Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,090.8 |
1,088.5 |
-2.3 |
-0.2% |
1,141.3 |
High |
1,094.8 |
1,093.5 |
-1.3 |
-0.1% |
1,142.7 |
Low |
1,084.0 |
1,083.2 |
-0.8 |
-0.1% |
1,084.5 |
Close |
1,088.5 |
1,084.9 |
-3.6 |
-0.3% |
1,087.7 |
Range |
10.8 |
10.3 |
-0.5 |
-4.6% |
58.2 |
ATR |
16.1 |
15.7 |
-0.4 |
-2.6% |
0.0 |
Volume |
144,170 |
171,726 |
27,556 |
19.1% |
765,981 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.1 |
1,111.8 |
1,090.6 |
|
R3 |
1,107.8 |
1,101.5 |
1,087.7 |
|
R2 |
1,097.5 |
1,097.5 |
1,086.8 |
|
R1 |
1,091.2 |
1,091.2 |
1,085.8 |
1,089.2 |
PP |
1,087.2 |
1,087.2 |
1,087.2 |
1,086.2 |
S1 |
1,080.9 |
1,080.9 |
1,084.0 |
1,078.9 |
S2 |
1,076.9 |
1,076.9 |
1,083.0 |
|
S3 |
1,066.6 |
1,070.6 |
1,082.1 |
|
S4 |
1,056.3 |
1,060.3 |
1,079.2 |
|
|
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 |
1,111.3 |
1,083.2 |
28.1 |
2.6% |
12.6 |
1.2% |
6% |
False |
True |
160,457 |
10 |
1,162.5 |
1,083.2 |
79.3 |
7.3% |
14.4 |
1.3% |
2% |
False |
True |
150,253 |
20 |
1,191.7 |
1,083.2 |
108.5 |
10.0% |
14.5 |
1.3% |
2% |
False |
True |
139,563 |
40 |
1,191.7 |
1,083.2 |
108.5 |
10.0% |
15.8 |
1.5% |
2% |
False |
True |
137,360 |
60 |
1,191.7 |
1,083.2 |
108.5 |
10.0% |
16.0 |
1.5% |
2% |
False |
True |
140,057 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.9% |
16.0 |
1.5% |
9% |
False |
False |
133,967 |
100 |
1,191.7 |
1,073.7 |
118.0 |
10.9% |
15.5 |
1.4% |
9% |
False |
False |
110,002 |
120 |
1,210.2 |
1,073.7 |
136.5 |
12.6% |
15.1 |
1.4% |
8% |
False |
False |
92,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.3 |
2.618 |
1,120.5 |
1.618 |
1,110.2 |
1.000 |
1,103.8 |
0.618 |
1,099.9 |
HIGH |
1,093.5 |
0.618 |
1,089.6 |
0.500 |
1,088.4 |
0.382 |
1,087.1 |
LOW |
1,083.2 |
0.618 |
1,076.8 |
1.000 |
1,072.9 |
1.618 |
1,066.5 |
2.618 |
1,056.2 |
4.250 |
1,039.4 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,088.4 |
1,089.1 |
PP |
1,087.2 |
1,087.7 |
S1 |
1,086.1 |
1,086.3 |
|