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 |
3,421.0 |
3,423.0 |
2.0 |
0.1% |
3,380.0 |
High |
3,426.0 |
3,455.0 |
29.0 |
0.8% |
3,474.0 |
Low |
3,381.0 |
3,422.0 |
41.0 |
1.2% |
3,368.0 |
Close |
3,413.0 |
3,438.0 |
25.0 |
0.7% |
3,455.0 |
Range |
45.0 |
33.0 |
-12.0 |
-26.7% |
106.0 |
ATR |
55.5 |
54.6 |
-1.0 |
-1.7% |
0.0 |
Volume |
104 |
12,445 |
12,341 |
11,866.3% |
55,043 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.3 |
3,520.7 |
3,456.2 |
|
R3 |
3,504.3 |
3,487.7 |
3,447.1 |
|
R2 |
3,471.3 |
3,471.3 |
3,444.1 |
|
R1 |
3,454.7 |
3,454.7 |
3,441.0 |
3,463.0 |
PP |
3,438.3 |
3,438.3 |
3,438.3 |
3,442.5 |
S1 |
3,421.7 |
3,421.7 |
3,435.0 |
3,430.0 |
S2 |
3,405.3 |
3,405.3 |
3,432.0 |
|
S3 |
3,372.3 |
3,388.7 |
3,428.9 |
|
S4 |
3,339.3 |
3,355.7 |
3,419.9 |
|
|
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 |
3,381.0 |
93.0 |
2.7% |
50.0 |
1.5% |
61% |
False |
False |
11,638 |
10 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
47.0 |
1.4% |
66% |
False |
False |
6,759 |
20 |
3,474.0 |
3,195.0 |
279.0 |
8.1% |
48.2 |
1.4% |
87% |
False |
False |
10,142 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
57.8 |
1.7% |
93% |
False |
False |
6,475 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.7% |
56.4 |
1.6% |
93% |
False |
False |
5,613 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.2% |
44.7 |
1.3% |
67% |
False |
False |
4,239 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.7% |
38.7 |
1.1% |
66% |
False |
False |
3,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,595.3 |
2.618 |
3,541.4 |
1.618 |
3,508.4 |
1.000 |
3,488.0 |
0.618 |
3,475.4 |
HIGH |
3,455.0 |
0.618 |
3,442.4 |
0.500 |
3,438.5 |
0.382 |
3,434.6 |
LOW |
3,422.0 |
0.618 |
3,401.6 |
1.000 |
3,389.0 |
1.618 |
3,368.6 |
2.618 |
3,335.6 |
4.250 |
3,281.8 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,438.5 |
3,432.5 |
PP |
3,438.3 |
3,427.0 |
S1 |
3,438.2 |
3,421.5 |
|