Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,431.0 |
3,434.0 |
3.0 |
0.1% |
3,385.0 |
High |
3,436.0 |
3,466.0 |
30.0 |
0.9% |
3,482.0 |
Low |
3,389.0 |
3,422.0 |
33.0 |
1.0% |
3,373.0 |
Close |
3,420.0 |
3,445.0 |
25.0 |
0.7% |
3,462.0 |
Range |
47.0 |
44.0 |
-3.0 |
-6.4% |
109.0 |
ATR |
61.8 |
60.7 |
-1.1 |
-1.8% |
0.0 |
Volume |
853,222 |
1,278,327 |
425,105 |
49.8% |
5,152,125 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,576.3 |
3,554.7 |
3,469.2 |
|
R3 |
3,532.3 |
3,510.7 |
3,457.1 |
|
R2 |
3,488.3 |
3,488.3 |
3,453.1 |
|
R1 |
3,466.7 |
3,466.7 |
3,449.0 |
3,477.5 |
PP |
3,444.3 |
3,444.3 |
3,444.3 |
3,449.8 |
S1 |
3,422.7 |
3,422.7 |
3,441.0 |
3,433.5 |
S2 |
3,400.3 |
3,400.3 |
3,436.9 |
|
S3 |
3,356.3 |
3,378.7 |
3,432.9 |
|
S4 |
3,312.3 |
3,334.7 |
3,420.8 |
|
|
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% |
55.8 |
1.6% |
60% |
False |
False |
1,059,944 |
10 |
3,482.0 |
3,373.0 |
109.0 |
3.2% |
53.3 |
1.5% |
66% |
False |
False |
1,013,397 |
20 |
3,482.0 |
3,200.0 |
282.0 |
8.2% |
55.0 |
1.6% |
87% |
False |
False |
1,029,763 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.9% |
65.1 |
1.9% |
93% |
False |
False |
1,142,181 |
60 |
3,482.0 |
2,950.0 |
532.0 |
15.4% |
72.2 |
2.1% |
93% |
False |
False |
875,300 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.1% |
68.1 |
2.0% |
68% |
False |
False |
656,723 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
68.4 |
2.0% |
66% |
False |
False |
525,778 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
67.3 |
2.0% |
66% |
False |
False |
438,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,653.0 |
2.618 |
3,581.2 |
1.618 |
3,537.2 |
1.000 |
3,510.0 |
0.618 |
3,493.2 |
HIGH |
3,466.0 |
0.618 |
3,449.2 |
0.500 |
3,444.0 |
0.382 |
3,438.8 |
LOW |
3,422.0 |
0.618 |
3,394.8 |
1.000 |
3,378.0 |
1.618 |
3,350.8 |
2.618 |
3,306.8 |
4.250 |
3,235.0 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,444.7 |
3,440.5 |
PP |
3,444.3 |
3,436.0 |
S1 |
3,444.0 |
3,431.5 |
|