| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,719.0 |
10,500.0 |
-219.0 |
-2.0% |
10,995.0 |
| High |
10,817.0 |
10,820.5 |
3.5 |
0.0% |
11,013.5 |
| Low |
10,605.5 |
10,482.0 |
-123.5 |
-1.2% |
10,605.5 |
| Close |
10,693.5 |
10,687.5 |
-6.0 |
-0.1% |
10,693.5 |
| Range |
211.5 |
338.5 |
127.0 |
60.0% |
408.0 |
| ATR |
204.4 |
214.0 |
9.6 |
4.7% |
0.0 |
| Volume |
113,267 |
107,829 |
-5,438 |
-4.8% |
517,844 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,678.8 |
11,521.7 |
10,873.7 |
|
| R3 |
11,340.3 |
11,183.2 |
10,780.6 |
|
| R2 |
11,001.8 |
11,001.8 |
10,749.6 |
|
| R1 |
10,844.7 |
10,844.7 |
10,718.5 |
10,923.3 |
| PP |
10,663.3 |
10,663.3 |
10,663.3 |
10,702.6 |
| S1 |
10,506.2 |
10,506.2 |
10,656.5 |
10,584.8 |
| S2 |
10,324.8 |
10,324.8 |
10,625.4 |
|
| S3 |
9,986.3 |
10,167.7 |
10,594.4 |
|
| S4 |
9,647.8 |
9,829.2 |
10,501.3 |
|
|
| 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 |
10,996.5 |
10,482.0 |
514.5 |
4.8% |
221.1 |
2.1% |
40% |
False |
True |
106,965 |
| 10 |
11,059.0 |
10,482.0 |
577.0 |
5.4% |
204.9 |
1.9% |
36% |
False |
True |
99,791 |
| 20 |
11,059.0 |
10,076.0 |
983.0 |
9.2% |
201.9 |
1.9% |
62% |
False |
False |
98,269 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.4% |
210.5 |
2.0% |
79% |
False |
False |
106,173 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.4% |
225.1 |
2.1% |
79% |
False |
False |
82,492 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
22.2% |
219.3 |
2.1% |
59% |
False |
False |
62,014 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.5% |
213.9 |
2.0% |
55% |
False |
False |
49,660 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
23.5% |
213.4 |
2.0% |
55% |
False |
False |
41,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,259.1 |
|
2.618 |
11,706.7 |
|
1.618 |
11,368.2 |
|
1.000 |
11,159.0 |
|
0.618 |
11,029.7 |
|
HIGH |
10,820.5 |
|
0.618 |
10,691.2 |
|
0.500 |
10,651.3 |
|
0.382 |
10,611.3 |
|
LOW |
10,482.0 |
|
0.618 |
10,272.8 |
|
1.000 |
10,143.5 |
|
1.618 |
9,934.3 |
|
2.618 |
9,595.8 |
|
4.250 |
9,043.4 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,675.4 |
10,721.3 |
| PP |
10,663.3 |
10,710.0 |
| S1 |
10,651.3 |
10,698.8 |
|