| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
5,260.0 |
5,265.0 |
5.0 |
0.1% |
4,969.0 |
| High |
5,280.0 |
5,294.0 |
14.0 |
0.3% |
5,280.0 |
| Low |
5,238.0 |
5,238.0 |
0.0 |
0.0% |
4,959.0 |
| Close |
5,264.0 |
5,285.0 |
21.0 |
0.4% |
5,264.0 |
| Range |
42.0 |
56.0 |
14.0 |
33.3% |
321.0 |
| ATR |
86.0 |
83.9 |
-2.1 |
-2.5% |
0.0 |
| Volume |
28,776 |
23,375 |
-5,401 |
-18.8% |
146,615 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,440.3 |
5,418.7 |
5,315.8 |
|
| R3 |
5,384.3 |
5,362.7 |
5,300.4 |
|
| R2 |
5,328.3 |
5,328.3 |
5,295.3 |
|
| R1 |
5,306.7 |
5,306.7 |
5,290.1 |
5,317.5 |
| PP |
5,272.3 |
5,272.3 |
5,272.3 |
5,277.8 |
| S1 |
5,250.7 |
5,250.7 |
5,279.9 |
5,261.5 |
| S2 |
5,216.3 |
5,216.3 |
5,274.7 |
|
| S3 |
5,160.3 |
5,194.7 |
5,269.6 |
|
| S4 |
5,104.3 |
5,138.7 |
5,254.2 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,130.7 |
6,018.3 |
5,440.6 |
|
| R3 |
5,809.7 |
5,697.3 |
5,352.3 |
|
| R2 |
5,488.7 |
5,488.7 |
5,322.9 |
|
| R1 |
5,376.3 |
5,376.3 |
5,293.4 |
5,432.5 |
| PP |
5,167.7 |
5,167.7 |
5,167.7 |
5,195.8 |
| S1 |
5,055.3 |
5,055.3 |
5,234.6 |
5,111.5 |
| S2 |
4,846.7 |
4,846.7 |
5,205.2 |
|
| S3 |
4,525.7 |
4,734.3 |
5,175.7 |
|
| S4 |
4,204.7 |
4,413.3 |
5,087.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,294.0 |
5,038.0 |
256.0 |
4.8% |
70.8 |
1.3% |
96% |
True |
False |
28,909 |
| 10 |
5,294.0 |
4,959.0 |
335.0 |
6.3% |
67.3 |
1.3% |
97% |
True |
False |
27,899 |
| 20 |
5,347.0 |
4,959.0 |
388.0 |
7.3% |
71.7 |
1.4% |
84% |
False |
False |
27,047 |
| 40 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
67.9 |
1.3% |
83% |
False |
False |
25,904 |
| 60 |
5,369.0 |
4,881.0 |
488.0 |
9.2% |
72.9 |
1.4% |
83% |
False |
False |
25,756 |
| 80 |
5,644.0 |
4,881.0 |
763.0 |
14.4% |
61.4 |
1.2% |
53% |
False |
False |
19,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,532.0 |
|
2.618 |
5,440.6 |
|
1.618 |
5,384.6 |
|
1.000 |
5,350.0 |
|
0.618 |
5,328.6 |
|
HIGH |
5,294.0 |
|
0.618 |
5,272.6 |
|
0.500 |
5,266.0 |
|
0.382 |
5,259.4 |
|
LOW |
5,238.0 |
|
0.618 |
5,203.4 |
|
1.000 |
5,182.0 |
|
1.618 |
5,147.4 |
|
2.618 |
5,091.4 |
|
4.250 |
5,000.0 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
5,278.7 |
5,266.3 |
| PP |
5,272.3 |
5,247.7 |
| S1 |
5,266.0 |
5,229.0 |
|