| 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 |
3,439.0 |
3,460.0 |
21.0 |
0.6% |
3,380.0 |
| High |
3,474.0 |
3,462.0 |
-12.0 |
-0.3% |
3,474.0 |
| Low |
3,415.0 |
3,399.0 |
-16.0 |
-0.5% |
3,368.0 |
| Close |
3,455.0 |
3,405.0 |
-50.0 |
-1.4% |
3,455.0 |
| Range |
59.0 |
63.0 |
4.0 |
6.8% |
106.0 |
| ATR |
55.8 |
56.3 |
0.5 |
0.9% |
0.0 |
| Volume |
25,381 |
0 |
-25,381 |
-100.0% |
55,043 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,611.0 |
3,571.0 |
3,439.7 |
|
| R3 |
3,548.0 |
3,508.0 |
3,422.3 |
|
| R2 |
3,485.0 |
3,485.0 |
3,416.6 |
|
| R1 |
3,445.0 |
3,445.0 |
3,410.8 |
3,433.5 |
| PP |
3,422.0 |
3,422.0 |
3,422.0 |
3,416.3 |
| S1 |
3,382.0 |
3,382.0 |
3,399.2 |
3,370.5 |
| S2 |
3,359.0 |
3,359.0 |
3,393.5 |
|
| S3 |
3,296.0 |
3,319.0 |
3,387.7 |
|
| S4 |
3,233.0 |
3,256.0 |
3,370.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.3 |
3,708.7 |
3,513.3 |
|
| R3 |
3,644.3 |
3,602.7 |
3,484.2 |
|
| R2 |
3,538.3 |
3,538.3 |
3,474.4 |
|
| R1 |
3,496.7 |
3,496.7 |
3,464.7 |
3,517.5 |
| PP |
3,432.3 |
3,432.3 |
3,432.3 |
3,442.8 |
| S1 |
3,390.7 |
3,390.7 |
3,445.3 |
3,411.5 |
| S2 |
3,326.3 |
3,326.3 |
3,435.6 |
|
| S3 |
3,220.3 |
3,284.7 |
3,425.9 |
|
| S4 |
3,114.3 |
3,178.7 |
3,396.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,474.0 |
3,399.0 |
75.0 |
2.2% |
49.4 |
1.5% |
8% |
False |
True |
9,128 |
| 10 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
48.0 |
1.4% |
35% |
False |
False |
5,561 |
| 20 |
3,474.0 |
3,167.0 |
307.0 |
9.0% |
48.3 |
1.4% |
78% |
False |
False |
9,514 |
| 40 |
3,474.0 |
2,969.0 |
505.0 |
14.8% |
58.0 |
1.7% |
86% |
False |
False |
7,998 |
| 60 |
3,481.0 |
2,969.0 |
512.0 |
15.0% |
55.7 |
1.6% |
85% |
False |
False |
5,404 |
| 80 |
3,664.0 |
2,969.0 |
695.0 |
20.4% |
44.3 |
1.3% |
63% |
False |
False |
4,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,729.8 |
|
2.618 |
3,626.9 |
|
1.618 |
3,563.9 |
|
1.000 |
3,525.0 |
|
0.618 |
3,500.9 |
|
HIGH |
3,462.0 |
|
0.618 |
3,437.9 |
|
0.500 |
3,430.5 |
|
0.382 |
3,423.1 |
|
LOW |
3,399.0 |
|
0.618 |
3,360.1 |
|
1.000 |
3,336.0 |
|
1.618 |
3,297.1 |
|
2.618 |
3,234.1 |
|
4.250 |
3,131.3 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,430.5 |
3,436.5 |
| PP |
3,422.0 |
3,426.0 |
| S1 |
3,413.5 |
3,415.5 |
|