| 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 |
2,085.50 |
2,085.00 |
-0.50 |
0.0% |
2,063.75 |
| High |
2,091.50 |
2,090.50 |
-1.00 |
0.0% |
2,102.75 |
| Low |
2,071.00 |
2,055.50 |
-15.50 |
-0.7% |
2,057.00 |
| Close |
2,086.75 |
2,066.00 |
-20.75 |
-1.0% |
2,086.75 |
| Range |
20.50 |
35.00 |
14.50 |
70.7% |
45.75 |
| ATR |
25.14 |
25.84 |
0.70 |
2.8% |
0.00 |
| Volume |
5,379 |
4,952 |
-427 |
-7.9% |
20,165 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.75 |
2,155.75 |
2,085.25 |
|
| R3 |
2,140.75 |
2,120.75 |
2,075.50 |
|
| R2 |
2,105.75 |
2,105.75 |
2,072.50 |
|
| R1 |
2,085.75 |
2,085.75 |
2,069.25 |
2,078.25 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,067.00 |
| S1 |
2,050.75 |
2,050.75 |
2,062.75 |
2,043.25 |
| S2 |
2,035.75 |
2,035.75 |
2,059.50 |
|
| S3 |
2,000.75 |
2,015.75 |
2,056.50 |
|
| S4 |
1,965.75 |
1,980.75 |
2,046.75 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.50 |
2,198.75 |
2,112.00 |
|
| R3 |
2,173.75 |
2,153.00 |
2,099.25 |
|
| R2 |
2,128.00 |
2,128.00 |
2,095.25 |
|
| R1 |
2,107.25 |
2,107.25 |
2,091.00 |
2,117.50 |
| PP |
2,082.25 |
2,082.25 |
2,082.25 |
2,087.25 |
| S1 |
2,061.50 |
2,061.50 |
2,082.50 |
2,072.00 |
| S2 |
2,036.50 |
2,036.50 |
2,078.25 |
|
| S3 |
1,990.75 |
2,015.75 |
2,074.25 |
|
| S4 |
1,945.00 |
1,970.00 |
2,061.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.75 |
2,055.50 |
47.25 |
2.3% |
23.00 |
1.1% |
22% |
False |
True |
4,410 |
| 10 |
2,102.75 |
2,043.75 |
59.00 |
2.9% |
23.00 |
1.1% |
38% |
False |
False |
3,699 |
| 20 |
2,102.75 |
1,974.75 |
128.00 |
6.2% |
22.50 |
1.1% |
71% |
False |
False |
4,736 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
29.00 |
1.4% |
85% |
False |
False |
4,868 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
35.25 |
1.7% |
87% |
False |
False |
3,465 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
31.50 |
1.5% |
85% |
False |
False |
2,651 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
29.00 |
1.4% |
85% |
False |
False |
2,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.25 |
|
2.618 |
2,182.25 |
|
1.618 |
2,147.25 |
|
1.000 |
2,125.50 |
|
0.618 |
2,112.25 |
|
HIGH |
2,090.50 |
|
0.618 |
2,077.25 |
|
0.500 |
2,073.00 |
|
0.382 |
2,068.75 |
|
LOW |
2,055.50 |
|
0.618 |
2,033.75 |
|
1.000 |
2,020.50 |
|
1.618 |
1,998.75 |
|
2.618 |
1,963.75 |
|
4.250 |
1,906.75 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.00 |
2,076.50 |
| PP |
2,070.75 |
2,073.00 |
| S1 |
2,068.25 |
2,069.50 |
|