| 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 |
1,186.8 |
1,198.1 |
11.3 |
1.0% |
1,157.1 |
| High |
1,199.3 |
1,201.2 |
1.9 |
0.2% |
1,199.3 |
| Low |
1,177.2 |
1,176.9 |
-0.3 |
0.0% |
1,151.7 |
| Close |
1,198.8 |
1,180.4 |
-18.4 |
-1.5% |
1,198.8 |
| Range |
22.1 |
24.3 |
2.2 |
10.0% |
47.6 |
| ATR |
20.4 |
20.7 |
0.3 |
1.3% |
0.0 |
| Volume |
110,714 |
113,625 |
2,911 |
2.6% |
494,082 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.0 |
1,244.0 |
1,193.8 |
|
| R3 |
1,234.8 |
1,219.8 |
1,187.0 |
|
| R2 |
1,210.5 |
1,210.5 |
1,184.8 |
|
| R1 |
1,195.5 |
1,195.5 |
1,182.8 |
1,190.8 |
| PP |
1,186.3 |
1,186.3 |
1,186.3 |
1,183.8 |
| S1 |
1,171.3 |
1,171.3 |
1,178.3 |
1,166.5 |
| S2 |
1,161.8 |
1,161.8 |
1,176.0 |
|
| S3 |
1,137.5 |
1,146.8 |
1,173.8 |
|
| S4 |
1,113.3 |
1,122.5 |
1,167.0 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.0 |
1,310.0 |
1,225.0 |
|
| R3 |
1,278.5 |
1,262.5 |
1,212.0 |
|
| R2 |
1,230.8 |
1,230.8 |
1,207.5 |
|
| R1 |
1,214.8 |
1,214.8 |
1,203.3 |
1,222.8 |
| PP |
1,183.3 |
1,183.3 |
1,183.3 |
1,187.3 |
| S1 |
1,167.3 |
1,167.3 |
1,194.5 |
1,175.3 |
| S2 |
1,135.8 |
1,135.8 |
1,190.0 |
|
| S3 |
1,088.0 |
1,119.8 |
1,185.8 |
|
| S4 |
1,040.5 |
1,072.0 |
1,172.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,201.2 |
1,175.2 |
26.0 |
2.2% |
18.5 |
1.6% |
20% |
True |
False |
101,314 |
| 10 |
1,201.2 |
1,134.9 |
66.3 |
5.6% |
21.3 |
1.8% |
69% |
True |
False |
109,137 |
| 20 |
1,201.2 |
1,130.3 |
70.9 |
6.0% |
20.3 |
1.7% |
71% |
True |
False |
102,865 |
| 40 |
1,201.2 |
1,073.2 |
128.0 |
10.8% |
22.0 |
1.9% |
84% |
True |
False |
109,767 |
| 60 |
1,216.0 |
1,073.2 |
142.8 |
12.1% |
22.3 |
1.9% |
75% |
False |
False |
80,273 |
| 80 |
1,254.5 |
1,073.2 |
181.3 |
15.4% |
19.3 |
1.6% |
59% |
False |
False |
60,223 |
| 100 |
1,288.0 |
1,073.2 |
214.8 |
18.2% |
16.0 |
1.3% |
50% |
False |
False |
48,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,304.5 |
|
2.618 |
1,264.8 |
|
1.618 |
1,240.5 |
|
1.000 |
1,225.5 |
|
0.618 |
1,216.3 |
|
HIGH |
1,201.3 |
|
0.618 |
1,192.0 |
|
0.500 |
1,189.0 |
|
0.382 |
1,186.3 |
|
LOW |
1,177.0 |
|
0.618 |
1,162.0 |
|
1.000 |
1,152.5 |
|
1.618 |
1,137.5 |
|
2.618 |
1,113.3 |
|
4.250 |
1,073.5 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,189.0 |
1,188.3 |
| PP |
1,186.3 |
1,185.5 |
| S1 |
1,183.3 |
1,183.0 |
|