| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,076.50 |
2,068.50 |
-8.00 |
-0.4% |
2,073.00 |
| High |
2,087.25 |
2,077.50 |
-9.75 |
-0.5% |
2,110.25 |
| Low |
2,067.75 |
2,039.50 |
-28.25 |
-1.4% |
2,064.25 |
| Close |
2,069.00 |
2,040.50 |
-28.50 |
-1.4% |
2,093.75 |
| Range |
19.50 |
38.00 |
18.50 |
94.9% |
46.00 |
| ATR |
25.09 |
26.01 |
0.92 |
3.7% |
0.00 |
| Volume |
1,171,396 |
1,807,653 |
636,257 |
54.3% |
7,563,576 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,166.50 |
2,141.50 |
2,061.50 |
|
| R3 |
2,128.50 |
2,103.50 |
2,051.00 |
|
| R2 |
2,090.50 |
2,090.50 |
2,047.50 |
|
| R1 |
2,065.50 |
2,065.50 |
2,044.00 |
2,059.00 |
| PP |
2,052.50 |
2,052.50 |
2,052.50 |
2,049.25 |
| S1 |
2,027.50 |
2,027.50 |
2,037.00 |
2,021.00 |
| S2 |
2,014.50 |
2,014.50 |
2,033.50 |
|
| S3 |
1,976.50 |
1,989.50 |
2,030.00 |
|
| S4 |
1,938.50 |
1,951.50 |
2,019.50 |
|
|
| 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 |
2,099.00 |
2,039.50 |
59.50 |
2.9% |
25.75 |
1.3% |
2% |
False |
True |
1,593,598 |
| 10 |
2,110.25 |
2,039.50 |
70.75 |
3.5% |
25.00 |
1.2% |
1% |
False |
True |
1,543,620 |
| 20 |
2,110.25 |
2,007.50 |
102.75 |
5.0% |
22.75 |
1.1% |
32% |
False |
False |
1,553,290 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
12.2% |
28.75 |
1.4% |
72% |
False |
False |
1,710,277 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
14.1% |
36.25 |
1.8% |
76% |
False |
False |
1,320,665 |
| 80 |
2,110.25 |
1,823.00 |
287.25 |
14.1% |
33.00 |
1.6% |
76% |
False |
False |
991,626 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.5% |
31.00 |
1.5% |
74% |
False |
False |
793,854 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.5% |
28.75 |
1.4% |
74% |
False |
False |
661,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.00 |
|
2.618 |
2,177.00 |
|
1.618 |
2,139.00 |
|
1.000 |
2,115.50 |
|
0.618 |
2,101.00 |
|
HIGH |
2,077.50 |
|
0.618 |
2,063.00 |
|
0.500 |
2,058.50 |
|
0.382 |
2,054.00 |
|
LOW |
2,039.50 |
|
0.618 |
2,016.00 |
|
1.000 |
2,001.50 |
|
1.618 |
1,978.00 |
|
2.618 |
1,940.00 |
|
4.250 |
1,878.00 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.50 |
2,063.50 |
| PP |
2,052.50 |
2,055.75 |
| S1 |
2,046.50 |
2,048.00 |
|