| 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 |
2,092.00 |
2,072.25 |
-19.75 |
-0.9% |
2,073.00 |
| High |
2,097.75 |
2,079.00 |
-18.75 |
-0.9% |
2,110.25 |
| Low |
2,062.00 |
2,064.50 |
2.50 |
0.1% |
2,064.25 |
| Close |
2,073.00 |
2,078.00 |
5.00 |
0.2% |
2,093.75 |
| Range |
35.75 |
14.50 |
-21.25 |
-59.4% |
46.00 |
| ATR |
26.36 |
25.52 |
-0.85 |
-3.2% |
0.00 |
| Volume |
1,856,213 |
1,286,098 |
-570,115 |
-30.7% |
7,563,576 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.25 |
2,112.25 |
2,086.00 |
|
| R3 |
2,102.75 |
2,097.75 |
2,082.00 |
|
| R2 |
2,088.25 |
2,088.25 |
2,080.75 |
|
| R1 |
2,083.25 |
2,083.25 |
2,079.25 |
2,085.75 |
| PP |
2,073.75 |
2,073.75 |
2,073.75 |
2,075.00 |
| S1 |
2,068.75 |
2,068.75 |
2,076.75 |
2,071.25 |
| S2 |
2,059.25 |
2,059.25 |
2,075.25 |
|
| S3 |
2,044.75 |
2,054.25 |
2,074.00 |
|
| S4 |
2,030.25 |
2,039.75 |
2,070.00 |
|
|
| 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 |
2,109.75 |
2,062.00 |
47.75 |
2.3% |
22.25 |
1.1% |
34% |
False |
False |
1,614,705 |
| 10 |
2,110.25 |
2,055.50 |
54.75 |
2.6% |
23.75 |
1.1% |
41% |
False |
False |
1,575,574 |
| 20 |
2,110.25 |
1,982.50 |
127.75 |
6.1% |
22.50 |
1.1% |
75% |
False |
False |
1,579,928 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
29.00 |
1.4% |
87% |
False |
False |
1,735,115 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.8% |
36.00 |
1.7% |
89% |
False |
False |
1,271,201 |
| 80 |
2,117.00 |
1,823.00 |
294.00 |
14.1% |
32.50 |
1.6% |
87% |
False |
False |
954,447 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
30.50 |
1.5% |
86% |
False |
False |
764,079 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.2% |
28.50 |
1.4% |
86% |
False |
False |
636,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.50 |
|
2.618 |
2,117.00 |
|
1.618 |
2,102.50 |
|
1.000 |
2,093.50 |
|
0.618 |
2,088.00 |
|
HIGH |
2,079.00 |
|
0.618 |
2,073.50 |
|
0.500 |
2,071.75 |
|
0.382 |
2,070.00 |
|
LOW |
2,064.50 |
|
0.618 |
2,055.50 |
|
1.000 |
2,050.00 |
|
1.618 |
2,041.00 |
|
2.618 |
2,026.50 |
|
4.250 |
2,003.00 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.00 |
2,080.50 |
| PP |
2,073.75 |
2,079.75 |
| S1 |
2,071.75 |
2,078.75 |
|