| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,072.25 |
2,076.50 |
4.25 |
0.2% |
2,073.00 |
| High |
2,079.00 |
2,087.25 |
8.25 |
0.4% |
2,110.25 |
| Low |
2,064.50 |
2,067.75 |
3.25 |
0.2% |
2,064.25 |
| Close |
2,078.00 |
2,069.00 |
-9.00 |
-0.4% |
2,093.75 |
| Range |
14.50 |
19.50 |
5.00 |
34.5% |
46.00 |
| ATR |
25.52 |
25.09 |
-0.43 |
-1.7% |
0.00 |
| Volume |
1,286,098 |
1,171,396 |
-114,702 |
-8.9% |
7,563,576 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.25 |
2,120.50 |
2,079.75 |
|
| R3 |
2,113.75 |
2,101.00 |
2,074.25 |
|
| R2 |
2,094.25 |
2,094.25 |
2,072.50 |
|
| R1 |
2,081.50 |
2,081.50 |
2,070.75 |
2,078.00 |
| PP |
2,074.75 |
2,074.75 |
2,074.75 |
2,073.00 |
| S1 |
2,062.00 |
2,062.00 |
2,067.25 |
2,058.50 |
| S2 |
2,055.25 |
2,055.25 |
2,065.50 |
|
| S3 |
2,035.75 |
2,042.50 |
2,063.75 |
|
| S4 |
2,016.25 |
2,023.00 |
2,058.25 |
|
|
| 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 |
2,104.75 |
2,062.00 |
42.75 |
2.1% |
22.50 |
1.1% |
16% |
False |
False |
1,539,683 |
| 10 |
2,110.25 |
2,062.00 |
48.25 |
2.3% |
22.75 |
1.1% |
15% |
False |
False |
1,503,628 |
| 20 |
2,110.25 |
1,985.00 |
125.25 |
6.1% |
22.50 |
1.1% |
67% |
False |
False |
1,549,465 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.0% |
28.75 |
1.4% |
83% |
False |
False |
1,723,280 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.9% |
36.00 |
1.7% |
86% |
False |
False |
1,290,614 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
13.9% |
32.75 |
1.6% |
86% |
False |
False |
969,067 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
30.50 |
1.5% |
83% |
False |
False |
775,787 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.3% |
28.75 |
1.4% |
83% |
False |
False |
646,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.00 |
|
2.618 |
2,138.25 |
|
1.618 |
2,118.75 |
|
1.000 |
2,106.75 |
|
0.618 |
2,099.25 |
|
HIGH |
2,087.25 |
|
0.618 |
2,079.75 |
|
0.500 |
2,077.50 |
|
0.382 |
2,075.25 |
|
LOW |
2,067.75 |
|
0.618 |
2,055.75 |
|
1.000 |
2,048.25 |
|
1.618 |
2,036.25 |
|
2.618 |
2,016.75 |
|
4.250 |
1,985.00 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.50 |
2,080.00 |
| PP |
2,074.75 |
2,076.25 |
| S1 |
2,071.75 |
2,072.50 |
|