Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,434.0 |
3,438.0 |
4.0 |
0.1% |
3,385.0 |
High |
3,466.0 |
3,458.0 |
-8.0 |
-0.2% |
3,482.0 |
Low |
3,422.0 |
3,358.0 |
-64.0 |
-1.9% |
3,373.0 |
Close |
3,445.0 |
3,386.0 |
-59.0 |
-1.7% |
3,462.0 |
Range |
44.0 |
100.0 |
56.0 |
127.3% |
109.0 |
ATR |
60.7 |
63.5 |
2.8 |
4.6% |
0.0 |
Volume |
1,278,327 |
1,430,377 |
152,050 |
11.9% |
5,152,125 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,700.7 |
3,643.3 |
3,441.0 |
|
R3 |
3,600.7 |
3,543.3 |
3,413.5 |
|
R2 |
3,500.7 |
3,500.7 |
3,404.3 |
|
R1 |
3,443.3 |
3,443.3 |
3,395.2 |
3,422.0 |
PP |
3,400.7 |
3,400.7 |
3,400.7 |
3,390.0 |
S1 |
3,343.3 |
3,343.3 |
3,376.8 |
3,322.0 |
S2 |
3,300.7 |
3,300.7 |
3,367.7 |
|
S3 |
3,200.7 |
3,243.3 |
3,358.5 |
|
S4 |
3,100.7 |
3,143.3 |
3,331.0 |
|
|
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 |
3,358.0 |
124.0 |
3.7% |
64.4 |
1.9% |
23% |
False |
True |
1,100,409 |
10 |
3,482.0 |
3,358.0 |
124.0 |
3.7% |
57.6 |
1.7% |
23% |
False |
True |
1,056,695 |
20 |
3,482.0 |
3,231.0 |
251.0 |
7.4% |
57.0 |
1.7% |
62% |
False |
False |
1,054,386 |
40 |
3,482.0 |
2,970.0 |
512.0 |
15.1% |
65.9 |
1.9% |
81% |
False |
False |
1,126,211 |
60 |
3,482.0 |
2,950.0 |
532.0 |
15.7% |
72.9 |
2.2% |
82% |
False |
False |
899,120 |
80 |
3,677.0 |
2,950.0 |
727.0 |
21.5% |
68.9 |
2.0% |
60% |
False |
False |
674,514 |
100 |
3,699.0 |
2,950.0 |
749.0 |
22.1% |
68.8 |
2.0% |
58% |
False |
False |
540,072 |
120 |
3,699.0 |
2,950.0 |
749.0 |
22.1% |
67.5 |
2.0% |
58% |
False |
False |
450,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,883.0 |
2.618 |
3,719.8 |
1.618 |
3,619.8 |
1.000 |
3,558.0 |
0.618 |
3,519.8 |
HIGH |
3,458.0 |
0.618 |
3,419.8 |
0.500 |
3,408.0 |
0.382 |
3,396.2 |
LOW |
3,358.0 |
0.618 |
3,296.2 |
1.000 |
3,258.0 |
1.618 |
3,196.2 |
2.618 |
3,096.2 |
4.250 |
2,933.0 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,408.0 |
3,412.0 |
PP |
3,400.7 |
3,403.3 |
S1 |
3,393.3 |
3,394.7 |
|