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 |
1,104.1 |
1,089.9 |
-14.2 |
-1.3% |
1,142.2 |
High |
1,110.5 |
1,095.5 |
-15.0 |
-1.4% |
1,143.1 |
Low |
1,085.7 |
1,088.5 |
2.8 |
0.3% |
1,085.7 |
Close |
1,088.7 |
1,089.1 |
0.4 |
0.0% |
1,088.7 |
Range |
24.8 |
7.0 |
-17.8 |
-71.8% |
57.4 |
ATR |
16.2 |
15.5 |
-0.7 |
-4.0% |
0.0 |
Volume |
24,078 |
20,202 |
-3,876 |
-16.1% |
66,660 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.0 |
1,107.6 |
1,093.0 |
|
R3 |
1,105.0 |
1,100.6 |
1,091.0 |
|
R2 |
1,098.0 |
1,098.0 |
1,090.4 |
|
R1 |
1,093.6 |
1,093.6 |
1,089.7 |
1,092.3 |
PP |
1,091.0 |
1,091.0 |
1,091.0 |
1,090.4 |
S1 |
1,086.6 |
1,086.6 |
1,088.5 |
1,085.3 |
S2 |
1,084.0 |
1,084.0 |
1,087.8 |
|
S3 |
1,077.0 |
1,079.6 |
1,087.2 |
|
S4 |
1,070.0 |
1,072.6 |
1,085.3 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.0 |
1,240.8 |
1,120.3 |
|
R3 |
1,220.6 |
1,183.4 |
1,104.5 |
|
R2 |
1,163.2 |
1,163.2 |
1,099.2 |
|
R1 |
1,126.0 |
1,126.0 |
1,094.0 |
1,115.9 |
PP |
1,105.8 |
1,105.8 |
1,105.8 |
1,100.8 |
S1 |
1,068.6 |
1,068.6 |
1,083.4 |
1,058.5 |
S2 |
1,048.4 |
1,048.4 |
1,078.2 |
|
S3 |
991.0 |
1,011.2 |
1,072.9 |
|
S4 |
933.6 |
953.8 |
1,057.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,137.8 |
1,085.7 |
52.1 |
4.8% |
15.8 |
1.5% |
7% |
False |
False |
15,541 |
10 |
1,183.5 |
1,085.7 |
97.8 |
9.0% |
15.5 |
1.4% |
3% |
False |
False |
10,386 |
20 |
1,192.1 |
1,085.7 |
106.4 |
9.8% |
14.6 |
1.3% |
3% |
False |
False |
6,822 |
40 |
1,192.1 |
1,085.7 |
106.4 |
9.8% |
14.8 |
1.4% |
3% |
False |
False |
4,770 |
60 |
1,192.1 |
1,085.7 |
106.4 |
9.8% |
14.6 |
1.3% |
3% |
False |
False |
3,886 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.5% |
14.6 |
1.3% |
10% |
False |
False |
3,475 |
100 |
1,206.9 |
1,077.9 |
129.0 |
11.8% |
13.5 |
1.2% |
9% |
False |
False |
3,005 |
120 |
1,216.0 |
1,077.9 |
138.1 |
12.7% |
13.0 |
1.2% |
8% |
False |
False |
2,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.3 |
2.618 |
1,113.8 |
1.618 |
1,106.8 |
1.000 |
1,102.5 |
0.618 |
1,099.8 |
HIGH |
1,095.5 |
0.618 |
1,092.8 |
0.500 |
1,092.0 |
0.382 |
1,091.2 |
LOW |
1,088.5 |
0.618 |
1,084.2 |
1.000 |
1,081.5 |
1.618 |
1,077.2 |
2.618 |
1,070.2 |
4.250 |
1,058.8 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,092.0 |
1,098.5 |
PP |
1,091.0 |
1,095.3 |
S1 |
1,090.1 |
1,092.2 |
|