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 |
1,089.9 |
1,091.7 |
1.8 |
0.2% |
1,142.2 |
High |
1,095.5 |
1,095.8 |
0.3 |
0.0% |
1,143.1 |
Low |
1,088.5 |
1,084.8 |
-3.7 |
-0.3% |
1,085.7 |
Close |
1,089.1 |
1,089.4 |
0.3 |
0.0% |
1,088.7 |
Range |
7.0 |
11.0 |
4.0 |
57.1% |
57.4 |
ATR |
15.5 |
15.2 |
-0.3 |
-2.1% |
0.0 |
Volume |
20,202 |
29,858 |
9,656 |
47.8% |
66,660 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,123.0 |
1,117.2 |
1,095.5 |
|
R3 |
1,112.0 |
1,106.2 |
1,092.4 |
|
R2 |
1,101.0 |
1,101.0 |
1,091.4 |
|
R1 |
1,095.2 |
1,095.2 |
1,090.4 |
1,092.6 |
PP |
1,090.0 |
1,090.0 |
1,090.0 |
1,088.7 |
S1 |
1,084.2 |
1,084.2 |
1,088.4 |
1,081.6 |
S2 |
1,079.0 |
1,079.0 |
1,087.4 |
|
S3 |
1,068.0 |
1,073.2 |
1,086.4 |
|
S4 |
1,057.0 |
1,062.2 |
1,083.4 |
|
|
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 |
1,123.0 |
1,084.8 |
38.2 |
3.5% |
13.4 |
1.2% |
12% |
False |
True |
20,098 |
10 |
1,183.5 |
1,084.8 |
98.7 |
9.1% |
15.8 |
1.5% |
5% |
False |
True |
13,077 |
20 |
1,192.1 |
1,084.8 |
107.3 |
9.8% |
14.4 |
1.3% |
4% |
False |
True |
7,905 |
40 |
1,192.1 |
1,084.8 |
107.3 |
9.8% |
14.9 |
1.4% |
4% |
False |
True |
5,505 |
60 |
1,192.1 |
1,084.8 |
107.3 |
9.8% |
14.7 |
1.3% |
4% |
False |
True |
4,372 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.5% |
14.2 |
1.3% |
10% |
False |
False |
3,828 |
100 |
1,202.7 |
1,077.9 |
124.8 |
11.5% |
13.5 |
1.2% |
9% |
False |
False |
3,289 |
120 |
1,216.0 |
1,077.9 |
138.1 |
12.7% |
13.0 |
1.2% |
8% |
False |
False |
2,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.6 |
2.618 |
1,124.6 |
1.618 |
1,113.6 |
1.000 |
1,106.8 |
0.618 |
1,102.6 |
HIGH |
1,095.8 |
0.618 |
1,091.6 |
0.500 |
1,090.3 |
0.382 |
1,089.0 |
LOW |
1,084.8 |
0.618 |
1,078.0 |
1.000 |
1,073.8 |
1.618 |
1,067.0 |
2.618 |
1,056.0 |
4.250 |
1,038.1 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,090.3 |
1,097.7 |
PP |
1,090.0 |
1,094.9 |
S1 |
1,089.7 |
1,092.2 |
|