Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,447.0 |
3,469.0 |
22.0 |
0.6% |
3,385.0 |
High |
3,482.0 |
3,474.0 |
-8.0 |
-0.2% |
3,482.0 |
Low |
3,418.0 |
3,407.0 |
-11.0 |
-0.3% |
3,373.0 |
Close |
3,462.0 |
3,412.0 |
-50.0 |
-1.4% |
3,462.0 |
Range |
64.0 |
67.0 |
3.0 |
4.7% |
109.0 |
ATR |
62.7 |
63.0 |
0.3 |
0.5% |
0.0 |
Volume |
935,026 |
1,005,096 |
70,070 |
7.5% |
5,152,125 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,632.0 |
3,589.0 |
3,448.9 |
|
R3 |
3,565.0 |
3,522.0 |
3,430.4 |
|
R2 |
3,498.0 |
3,498.0 |
3,424.3 |
|
R1 |
3,455.0 |
3,455.0 |
3,418.1 |
3,443.0 |
PP |
3,431.0 |
3,431.0 |
3,431.0 |
3,425.0 |
S1 |
3,388.0 |
3,388.0 |
3,405.9 |
3,376.0 |
S2 |
3,364.0 |
3,364.0 |
3,399.7 |
|
S3 |
3,297.0 |
3,321.0 |
3,393.6 |
|
S4 |
3,230.0 |
3,254.0 |
3,375.2 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,766.0 |
3,723.0 |
3,522.0 |
|
R3 |
3,657.0 |
3,614.0 |
3,492.0 |
|
R2 |
3,548.0 |
3,548.0 |
3,482.0 |
|
R1 |
3,505.0 |
3,505.0 |
3,472.0 |
3,526.5 |
PP |
3,439.0 |
3,439.0 |
3,439.0 |
3,449.8 |
S1 |
3,396.0 |
3,396.0 |
3,452.0 |
3,417.5 |
S2 |
3,330.0 |
3,330.0 |
3,442.0 |
|
S3 |
3,221.0 |
3,287.0 |
3,432.0 |
|
S4 |
3,112.0 |
3,178.0 |
3,402.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,482.0 |
3,407.0 |
75.0 |
2.2% |
55.0 |
1.6% |
7% |
False |
True |
1,068,820 |
10 |
3,482.0 |
3,373.0 |
109.0 |
3.2% |
54.9 |
1.6% |
36% |
False |
False |
993,221 |
20 |
3,482.0 |
3,171.0 |
311.0 |
9.1% |
55.5 |
1.6% |
77% |
False |
False |
1,029,131 |
40 |
3,482.0 |
2,970.0 |
512.0 |
15.0% |
65.7 |
1.9% |
86% |
False |
False |
1,146,286 |
60 |
3,527.0 |
2,950.0 |
577.0 |
16.9% |
72.5 |
2.1% |
80% |
False |
False |
839,789 |
80 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
68.0 |
2.0% |
62% |
False |
False |
630,084 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
68.9 |
2.0% |
62% |
False |
False |
504,985 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.0% |
66.7 |
2.0% |
62% |
False |
False |
420,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,758.8 |
2.618 |
3,649.4 |
1.618 |
3,582.4 |
1.000 |
3,541.0 |
0.618 |
3,515.4 |
HIGH |
3,474.0 |
0.618 |
3,448.4 |
0.500 |
3,440.5 |
0.382 |
3,432.6 |
LOW |
3,407.0 |
0.618 |
3,365.6 |
1.000 |
3,340.0 |
1.618 |
3,298.6 |
2.618 |
3,231.6 |
4.250 |
3,122.3 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,440.5 |
3,444.5 |
PP |
3,431.0 |
3,433.7 |
S1 |
3,421.5 |
3,422.8 |
|