| 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 |
10,864.0 |
10,890.0 |
26.0 |
0.2% |
10,761.0 |
| High |
10,996.5 |
10,960.5 |
-36.0 |
-0.3% |
11,059.0 |
| Low |
10,836.0 |
10,711.0 |
-125.0 |
-1.2% |
10,727.5 |
| Close |
10,910.0 |
10,787.0 |
-123.0 |
-1.1% |
10,987.0 |
| Range |
160.5 |
249.5 |
89.0 |
55.5% |
331.5 |
| ATR |
200.4 |
203.9 |
3.5 |
1.8% |
0.0 |
| Volume |
113,577 |
113,267 |
-310 |
-0.3% |
450,156 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,568.0 |
11,427.0 |
10,924.2 |
|
| R3 |
11,318.5 |
11,177.5 |
10,855.6 |
|
| R2 |
11,069.0 |
11,069.0 |
10,832.7 |
|
| R1 |
10,928.0 |
10,928.0 |
10,809.9 |
10,873.8 |
| PP |
10,819.5 |
10,819.5 |
10,819.5 |
10,792.4 |
| S1 |
10,678.5 |
10,678.5 |
10,764.1 |
10,624.3 |
| S2 |
10,570.0 |
10,570.0 |
10,741.3 |
|
| S3 |
10,320.5 |
10,429.0 |
10,718.4 |
|
| S4 |
10,071.0 |
10,179.5 |
10,649.8 |
|
|
| 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 |
10,711.0 |
348.0 |
3.2% |
200.1 |
1.9% |
22% |
False |
True |
98,303 |
| 10 |
11,059.0 |
10,711.0 |
348.0 |
3.2% |
190.0 |
1.8% |
22% |
False |
True |
93,692 |
| 20 |
11,059.0 |
10,052.5 |
1,006.5 |
9.3% |
187.2 |
1.7% |
73% |
False |
False |
95,333 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.3% |
211.3 |
2.0% |
85% |
False |
False |
107,143 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.3% |
229.0 |
2.1% |
85% |
False |
False |
78,878 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
22.0% |
217.7 |
2.0% |
63% |
False |
False |
59,263 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
212.3 |
2.0% |
59% |
False |
False |
47,454 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.3% |
211.5 |
2.0% |
59% |
False |
False |
39,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,020.9 |
|
2.618 |
11,613.7 |
|
1.618 |
11,364.2 |
|
1.000 |
11,210.0 |
|
0.618 |
11,114.7 |
|
HIGH |
10,960.5 |
|
0.618 |
10,865.2 |
|
0.500 |
10,835.8 |
|
0.382 |
10,806.3 |
|
LOW |
10,711.0 |
|
0.618 |
10,556.8 |
|
1.000 |
10,461.5 |
|
1.618 |
10,307.3 |
|
2.618 |
10,057.8 |
|
4.250 |
9,650.6 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,835.8 |
10,853.8 |
| PP |
10,819.5 |
10,831.5 |
| S1 |
10,803.3 |
10,809.3 |
|