| 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 |
10,995.0 |
10,854.0 |
-141.0 |
-1.3% |
10,761.0 |
| High |
11,013.5 |
10,872.5 |
-141.0 |
-1.3% |
11,059.0 |
| Low |
10,786.0 |
10,727.0 |
-59.0 |
-0.5% |
10,727.5 |
| Close |
10,811.5 |
10,832.0 |
20.5 |
0.2% |
10,987.0 |
| Range |
227.5 |
145.5 |
-82.0 |
-36.0% |
331.5 |
| ATR |
207.6 |
203.2 |
-4.4 |
-2.1% |
0.0 |
| Volume |
90,846 |
86,887 |
-3,959 |
-4.4% |
450,156 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,247.0 |
11,185.0 |
10,912.0 |
|
| R3 |
11,101.5 |
11,039.5 |
10,872.0 |
|
| R2 |
10,956.0 |
10,956.0 |
10,858.7 |
|
| R1 |
10,894.0 |
10,894.0 |
10,845.3 |
10,852.3 |
| PP |
10,810.5 |
10,810.5 |
10,810.5 |
10,789.6 |
| S1 |
10,748.5 |
10,748.5 |
10,818.7 |
10,706.8 |
| S2 |
10,665.0 |
10,665.0 |
10,805.3 |
|
| S3 |
10,519.5 |
10,603.0 |
10,792.0 |
|
| S4 |
10,374.0 |
10,457.5 |
10,752.0 |
|
|
| 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 |
10,727.0 |
332.0 |
3.1% |
194.4 |
1.8% |
32% |
False |
True |
91,081 |
| 10 |
11,059.0 |
10,691.0 |
368.0 |
3.4% |
187.8 |
1.7% |
38% |
False |
False |
89,258 |
| 20 |
11,059.0 |
9,885.5 |
1,173.5 |
10.8% |
184.0 |
1.7% |
81% |
False |
False |
93,696 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.2% |
210.2 |
1.9% |
87% |
False |
False |
106,544 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.2% |
226.8 |
2.1% |
87% |
False |
False |
75,108 |
| 80 |
11,785.0 |
9,301.0 |
2,484.0 |
22.9% |
216.3 |
2.0% |
62% |
False |
False |
56,431 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
211.4 |
2.0% |
61% |
False |
False |
45,197 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.0% |
211.9 |
2.0% |
59% |
False |
False |
37,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,490.9 |
|
2.618 |
11,253.4 |
|
1.618 |
11,107.9 |
|
1.000 |
11,018.0 |
|
0.618 |
10,962.4 |
|
HIGH |
10,872.5 |
|
0.618 |
10,816.9 |
|
0.500 |
10,799.8 |
|
0.382 |
10,782.6 |
|
LOW |
10,727.0 |
|
0.618 |
10,637.1 |
|
1.000 |
10,581.5 |
|
1.618 |
10,491.6 |
|
2.618 |
10,346.1 |
|
4.250 |
10,108.6 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,821.3 |
10,893.0 |
| PP |
10,810.5 |
10,872.7 |
| S1 |
10,799.8 |
10,852.3 |
|