| 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 |
10,854.0 |
10,864.0 |
10.0 |
0.1% |
10,761.0 |
| High |
10,872.5 |
10,996.5 |
124.0 |
1.1% |
11,059.0 |
| Low |
10,727.0 |
10,836.0 |
109.0 |
1.0% |
10,727.5 |
| Close |
10,832.0 |
10,910.0 |
78.0 |
0.7% |
10,987.0 |
| Range |
145.5 |
160.5 |
15.0 |
10.3% |
331.5 |
| ATR |
203.2 |
200.4 |
-2.8 |
-1.4% |
0.0 |
| Volume |
86,887 |
113,577 |
26,690 |
30.7% |
450,156 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,395.7 |
11,313.3 |
10,998.3 |
|
| R3 |
11,235.2 |
11,152.8 |
10,954.1 |
|
| R2 |
11,074.7 |
11,074.7 |
10,939.4 |
|
| R1 |
10,992.3 |
10,992.3 |
10,924.7 |
11,033.5 |
| PP |
10,914.2 |
10,914.2 |
10,914.2 |
10,934.8 |
| S1 |
10,831.8 |
10,831.8 |
10,895.3 |
10,873.0 |
| S2 |
10,753.7 |
10,753.7 |
10,880.6 |
|
| S3 |
10,593.2 |
10,671.3 |
10,865.9 |
|
| S4 |
10,432.7 |
10,510.8 |
10,821.7 |
|
|
| 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 |
3.0% |
187.1 |
1.7% |
55% |
False |
False |
95,234 |
| 10 |
11,059.0 |
10,727.0 |
332.0 |
3.0% |
180.3 |
1.7% |
55% |
False |
False |
91,283 |
| 20 |
11,059.0 |
9,956.0 |
1,103.0 |
10.1% |
184.3 |
1.7% |
86% |
False |
False |
94,303 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.1% |
210.0 |
1.9% |
92% |
False |
False |
108,190 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.1% |
227.8 |
2.1% |
92% |
False |
False |
76,997 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.7% |
215.7 |
2.0% |
68% |
False |
False |
57,849 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.0% |
211.8 |
1.9% |
64% |
False |
False |
46,328 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.0% |
210.8 |
1.9% |
64% |
False |
False |
38,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,678.6 |
|
2.618 |
11,416.7 |
|
1.618 |
11,256.2 |
|
1.000 |
11,157.0 |
|
0.618 |
11,095.7 |
|
HIGH |
10,996.5 |
|
0.618 |
10,935.2 |
|
0.500 |
10,916.3 |
|
0.382 |
10,897.3 |
|
LOW |
10,836.0 |
|
0.618 |
10,736.8 |
|
1.000 |
10,675.5 |
|
1.618 |
10,576.3 |
|
2.618 |
10,415.8 |
|
4.250 |
10,153.9 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,916.3 |
10,896.8 |
| PP |
10,914.2 |
10,883.5 |
| S1 |
10,912.1 |
10,870.3 |
|