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 |
1,091.7 |
1,089.4 |
-2.3 |
-0.2% |
1,142.2 |
High |
1,095.8 |
1,094.0 |
-1.8 |
-0.2% |
1,143.1 |
Low |
1,084.8 |
1,083.9 |
-0.9 |
-0.1% |
1,085.7 |
Close |
1,089.4 |
1,085.5 |
-3.9 |
-0.4% |
1,088.7 |
Range |
11.0 |
10.1 |
-0.9 |
-8.2% |
57.4 |
ATR |
15.2 |
14.8 |
-0.4 |
-2.4% |
0.0 |
Volume |
29,858 |
60,521 |
30,663 |
102.7% |
66,660 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,118.1 |
1,111.9 |
1,091.1 |
|
R3 |
1,108.0 |
1,101.8 |
1,088.3 |
|
R2 |
1,097.9 |
1,097.9 |
1,087.4 |
|
R1 |
1,091.7 |
1,091.7 |
1,086.4 |
1,089.8 |
PP |
1,087.8 |
1,087.8 |
1,087.8 |
1,086.8 |
S1 |
1,081.6 |
1,081.6 |
1,084.6 |
1,079.7 |
S2 |
1,077.7 |
1,077.7 |
1,083.6 |
|
S3 |
1,067.6 |
1,071.5 |
1,082.7 |
|
S4 |
1,057.5 |
1,061.4 |
1,079.9 |
|
|
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 |
1,111.2 |
1,083.9 |
27.3 |
2.5% |
12.2 |
1.1% |
6% |
False |
True |
30,669 |
10 |
1,162.9 |
1,083.9 |
79.0 |
7.3% |
13.9 |
1.3% |
2% |
False |
True |
18,679 |
20 |
1,192.1 |
1,083.9 |
108.2 |
10.0% |
13.7 |
1.3% |
1% |
False |
True |
10,701 |
40 |
1,192.1 |
1,083.9 |
108.2 |
10.0% |
14.7 |
1.4% |
1% |
False |
True |
6,990 |
60 |
1,192.1 |
1,083.9 |
108.2 |
10.0% |
14.6 |
1.3% |
1% |
False |
True |
5,371 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.5% |
14.2 |
1.3% |
7% |
False |
False |
4,572 |
100 |
1,192.1 |
1,077.9 |
114.2 |
10.5% |
13.5 |
1.2% |
7% |
False |
False |
3,891 |
120 |
1,209.6 |
1,077.9 |
131.7 |
12.1% |
13.0 |
1.2% |
6% |
False |
False |
3,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,136.9 |
2.618 |
1,120.4 |
1.618 |
1,110.3 |
1.000 |
1,104.1 |
0.618 |
1,100.2 |
HIGH |
1,094.0 |
0.618 |
1,090.1 |
0.500 |
1,089.0 |
0.382 |
1,087.8 |
LOW |
1,083.9 |
0.618 |
1,077.7 |
1.000 |
1,073.8 |
1.618 |
1,067.6 |
2.618 |
1,057.5 |
4.250 |
1,041.0 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.0 |
1,089.9 |
PP |
1,087.8 |
1,088.4 |
S1 |
1,086.7 |
1,087.0 |
|