Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,089.4 |
1,085.7 |
-3.7 |
-0.3% |
1,142.2 |
High |
1,094.0 |
1,089.3 |
-4.7 |
-0.4% |
1,143.1 |
Low |
1,083.9 |
1,073.7 |
-10.2 |
-0.9% |
1,085.7 |
Close |
1,085.5 |
1,081.5 |
-4.0 |
-0.4% |
1,088.7 |
Range |
10.1 |
15.6 |
5.5 |
54.5% |
57.4 |
ATR |
14.8 |
14.9 |
0.1 |
0.4% |
0.0 |
Volume |
60,521 |
35,623 |
-24,898 |
-41.1% |
66,660 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,128.3 |
1,120.5 |
1,090.1 |
|
R3 |
1,112.7 |
1,104.9 |
1,085.8 |
|
R2 |
1,097.1 |
1,097.1 |
1,084.4 |
|
R1 |
1,089.3 |
1,089.3 |
1,082.9 |
1,085.4 |
PP |
1,081.5 |
1,081.5 |
1,081.5 |
1,079.6 |
S1 |
1,073.7 |
1,073.7 |
1,080.1 |
1,069.8 |
S2 |
1,065.9 |
1,065.9 |
1,078.6 |
|
S3 |
1,050.3 |
1,058.1 |
1,077.2 |
|
S4 |
1,034.7 |
1,042.5 |
1,072.9 |
|
|
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 |
1,110.5 |
1,073.7 |
36.8 |
3.4% |
13.7 |
1.3% |
21% |
False |
True |
34,056 |
10 |
1,150.4 |
1,073.7 |
76.7 |
7.1% |
13.7 |
1.3% |
10% |
False |
True |
21,816 |
20 |
1,185.1 |
1,073.7 |
111.4 |
10.3% |
13.6 |
1.3% |
7% |
False |
True |
12,351 |
40 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.6 |
1.3% |
7% |
False |
True |
7,848 |
60 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.6 |
1.3% |
7% |
False |
True |
5,939 |
80 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.3 |
1.3% |
7% |
False |
True |
5,002 |
100 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
13.5 |
1.3% |
7% |
False |
True |
4,246 |
120 |
1,207.5 |
1,073.7 |
133.8 |
12.4% |
13.0 |
1.2% |
6% |
False |
True |
3,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.6 |
2.618 |
1,130.1 |
1.618 |
1,114.5 |
1.000 |
1,104.9 |
0.618 |
1,098.9 |
HIGH |
1,089.3 |
0.618 |
1,083.3 |
0.500 |
1,081.5 |
0.382 |
1,079.7 |
LOW |
1,073.7 |
0.618 |
1,064.1 |
1.000 |
1,058.1 |
1.618 |
1,048.5 |
2.618 |
1,032.9 |
4.250 |
1,007.4 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,081.5 |
1,084.8 |
PP |
1,081.5 |
1,083.7 |
S1 |
1,081.5 |
1,082.6 |
|