| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,175.1 |
1,154.9 |
-20.2 |
-1.7% |
1,198.1 |
| High |
1,178.6 |
1,157.5 |
-21.1 |
-1.8% |
1,201.2 |
| Low |
1,151.1 |
1,138.7 |
-12.4 |
-1.1% |
1,138.7 |
| Close |
1,153.1 |
1,143.0 |
-10.1 |
-0.9% |
1,143.0 |
| Range |
27.5 |
18.8 |
-8.7 |
-31.6% |
62.5 |
| ATR |
20.6 |
20.5 |
-0.1 |
-0.6% |
0.0 |
| Volume |
121,717 |
122,334 |
617 |
0.5% |
523,147 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.8 |
1,191.8 |
1,153.3 |
|
| R3 |
1,184.0 |
1,173.0 |
1,148.3 |
|
| R2 |
1,165.3 |
1,165.3 |
1,146.5 |
|
| R1 |
1,154.0 |
1,154.0 |
1,144.8 |
1,150.3 |
| PP |
1,146.5 |
1,146.5 |
1,146.5 |
1,144.5 |
| S1 |
1,135.3 |
1,135.3 |
1,141.3 |
1,131.5 |
| S2 |
1,127.5 |
1,127.5 |
1,139.5 |
|
| S3 |
1,108.8 |
1,116.5 |
1,137.8 |
|
| S4 |
1,090.0 |
1,097.8 |
1,132.8 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.5 |
1,308.3 |
1,177.5 |
|
| R3 |
1,286.0 |
1,245.8 |
1,160.3 |
|
| R2 |
1,223.5 |
1,223.5 |
1,154.5 |
|
| R1 |
1,183.3 |
1,183.3 |
1,148.8 |
1,172.0 |
| PP |
1,161.0 |
1,161.0 |
1,161.0 |
1,155.5 |
| S1 |
1,120.8 |
1,120.8 |
1,137.3 |
1,109.5 |
| S2 |
1,098.5 |
1,098.5 |
1,131.5 |
|
| S3 |
1,036.0 |
1,058.3 |
1,125.8 |
|
| S4 |
973.5 |
995.8 |
1,108.5 |
|
|
| 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 |
1,138.7 |
62.5 |
5.5% |
20.5 |
1.8% |
7% |
False |
True |
104,629 |
| 10 |
1,201.2 |
1,138.7 |
62.5 |
5.5% |
20.5 |
1.8% |
7% |
False |
True |
101,722 |
| 20 |
1,201.2 |
1,134.9 |
66.3 |
5.8% |
19.5 |
1.7% |
12% |
False |
False |
103,270 |
| 40 |
1,201.2 |
1,073.2 |
128.0 |
11.2% |
21.8 |
1.9% |
55% |
False |
False |
106,179 |
| 60 |
1,201.2 |
1,073.2 |
128.0 |
11.2% |
22.5 |
2.0% |
55% |
False |
False |
87,072 |
| 80 |
1,239.8 |
1,073.2 |
166.6 |
14.6% |
20.0 |
1.8% |
42% |
False |
False |
65,341 |
| 100 |
1,275.1 |
1,073.2 |
201.9 |
17.7% |
16.5 |
1.5% |
35% |
False |
False |
52,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.5 |
|
2.618 |
1,206.8 |
|
1.618 |
1,188.0 |
|
1.000 |
1,176.3 |
|
0.618 |
1,169.0 |
|
HIGH |
1,157.5 |
|
0.618 |
1,150.3 |
|
0.500 |
1,148.0 |
|
0.382 |
1,146.0 |
|
LOW |
1,138.8 |
|
0.618 |
1,127.0 |
|
1.000 |
1,120.0 |
|
1.618 |
1,108.3 |
|
2.618 |
1,089.5 |
|
4.250 |
1,058.8 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,148.0 |
1,165.3 |
| PP |
1,146.5 |
1,157.8 |
| S1 |
1,144.8 |
1,150.5 |
|