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 |
5,183.0 |
5,175.0 |
-8.0 |
-0.2% |
5,205.0 |
High |
5,233.0 |
5,188.0 |
-45.0 |
-0.9% |
5,292.0 |
Low |
5,145.0 |
5,090.0 |
-55.0 |
-1.1% |
5,129.0 |
Close |
5,222.0 |
5,117.0 |
-105.0 |
-2.0% |
5,222.0 |
Range |
88.0 |
98.0 |
10.0 |
11.4% |
163.0 |
ATR |
80.3 |
84.0 |
3.7 |
4.6% |
0.0 |
Volume |
23,766 |
35,861 |
12,095 |
50.9% |
125,371 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,425.7 |
5,369.3 |
5,170.9 |
|
R3 |
5,327.7 |
5,271.3 |
5,144.0 |
|
R2 |
5,229.7 |
5,229.7 |
5,135.0 |
|
R1 |
5,173.3 |
5,173.3 |
5,126.0 |
5,152.5 |
PP |
5,131.7 |
5,131.7 |
5,131.7 |
5,121.3 |
S1 |
5,075.3 |
5,075.3 |
5,108.0 |
5,054.5 |
S2 |
5,033.7 |
5,033.7 |
5,099.0 |
|
S3 |
4,935.7 |
4,977.3 |
5,090.1 |
|
S4 |
4,837.7 |
4,879.3 |
5,063.1 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,703.3 |
5,625.7 |
5,311.7 |
|
R3 |
5,540.3 |
5,462.7 |
5,266.8 |
|
R2 |
5,377.3 |
5,377.3 |
5,251.9 |
|
R1 |
5,299.7 |
5,299.7 |
5,236.9 |
5,338.5 |
PP |
5,214.3 |
5,214.3 |
5,214.3 |
5,233.8 |
S1 |
5,136.7 |
5,136.7 |
5,207.1 |
5,175.5 |
S2 |
5,051.3 |
5,051.3 |
5,192.1 |
|
S3 |
4,888.3 |
4,973.7 |
5,177.2 |
|
S4 |
4,725.3 |
4,810.7 |
5,132.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,292.0 |
5,090.0 |
202.0 |
3.9% |
83.0 |
1.6% |
13% |
False |
True |
26,994 |
10 |
5,347.0 |
5,090.0 |
257.0 |
5.0% |
76.1 |
1.5% |
11% |
False |
True |
26,195 |
20 |
5,369.0 |
5,090.0 |
279.0 |
5.5% |
63.4 |
1.2% |
10% |
False |
True |
24,072 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
72.5 |
1.4% |
48% |
False |
False |
29,375 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
68.4 |
1.3% |
48% |
False |
False |
21,153 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
53.3 |
1.0% |
31% |
False |
False |
15,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,604.5 |
2.618 |
5,444.6 |
1.618 |
5,346.6 |
1.000 |
5,286.0 |
0.618 |
5,248.6 |
HIGH |
5,188.0 |
0.618 |
5,150.6 |
0.500 |
5,139.0 |
0.382 |
5,127.4 |
LOW |
5,090.0 |
0.618 |
5,029.4 |
1.000 |
4,992.0 |
1.618 |
4,931.4 |
2.618 |
4,833.4 |
4.250 |
4,673.5 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,139.0 |
5,161.5 |
PP |
5,131.7 |
5,146.7 |
S1 |
5,124.3 |
5,131.8 |
|