| 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 |
10,902.0 |
10,995.0 |
93.0 |
0.9% |
10,761.0 |
| High |
11,059.0 |
11,013.5 |
-45.5 |
-0.4% |
11,059.0 |
| Low |
10,841.5 |
10,786.0 |
-55.5 |
-0.5% |
10,727.5 |
| Close |
10,987.0 |
10,811.5 |
-175.5 |
-1.6% |
10,987.0 |
| Range |
217.5 |
227.5 |
10.0 |
4.6% |
331.5 |
| ATR |
206.1 |
207.6 |
1.5 |
0.7% |
0.0 |
| Volume |
86,938 |
90,846 |
3,908 |
4.5% |
450,156 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,552.8 |
11,409.7 |
10,936.6 |
|
| R3 |
11,325.3 |
11,182.2 |
10,874.1 |
|
| R2 |
11,097.8 |
11,097.8 |
10,853.2 |
|
| R1 |
10,954.7 |
10,954.7 |
10,832.4 |
10,912.5 |
| PP |
10,870.3 |
10,870.3 |
10,870.3 |
10,849.3 |
| S1 |
10,727.2 |
10,727.2 |
10,790.6 |
10,685.0 |
| S2 |
10,642.8 |
10,642.8 |
10,769.8 |
|
| S3 |
10,415.3 |
10,499.7 |
10,748.9 |
|
| S4 |
10,187.8 |
10,272.2 |
10,686.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,919.0 |
11,784.5 |
11,169.3 |
|
| R3 |
11,587.5 |
11,453.0 |
11,078.2 |
|
| R2 |
11,256.0 |
11,256.0 |
11,047.8 |
|
| R1 |
11,121.5 |
11,121.5 |
11,017.4 |
11,188.8 |
| PP |
10,924.5 |
10,924.5 |
10,924.5 |
10,958.1 |
| S1 |
10,790.0 |
10,790.0 |
10,956.6 |
10,857.3 |
| S2 |
10,593.0 |
10,593.0 |
10,926.2 |
|
| S3 |
10,261.5 |
10,458.5 |
10,895.8 |
|
| S4 |
9,930.0 |
10,127.0 |
10,804.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,059.0 |
10,781.5 |
277.5 |
2.6% |
188.6 |
1.7% |
11% |
False |
False |
92,618 |
| 10 |
11,059.0 |
10,685.5 |
373.5 |
3.5% |
185.7 |
1.7% |
34% |
False |
False |
89,902 |
| 20 |
11,059.0 |
9,885.5 |
1,173.5 |
10.9% |
185.8 |
1.7% |
79% |
False |
False |
94,775 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.3% |
211.3 |
2.0% |
86% |
False |
False |
105,891 |
| 60 |
11,111.5 |
9,301.0 |
1,810.5 |
16.7% |
229.1 |
2.1% |
83% |
False |
False |
73,665 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
215.5 |
2.0% |
60% |
False |
False |
55,348 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
212.9 |
2.0% |
60% |
False |
False |
44,338 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.0% |
211.0 |
2.0% |
58% |
False |
False |
36,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,980.4 |
|
2.618 |
11,609.1 |
|
1.618 |
11,381.6 |
|
1.000 |
11,241.0 |
|
0.618 |
11,154.1 |
|
HIGH |
11,013.5 |
|
0.618 |
10,926.6 |
|
0.500 |
10,899.8 |
|
0.382 |
10,872.9 |
|
LOW |
10,786.0 |
|
0.618 |
10,645.4 |
|
1.000 |
10,558.5 |
|
1.618 |
10,417.9 |
|
2.618 |
10,190.4 |
|
4.250 |
9,819.1 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,899.8 |
10,920.3 |
| PP |
10,870.3 |
10,884.0 |
| S1 |
10,840.9 |
10,847.8 |
|