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 |
5,074.0 |
5,094.0 |
20.0 |
0.4% |
5,205.0 |
High |
5,096.0 |
5,137.0 |
41.0 |
0.8% |
5,292.0 |
Low |
5,035.0 |
5,090.0 |
55.0 |
1.1% |
5,129.0 |
Close |
5,076.0 |
5,128.0 |
52.0 |
1.0% |
5,222.0 |
Range |
61.0 |
47.0 |
-14.0 |
-23.0% |
163.0 |
ATR |
83.8 |
82.2 |
-1.6 |
-1.9% |
0.0 |
Volume |
35,347 |
23,074 |
-12,273 |
-34.7% |
125,371 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,259.3 |
5,240.7 |
5,153.9 |
|
R3 |
5,212.3 |
5,193.7 |
5,140.9 |
|
R2 |
5,165.3 |
5,165.3 |
5,136.6 |
|
R1 |
5,146.7 |
5,146.7 |
5,132.3 |
5,156.0 |
PP |
5,118.3 |
5,118.3 |
5,118.3 |
5,123.0 |
S1 |
5,099.7 |
5,099.7 |
5,123.7 |
5,109.0 |
S2 |
5,071.3 |
5,071.3 |
5,119.4 |
|
S3 |
5,024.3 |
5,052.7 |
5,115.1 |
|
S4 |
4,977.3 |
5,005.7 |
5,102.2 |
|
|
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 |
5,233.0 |
5,035.0 |
198.0 |
3.9% |
75.0 |
1.5% |
47% |
False |
False |
29,418 |
10 |
5,340.0 |
5,035.0 |
305.0 |
5.9% |
80.1 |
1.6% |
30% |
False |
False |
27,856 |
20 |
5,369.0 |
5,035.0 |
334.0 |
6.5% |
63.3 |
1.2% |
28% |
False |
False |
24,330 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
70.2 |
1.4% |
51% |
False |
False |
25,871 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
69.3 |
1.4% |
51% |
False |
False |
22,125 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
54.6 |
1.1% |
32% |
False |
False |
16,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,336.8 |
2.618 |
5,260.0 |
1.618 |
5,213.0 |
1.000 |
5,184.0 |
0.618 |
5,166.0 |
HIGH |
5,137.0 |
0.618 |
5,119.0 |
0.500 |
5,113.5 |
0.382 |
5,108.0 |
LOW |
5,090.0 |
0.618 |
5,061.0 |
1.000 |
5,043.0 |
1.618 |
5,014.0 |
2.618 |
4,967.0 |
4.250 |
4,890.3 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,123.2 |
5,122.5 |
PP |
5,118.3 |
5,117.0 |
S1 |
5,113.5 |
5,111.5 |
|