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 |
5,175.0 |
5,074.0 |
-101.0 |
-2.0% |
5,205.0 |
High |
5,188.0 |
5,096.0 |
-92.0 |
-1.8% |
5,292.0 |
Low |
5,090.0 |
5,035.0 |
-55.0 |
-1.1% |
5,129.0 |
Close |
5,117.0 |
5,076.0 |
-41.0 |
-0.8% |
5,222.0 |
Range |
98.0 |
61.0 |
-37.0 |
-37.8% |
163.0 |
ATR |
84.0 |
83.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
35,861 |
35,347 |
-514 |
-1.4% |
125,371 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,252.0 |
5,225.0 |
5,109.6 |
|
R3 |
5,191.0 |
5,164.0 |
5,092.8 |
|
R2 |
5,130.0 |
5,130.0 |
5,087.2 |
|
R1 |
5,103.0 |
5,103.0 |
5,081.6 |
5,116.5 |
PP |
5,069.0 |
5,069.0 |
5,069.0 |
5,075.8 |
S1 |
5,042.0 |
5,042.0 |
5,070.4 |
5,055.5 |
S2 |
5,008.0 |
5,008.0 |
5,064.8 |
|
S3 |
4,947.0 |
4,981.0 |
5,059.2 |
|
S4 |
4,886.0 |
4,920.0 |
5,042.5 |
|
|
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 |
5,035.0 |
257.0 |
5.1% |
82.6 |
1.6% |
16% |
False |
True |
29,106 |
10 |
5,340.0 |
5,035.0 |
305.0 |
6.0% |
79.7 |
1.6% |
13% |
False |
True |
27,815 |
20 |
5,369.0 |
5,035.0 |
334.0 |
6.6% |
63.5 |
1.3% |
12% |
False |
True |
24,269 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
71.2 |
1.4% |
40% |
False |
False |
26,796 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.6% |
68.5 |
1.3% |
40% |
False |
False |
21,740 |
80 |
5,644.0 |
4,881.0 |
763.0 |
15.0% |
54.0 |
1.1% |
26% |
False |
False |
16,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,355.3 |
2.618 |
5,255.7 |
1.618 |
5,194.7 |
1.000 |
5,157.0 |
0.618 |
5,133.7 |
HIGH |
5,096.0 |
0.618 |
5,072.7 |
0.500 |
5,065.5 |
0.382 |
5,058.3 |
LOW |
5,035.0 |
0.618 |
4,997.3 |
1.000 |
4,974.0 |
1.618 |
4,936.3 |
2.618 |
4,875.3 |
4.250 |
4,775.8 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,072.5 |
5,134.0 |
PP |
5,069.0 |
5,114.7 |
S1 |
5,065.5 |
5,095.3 |
|