
1,083.7 |
| PP |
1,074.7 |
1,074.7 |
1,074.7 |
1,076.3 |
| S1 |
1,068.3 |
1,068.3 |
1,073.0 |
1,071.5 |
| S2 |
1,062.5 |
1,062.5 |
1,071.9 |
|
| S3 |
1,050.3 |
1,056.1 |
1,070.7 |
|
| S4 |
1,038.1 |
1,043.9 |
1,067.4 |
|
|
| 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 |
1,088.0 |
1,064.8 |
23.2 |
2.2% |
12.2 |
1.1% |
40% |
False |
False |
7,686 |
| 10 |
1,097.5 |
1,064.8 |
32.7 |
3.0% |
12.6 |
1.2% |
28% |
False |
False |
5,750 |
| 20 |
1,184.0 |
1,064.8 |
119.2 |
11.1% |
13.5 |
1.3% |
8% |
False |
False |
4,122 |
| 40 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
13.5 |
1.3% |
7% |
False |
False |
2,747 |
| 60 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
12.4 |
1.2% |
7% |
False |
False |
2,211 |
| 80 |
1,191.9 |
1,064.8 |
127.1 |
11.8% |
12.1 |
1.1% |
7% |
False |
False |
1,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,133.0 |
|
2.618 |
1,113.0 |
|
1.618 |
1,100.8 |
|
1.000 |
1,093.3 |
|
0.618 |
1,088.6 |
|
HIGH |
1,081.1 |
|
0.618 |
1,076.4 |
|
0.500 |
1,075.0 |
|
0.382 |
1,073.6 |
|
LOW |
1,068.9 |
|
0.618 |
1,061.4 |
|
1.000 |
1,056.7 |
|
1.618 |
1,049.2 |
|
2.618 |
1,037.0 |
|
4.250 |
1,017.1 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,075.0 |
1,077.5 |
| PP |
1,074.7 |
1,076.4 |
| S1 |
1,074.4 |
1,075.2 |
|