Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,103.2 |
1,089.1 |
-14.1 |
-1.3% |
1,141.3 |
High |
1,109.7 |
1,094.9 |
-14.8 |
-1.3% |
1,142.7 |
Low |
1,084.5 |
1,087.4 |
2.9 |
0.3% |
1,084.5 |
Close |
1,087.7 |
1,088.1 |
0.4 |
0.0% |
1,087.7 |
Range |
25.2 |
7.5 |
-17.7 |
-70.2% |
58.2 |
ATR |
17.2 |
16.5 |
-0.7 |
-4.0% |
0.0 |
Volume |
199,866 |
141,885 |
-57,981 |
-29.0% |
765,981 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.6 |
1,107.9 |
1,092.2 |
|
R3 |
1,105.1 |
1,100.4 |
1,090.2 |
|
R2 |
1,097.6 |
1,097.6 |
1,089.5 |
|
R1 |
1,092.9 |
1,092.9 |
1,088.8 |
1,091.5 |
PP |
1,090.1 |
1,090.1 |
1,090.1 |
1,089.5 |
S1 |
1,085.4 |
1,085.4 |
1,087.4 |
1,084.0 |
S2 |
1,082.6 |
1,082.6 |
1,086.7 |
|
S3 |
1,075.1 |
1,077.9 |
1,086.0 |
|
S4 |
1,067.6 |
1,070.4 |
1,084.0 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.6 |
1,241.8 |
1,119.7 |
|
R3 |
1,221.4 |
1,183.6 |
1,103.7 |
|
R2 |
1,163.2 |
1,163.2 |
1,098.4 |
|
R1 |
1,125.4 |
1,125.4 |
1,093.0 |
1,115.2 |
PP |
1,105.0 |
1,105.0 |
1,105.0 |
1,099.9 |
S1 |
1,067.2 |
1,067.2 |
1,082.4 |
1,057.0 |
S2 |
1,046.8 |
1,046.8 |
1,077.0 |
|
S3 |
988.6 |
1,009.0 |
1,071.7 |
|
S4 |
930.4 |
950.8 |
1,055.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,138.0 |
1,084.5 |
53.5 |
4.9% |
16.6 |
1.5% |
7% |
False |
False |
160,302 |
10 |
1,183.1 |
1,084.5 |
98.6 |
9.1% |
16.2 |
1.5% |
4% |
False |
False |
146,561 |
20 |
1,191.7 |
1,084.5 |
107.2 |
9.9% |
15.7 |
1.4% |
3% |
False |
False |
140,743 |
40 |
1,191.7 |
1,084.5 |
107.2 |
9.9% |
16.0 |
1.5% |
3% |
False |
False |
134,713 |
60 |
1,191.7 |
1,084.5 |
107.2 |
9.9% |
16.0 |
1.5% |
3% |
False |
False |
138,334 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.8% |
16.5 |
1.5% |
12% |
False |
False |
130,902 |
100 |
1,206.0 |
1,073.7 |
132.3 |
12.2% |
15.6 |
1.4% |
11% |
False |
False |
106,906 |
120 |
1,217.0 |
1,073.7 |
143.3 |
13.2% |
15.1 |
1.4% |
10% |
False |
False |
89,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.8 |
2.618 |
1,114.5 |
1.618 |
1,107.0 |
1.000 |
1,102.4 |
0.618 |
1,099.5 |
HIGH |
1,094.9 |
0.618 |
1,092.0 |
0.500 |
1,091.2 |
0.382 |
1,090.3 |
LOW |
1,087.4 |
0.618 |
1,082.8 |
1.000 |
1,079.9 |
1.618 |
1,075.3 |
2.618 |
1,067.8 |
4.250 |
1,055.5 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,091.2 |
1,097.9 |
PP |
1,090.1 |
1,094.6 |
S1 |
1,089.1 |
1,091.4 |
|