| 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 |
2,094.75 |
2,092.00 |
-2.75 |
-0.1% |
2,073.00 |
| High |
2,099.00 |
2,097.75 |
-1.25 |
-0.1% |
2,110.25 |
| Low |
2,077.50 |
2,062.00 |
-15.50 |
-0.7% |
2,064.25 |
| Close |
2,093.75 |
2,073.00 |
-20.75 |
-1.0% |
2,093.75 |
| Range |
21.50 |
35.75 |
14.25 |
66.3% |
46.00 |
| ATR |
25.64 |
26.36 |
0.72 |
2.8% |
0.00 |
| Volume |
1,846,631 |
1,856,213 |
9,582 |
0.5% |
7,563,576 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.75 |
2,164.75 |
2,092.75 |
|
| R3 |
2,149.00 |
2,129.00 |
2,082.75 |
|
| R2 |
2,113.25 |
2,113.25 |
2,079.50 |
|
| R1 |
2,093.25 |
2,093.25 |
2,076.25 |
2,085.50 |
| PP |
2,077.50 |
2,077.50 |
2,077.50 |
2,073.75 |
| S1 |
2,057.50 |
2,057.50 |
2,069.75 |
2,049.50 |
| S2 |
2,041.75 |
2,041.75 |
2,066.50 |
|
| S3 |
2,006.00 |
2,021.75 |
2,063.25 |
|
| S4 |
1,970.25 |
1,986.00 |
2,053.25 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.50 |
2,206.50 |
2,119.00 |
|
| R3 |
2,181.50 |
2,160.50 |
2,106.50 |
|
| R2 |
2,135.50 |
2,135.50 |
2,102.25 |
|
| R1 |
2,114.50 |
2,114.50 |
2,098.00 |
2,125.00 |
| PP |
2,089.50 |
2,089.50 |
2,089.50 |
2,094.50 |
| S1 |
2,068.50 |
2,068.50 |
2,089.50 |
2,079.00 |
| S2 |
2,043.50 |
2,043.50 |
2,085.25 |
|
| S3 |
1,997.50 |
2,022.50 |
2,081.00 |
|
| S4 |
1,951.50 |
1,976.50 |
2,068.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,110.25 |
2,062.00 |
48.25 |
2.3% |
23.75 |
1.1% |
23% |
False |
True |
1,627,149 |
| 10 |
2,110.25 |
2,051.25 |
59.00 |
2.8% |
23.50 |
1.1% |
37% |
False |
False |
1,571,325 |
| 20 |
2,110.25 |
1,982.50 |
127.75 |
6.2% |
23.00 |
1.1% |
71% |
False |
False |
1,591,556 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
29.50 |
1.4% |
85% |
False |
False |
1,753,853 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.9% |
36.25 |
1.7% |
87% |
False |
False |
1,249,834 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
32.50 |
1.6% |
85% |
False |
False |
938,401 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
30.75 |
1.5% |
85% |
False |
False |
751,229 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
28.50 |
1.4% |
85% |
False |
False |
626,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.75 |
|
2.618 |
2,191.25 |
|
1.618 |
2,155.50 |
|
1.000 |
2,133.50 |
|
0.618 |
2,119.75 |
|
HIGH |
2,097.75 |
|
0.618 |
2,084.00 |
|
0.500 |
2,080.00 |
|
0.382 |
2,075.75 |
|
LOW |
2,062.00 |
|
0.618 |
2,040.00 |
|
1.000 |
2,026.25 |
|
1.618 |
2,004.25 |
|
2.618 |
1,968.50 |
|
4.250 |
1,910.00 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.00 |
2,083.50 |
| PP |
2,077.50 |
2,080.00 |
| S1 |
2,075.25 |
2,076.50 |
|