Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,469.0 |
3,431.0 |
-38.0 |
-1.1% |
3,385.0 |
High |
3,474.0 |
3,436.0 |
-38.0 |
-1.1% |
3,482.0 |
Low |
3,407.0 |
3,389.0 |
-18.0 |
-0.5% |
3,373.0 |
Close |
3,412.0 |
3,420.0 |
8.0 |
0.2% |
3,462.0 |
Range |
67.0 |
47.0 |
-20.0 |
-29.9% |
109.0 |
ATR |
63.0 |
61.8 |
-1.1 |
-1.8% |
0.0 |
Volume |
1,005,096 |
853,222 |
-151,874 |
-15.1% |
5,152,125 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,556.0 |
3,535.0 |
3,445.9 |
|
R3 |
3,509.0 |
3,488.0 |
3,432.9 |
|
R2 |
3,462.0 |
3,462.0 |
3,428.6 |
|
R1 |
3,441.0 |
3,441.0 |
3,424.3 |
3,428.0 |
PP |
3,415.0 |
3,415.0 |
3,415.0 |
3,408.5 |
S1 |
3,394.0 |
3,394.0 |
3,415.7 |
3,381.0 |
S2 |
3,368.0 |
3,368.0 |
3,411.4 |
|
S3 |
3,321.0 |
3,347.0 |
3,407.1 |
|
S4 |
3,274.0 |
3,300.0 |
3,394.2 |
|
|
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 |
3,389.0 |
93.0 |
2.7% |
55.6 |
1.6% |
33% |
False |
True |
1,038,144 |
10 |
3,482.0 |
3,373.0 |
109.0 |
3.2% |
55.8 |
1.6% |
43% |
False |
False |
982,054 |
20 |
3,482.0 |
3,171.0 |
311.0 |
9.1% |
55.3 |
1.6% |
80% |
False |
False |
1,016,596 |
40 |
3,482.0 |
2,970.0 |
512.0 |
15.0% |
65.1 |
1.9% |
88% |
False |
False |
1,132,461 |
60 |
3,501.0 |
2,950.0 |
551.0 |
16.1% |
72.0 |
2.1% |
85% |
False |
False |
853,996 |
80 |
3,683.0 |
2,950.0 |
733.0 |
21.4% |
68.2 |
2.0% |
64% |
False |
False |
640,747 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
68.4 |
2.0% |
63% |
False |
False |
513,505 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.9% |
67.1 |
2.0% |
63% |
False |
False |
428,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,635.8 |
2.618 |
3,559.0 |
1.618 |
3,512.0 |
1.000 |
3,483.0 |
0.618 |
3,465.0 |
HIGH |
3,436.0 |
0.618 |
3,418.0 |
0.500 |
3,412.5 |
0.382 |
3,407.0 |
LOW |
3,389.0 |
0.618 |
3,360.0 |
1.000 |
3,342.0 |
1.618 |
3,313.0 |
2.618 |
3,266.0 |
4.250 |
3,189.3 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,417.5 |
3,435.5 |
PP |
3,415.0 |
3,430.3 |
S1 |
3,412.5 |
3,425.2 |
|