| 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 |
1,075.5 |
1,070.5 |
-5.0 |
-0.5% |
1,088.9 |
| High |
1,075.5 |
1,081.8 |
6.3 |
0.6% |
1,099.2 |
| Low |
1,067.3 |
1,070.5 |
3.2 |
0.3% |
1,067.0 |
| Close |
1,068.2 |
1,075.0 |
6.8 |
0.6% |
1,077.8 |
| Range |
8.2 |
11.3 |
3.1 |
37.8% |
32.2 |
| ATR |
13.3 |
13.4 |
0.0 |
0.1% |
0.0 |
| Volume |
2,994 |
6,897 |
3,903 |
130.4% |
15,522 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,109.7 |
1,103.6 |
1,081.2 |
|
| R3 |
1,098.4 |
1,092.3 |
1,078.1 |
|
| R2 |
1,087.1 |
1,087.1 |
1,077.1 |
|
| R1 |
1,081.0 |
1,081.0 |
1,076.0 |
1,084.1 |
| PP |
1,075.8 |
1,075.8 |
1,075.8 |
1,077.3 |
| S1 |
1,069.7 |
1,069.7 |
1,074.0 |
1,072.8 |
| S2 |
1,064.5 |
1,064.5 |
1,072.9 |
|
| S3 |
1,053.2 |
1,058.4 |
1,071.9 |
|
| S4 |
1,041.9 |
1,047.1 |
1,068.8 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,177.9 |
1,160.1 |
1,095.5 |
|
| R3 |
1,145.7 |
1,127.9 |
1,086.7 |
|
| R2 |
1,113.5 |
1,113.5 |
1,083.7 |
|
| R1 |
1,095.7 |
1,095.7 |
1,080.8 |
1,088.5 |
| PP |
1,081.3 |
1,081.3 |
1,081.3 |
1,077.8 |
| S1 |
1,063.5 |
1,063.5 |
1,074.8 |
1,056.3 |
| S2 |
1,049.1 |
1,049.1 |
1,071.9 |
|
| S3 |
1,016.9 |
1,031.3 |
1,068.9 |
|
| S4 |
984.7 |
999.1 |
1,060.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.5 |
1,067.0 |
21.5 |
2.0% |
11.1 |
1.0% |
37% |
False |
False |
3,710 |
| 10 |
1,099.2 |
1,067.0 |
32.2 |
3.0% |
11.9 |
1.1% |
25% |
False |
False |
3,619 |
| 20 |
1,184.3 |
1,067.0 |
117.3 |
10.9% |
13.5 |
1.3% |
7% |
False |
False |
2,876 |
| 40 |
1,192.4 |
1,067.0 |
125.4 |
11.7% |
13.3 |
1.2% |
6% |
False |
False |
1,849 |
| 60 |
1,192.4 |
1,067.0 |
125.4 |
11.7% |
12.7 |
1.2% |
6% |
False |
False |
1,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,129.8 |
|
2.618 |
1,111.4 |
|
1.618 |
1,100.1 |
|
1.000 |
1,093.1 |
|
0.618 |
1,088.8 |
|
HIGH |
1,081.8 |
|
0.618 |
1,077.5 |
|
0.500 |
1,076.2 |
|
0.382 |
1,074.8 |
|
LOW |
1,070.5 |
|
0.618 |
1,063.5 |
|
1.000 |
1,059.2 |
|
1.618 |
1,052.2 |
|
2.618 |
1,040.9 |
|
4.250 |
1,022.5 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,076.2 |
1,077.9 |
| PP |
1,075.8 |
1,076.9 |
| S1 |
1,075.4 |
1,076.0 |
|