| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
17,900.78 |
17,724.13 |
-176.65 |
-1.0% |
17,672.62 |
| High |
17,900.78 |
17,768.66 |
-132.12 |
-0.7% |
17,977.85 |
| Low |
17,667.78 |
17,657.72 |
-10.06 |
-0.1% |
17,655.02 |
| Close |
17,730.48 |
17,758.21 |
27.73 |
0.2% |
17,910.33 |
| Range |
233.00 |
110.94 |
-122.06 |
-52.4% |
322.83 |
| ATR |
181.61 |
176.56 |
-5.05 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,061.02 |
18,020.55 |
17,819.23 |
|
| R3 |
17,950.08 |
17,909.61 |
17,788.72 |
|
| R2 |
17,839.14 |
17,839.14 |
17,778.55 |
|
| R1 |
17,798.67 |
17,798.67 |
17,768.38 |
17,818.91 |
| PP |
17,728.20 |
17,728.20 |
17,728.20 |
17,738.31 |
| S1 |
17,687.73 |
17,687.73 |
17,748.04 |
17,707.97 |
| S2 |
17,617.26 |
17,617.26 |
17,737.87 |
|
| S3 |
17,506.32 |
17,576.79 |
17,727.70 |
|
| S4 |
17,395.38 |
17,465.85 |
17,697.19 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,816.22 |
18,686.11 |
18,087.89 |
|
| R3 |
18,493.39 |
18,363.28 |
17,999.11 |
|
| R2 |
18,170.56 |
18,170.56 |
17,969.52 |
|
| R1 |
18,040.45 |
18,040.45 |
17,939.92 |
18,105.51 |
| PP |
17,847.73 |
17,847.73 |
17,847.73 |
17,880.26 |
| S1 |
17,717.62 |
17,717.62 |
17,880.74 |
17,782.68 |
| S2 |
17,524.90 |
17,524.90 |
17,851.14 |
|
| S3 |
17,202.07 |
17,394.79 |
17,821.55 |
|
| S4 |
16,879.24 |
17,071.96 |
17,732.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,964.12 |
17,657.72 |
306.40 |
1.7% |
154.60 |
0.9% |
33% |
False |
True |
|
| 10 |
17,977.85 |
17,556.71 |
421.14 |
2.4% |
160.73 |
0.9% |
48% |
False |
False |
|
| 20 |
17,977.85 |
16,887.67 |
1,090.18 |
6.1% |
158.57 |
0.9% |
80% |
False |
False |
|
| 40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.5% |
191.49 |
1.1% |
89% |
False |
False |
|
| 60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.7% |
250.07 |
1.4% |
92% |
False |
False |
|
| 80 |
18,096.67 |
15,370.33 |
2,726.34 |
15.4% |
231.75 |
1.3% |
88% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.9% |
218.57 |
1.2% |
85% |
False |
False |
|
| 120 |
18,286.87 |
15,370.33 |
2,916.54 |
16.4% |
207.76 |
1.2% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,240.16 |
|
2.618 |
18,059.10 |
|
1.618 |
17,948.16 |
|
1.000 |
17,879.60 |
|
0.618 |
17,837.22 |
|
HIGH |
17,768.66 |
|
0.618 |
17,726.28 |
|
0.500 |
17,713.19 |
|
0.382 |
17,700.10 |
|
LOW |
17,657.72 |
|
0.618 |
17,589.16 |
|
1.000 |
17,546.78 |
|
1.618 |
17,478.22 |
|
2.618 |
17,367.28 |
|
4.250 |
17,186.23 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,743.20 |
17,784.88 |
| PP |
17,728.20 |
17,775.99 |
| S1 |
17,713.19 |
17,767.10 |
|