| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,500.0 |
10,829.0 |
329.0 |
3.1% |
10,995.0 |
| High |
10,820.5 |
10,978.5 |
158.0 |
1.5% |
11,013.5 |
| Low |
10,482.0 |
10,782.0 |
300.0 |
2.9% |
10,605.5 |
| Close |
10,687.5 |
10,959.0 |
271.5 |
2.5% |
10,693.5 |
| Range |
338.5 |
196.5 |
-142.0 |
-41.9% |
408.0 |
| ATR |
214.0 |
219.5 |
5.5 |
2.6% |
0.0 |
| Volume |
107,829 |
90,287 |
-17,542 |
-16.3% |
517,844 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,496.0 |
11,424.0 |
11,067.1 |
|
| R3 |
11,299.5 |
11,227.5 |
11,013.0 |
|
| R2 |
11,103.0 |
11,103.0 |
10,995.0 |
|
| R1 |
11,031.0 |
11,031.0 |
10,977.0 |
11,067.0 |
| PP |
10,906.5 |
10,906.5 |
10,906.5 |
10,924.5 |
| S1 |
10,834.5 |
10,834.5 |
10,941.0 |
10,870.5 |
| S2 |
10,710.0 |
10,710.0 |
10,923.0 |
|
| S3 |
10,513.5 |
10,638.0 |
10,905.0 |
|
| S4 |
10,317.0 |
10,441.5 |
10,850.9 |
|
|
| 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 |
4.7% |
231.3 |
2.1% |
93% |
False |
False |
107,645 |
| 10 |
11,059.0 |
10,482.0 |
577.0 |
5.3% |
212.9 |
1.9% |
83% |
False |
False |
99,363 |
| 20 |
11,059.0 |
10,102.5 |
956.5 |
8.7% |
205.9 |
1.9% |
90% |
False |
False |
97,996 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.0% |
203.9 |
1.9% |
94% |
False |
False |
105,641 |
| 60 |
11,059.0 |
9,301.0 |
1,758.0 |
16.0% |
218.1 |
2.0% |
94% |
False |
False |
83,928 |
| 80 |
11,670.5 |
9,301.0 |
2,369.5 |
21.6% |
218.4 |
2.0% |
70% |
False |
False |
63,134 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
211.7 |
1.9% |
66% |
False |
False |
50,558 |
| 120 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
214.2 |
2.0% |
66% |
False |
False |
42,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,813.6 |
|
2.618 |
11,492.9 |
|
1.618 |
11,296.4 |
|
1.000 |
11,175.0 |
|
0.618 |
11,099.9 |
|
HIGH |
10,978.5 |
|
0.618 |
10,903.4 |
|
0.500 |
10,880.3 |
|
0.382 |
10,857.1 |
|
LOW |
10,782.0 |
|
0.618 |
10,660.6 |
|
1.000 |
10,585.5 |
|
1.618 |
10,464.1 |
|
2.618 |
10,267.6 |
|
4.250 |
9,946.9 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,932.8 |
10,882.8 |
| PP |
10,906.5 |
10,806.5 |
| S1 |
10,880.3 |
10,730.3 |
|