| 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 |
1,073.2 |
1,057.8 |
-15.4 |
-1.4% |
1,075.5 |
| High |
1,074.7 |
1,070.0 |
-4.7 |
-0.4% |
1,081.8 |
| Low |
1,053.4 |
1,053.7 |
0.3 |
0.0% |
1,053.4 |
| Close |
1,057.8 |
1,066.9 |
9.1 |
0.9% |
1,057.8 |
| Range |
21.3 |
16.3 |
-5.0 |
-23.5% |
28.4 |
| ATR |
13.8 |
14.0 |
0.2 |
1.3% |
0.0 |
| Volume |
2,055 |
2,245 |
190 |
9.2% |
15,153 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.4 |
1,106.0 |
1,075.9 |
|
| R3 |
1,096.1 |
1,089.7 |
1,071.4 |
|
| R2 |
1,079.8 |
1,079.8 |
1,069.9 |
|
| R1 |
1,073.4 |
1,073.4 |
1,068.4 |
1,076.6 |
| PP |
1,063.5 |
1,063.5 |
1,063.5 |
1,065.2 |
| S1 |
1,057.1 |
1,057.1 |
1,065.4 |
1,060.3 |
| S2 |
1,047.2 |
1,047.2 |
1,063.9 |
|
| S3 |
1,030.9 |
1,040.8 |
1,062.4 |
|
| S4 |
1,014.6 |
1,024.5 |
1,057.9 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.5 |
1,132.1 |
1,073.4 |
|
| R3 |
1,121.1 |
1,103.7 |
1,065.6 |
|
| R2 |
1,092.7 |
1,092.7 |
1,063.0 |
|
| R1 |
1,075.3 |
1,075.3 |
1,060.4 |
1,069.8 |
| PP |
1,064.3 |
1,064.3 |
1,064.3 |
1,061.6 |
| S1 |
1,046.9 |
1,046.9 |
1,055.2 |
1,041.4 |
| S2 |
1,035.9 |
1,035.9 |
1,052.6 |
|
| S3 |
1,007.5 |
1,018.5 |
1,050.0 |
|
| S4 |
979.1 |
990.1 |
1,042.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,081.8 |
1,053.4 |
28.4 |
2.7% |
13.8 |
1.3% |
48% |
False |
False |
3,479 |
| 10 |
1,099.2 |
1,053.4 |
45.8 |
4.3% |
14.1 |
1.3% |
29% |
False |
False |
3,292 |
| 20 |
1,144.5 |
1,053.4 |
91.1 |
8.5% |
13.3 |
1.2% |
15% |
False |
False |
2,971 |
| 40 |
1,192.4 |
1,053.4 |
139.0 |
13.0% |
13.2 |
1.2% |
10% |
False |
False |
1,974 |
| 60 |
1,192.4 |
1,053.4 |
139.0 |
13.0% |
13.1 |
1.2% |
10% |
False |
False |
1,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.3 |
|
2.618 |
1,112.7 |
|
1.618 |
1,096.4 |
|
1.000 |
1,086.3 |
|
0.618 |
1,080.1 |
|
HIGH |
1,070.0 |
|
0.618 |
1,063.8 |
|
0.500 |
1,061.9 |
|
0.382 |
1,059.9 |
|
LOW |
1,053.7 |
|
0.618 |
1,043.6 |
|
1.000 |
1,037.4 |
|
1.618 |
1,027.3 |
|
2.618 |
1,011.0 |
|
4.250 |
984.4 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,065.2 |
1,067.3 |
| PP |
1,063.5 |
1,067.1 |
| S1 |
1,061.9 |
1,067.0 |
|