| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,890.0 |
10,719.0 |
-171.0 |
-1.6% |
10,995.0 |
| High |
10,960.5 |
10,817.0 |
-143.5 |
-1.3% |
11,013.5 |
| Low |
10,711.0 |
10,605.5 |
-105.5 |
-1.0% |
10,605.5 |
| Close |
10,787.0 |
10,693.5 |
-93.5 |
-0.9% |
10,693.5 |
| Range |
249.5 |
211.5 |
-38.0 |
-15.2% |
408.0 |
| ATR |
203.9 |
204.4 |
0.5 |
0.3% |
0.0 |
| Volume |
113,267 |
113,267 |
0 |
0.0% |
517,844 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,339.8 |
11,228.2 |
10,809.8 |
|
| R3 |
11,128.3 |
11,016.7 |
10,751.7 |
|
| R2 |
10,916.8 |
10,916.8 |
10,732.3 |
|
| R1 |
10,805.2 |
10,805.2 |
10,712.9 |
10,755.3 |
| PP |
10,705.3 |
10,705.3 |
10,705.3 |
10,680.4 |
| S1 |
10,593.7 |
10,593.7 |
10,674.1 |
10,543.8 |
| S2 |
10,493.8 |
10,493.8 |
10,654.7 |
|
| S3 |
10,282.3 |
10,382.2 |
10,635.3 |
|
| S4 |
10,070.8 |
10,170.7 |
10,577.2 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,994.8 |
11,752.2 |
10,917.9 |
|
| R3 |
11,586.8 |
11,344.2 |
10,805.7 |
|
| R2 |
11,178.8 |
11,178.8 |
10,768.3 |
|
| R1 |
10,936.2 |
10,936.2 |
10,730.9 |
10,853.5 |
| PP |
10,770.8 |
10,770.8 |
10,770.8 |
10,729.5 |
| S1 |
10,528.2 |
10,528.2 |
10,656.1 |
10,445.5 |
| S2 |
10,362.8 |
10,362.8 |
10,618.7 |
|
| S3 |
9,954.8 |
10,120.2 |
10,581.3 |
|
| S4 |
9,546.8 |
9,712.2 |
10,469.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,013.5 |
10,605.5 |
408.0 |
3.8% |
198.9 |
1.9% |
22% |
False |
True |
103,568 |
| 10 |
11,059.0 |
10,605.5 |
453.5 |
4.2% |
197.8 |
1.8% |
19% |
False |
True |
96,800 |
| 20 |
11,059.0 |
10,066.0 |
993.0 |
9.3% |
192.1 |
1.8% |
63% |
False |
False |
96,783 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.4% |
207.5 |
1.9% |
79% |
False |
False |
107,301 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.4% |
226.9 |
2.1% |
79% |
False |
False |
80,753 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
22.2% |
218.2 |
2.0% |
59% |
False |
False |
60,669 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.5% |
212.2 |
2.0% |
55% |
False |
False |
48,584 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.5% |
212.4 |
2.0% |
55% |
False |
False |
40,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,715.9 |
|
2.618 |
11,370.7 |
|
1.618 |
11,159.2 |
|
1.000 |
11,028.5 |
|
0.618 |
10,947.7 |
|
HIGH |
10,817.0 |
|
0.618 |
10,736.2 |
|
0.500 |
10,711.3 |
|
0.382 |
10,686.3 |
|
LOW |
10,605.5 |
|
0.618 |
10,474.8 |
|
1.000 |
10,394.0 |
|
1.618 |
10,263.3 |
|
2.618 |
10,051.8 |
|
4.250 |
9,706.6 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,711.3 |
10,801.0 |
| PP |
10,705.3 |
10,765.2 |
| S1 |
10,699.4 |
10,729.3 |
|