| 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 |
1,198.1 |
1,180.1 |
-18.0 |
-1.5% |
1,157.1 |
| High |
1,201.2 |
1,187.9 |
-13.3 |
-1.1% |
1,199.3 |
| Low |
1,176.9 |
1,173.6 |
-3.3 |
-0.3% |
1,151.7 |
| Close |
1,180.4 |
1,187.0 |
6.6 |
0.6% |
1,198.8 |
| Range |
24.3 |
14.3 |
-10.0 |
-41.2% |
47.6 |
| ATR |
20.7 |
20.3 |
-0.5 |
-2.2% |
0.0 |
| Volume |
113,625 |
86,014 |
-27,611 |
-24.3% |
494,082 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.8 |
1,220.8 |
1,194.8 |
|
| R3 |
1,211.5 |
1,206.3 |
1,191.0 |
|
| R2 |
1,197.3 |
1,197.3 |
1,189.5 |
|
| R1 |
1,192.0 |
1,192.0 |
1,188.3 |
1,194.5 |
| PP |
1,182.8 |
1,182.8 |
1,182.8 |
1,184.0 |
| S1 |
1,177.8 |
1,177.8 |
1,185.8 |
1,180.3 |
| S2 |
1,168.5 |
1,168.5 |
1,184.5 |
|
| S3 |
1,154.3 |
1,163.5 |
1,183.0 |
|
| S4 |
1,140.0 |
1,149.3 |
1,179.3 |
|
|
| 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 |
1,173.6 |
27.6 |
2.3% |
18.0 |
1.5% |
49% |
False |
True |
99,210 |
| 10 |
1,201.2 |
1,141.3 |
59.9 |
5.0% |
20.5 |
1.7% |
76% |
False |
False |
105,680 |
| 20 |
1,201.2 |
1,130.3 |
70.9 |
6.0% |
19.8 |
1.7% |
80% |
False |
False |
102,262 |
| 40 |
1,201.2 |
1,073.2 |
128.0 |
10.8% |
21.8 |
1.8% |
89% |
False |
False |
108,152 |
| 60 |
1,215.0 |
1,073.2 |
141.8 |
11.9% |
22.3 |
1.9% |
80% |
False |
False |
81,697 |
| 80 |
1,254.5 |
1,073.2 |
181.3 |
15.3% |
19.5 |
1.6% |
63% |
False |
False |
61,298 |
| 100 |
1,288.0 |
1,073.2 |
214.8 |
18.1% |
16.0 |
1.4% |
53% |
False |
False |
49,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.8 |
|
2.618 |
1,225.3 |
|
1.618 |
1,211.0 |
|
1.000 |
1,202.3 |
|
0.618 |
1,196.8 |
|
HIGH |
1,188.0 |
|
0.618 |
1,182.5 |
|
0.500 |
1,180.8 |
|
0.382 |
1,179.0 |
|
LOW |
1,173.5 |
|
0.618 |
1,164.8 |
|
1.000 |
1,159.3 |
|
1.618 |
1,150.5 |
|
2.618 |
1,136.3 |
|
4.250 |
1,112.8 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,185.0 |
1,187.5 |
| PP |
1,182.8 |
1,187.3 |
| S1 |
1,180.8 |
1,187.3 |
|