| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.00 |
2,065.75 |
-19.25 |
-0.9% |
2,063.75 |
| High |
2,090.50 |
2,072.00 |
-18.50 |
-0.9% |
2,102.75 |
| Low |
2,055.50 |
2,057.50 |
2.00 |
0.1% |
2,057.00 |
| Close |
2,066.00 |
2,071.00 |
5.00 |
0.2% |
2,086.75 |
| Range |
35.00 |
14.50 |
-20.50 |
-58.6% |
45.75 |
| ATR |
25.84 |
25.03 |
-0.81 |
-3.1% |
0.00 |
| Volume |
4,952 |
3,481 |
-1,471 |
-29.7% |
20,165 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.25 |
2,105.25 |
2,079.00 |
|
| R3 |
2,095.75 |
2,090.75 |
2,075.00 |
|
| R2 |
2,081.25 |
2,081.25 |
2,073.75 |
|
| R1 |
2,076.25 |
2,076.25 |
2,072.25 |
2,078.75 |
| PP |
2,066.75 |
2,066.75 |
2,066.75 |
2,068.00 |
| S1 |
2,061.75 |
2,061.75 |
2,069.75 |
2,064.25 |
| S2 |
2,052.25 |
2,052.25 |
2,068.25 |
|
| S3 |
2,037.75 |
2,047.25 |
2,067.00 |
|
| S4 |
2,023.25 |
2,032.75 |
2,063.00 |
|
|
| 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 |
2,102.50 |
2,055.50 |
47.00 |
2.3% |
21.75 |
1.1% |
33% |
False |
False |
4,439 |
| 10 |
2,102.75 |
2,048.00 |
54.75 |
2.6% |
23.25 |
1.1% |
42% |
False |
False |
3,717 |
| 20 |
2,102.75 |
1,974.75 |
128.00 |
6.2% |
22.00 |
1.1% |
75% |
False |
False |
4,638 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
28.50 |
1.4% |
87% |
False |
False |
4,926 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
35.00 |
1.7% |
89% |
False |
False |
3,522 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
31.50 |
1.5% |
86% |
False |
False |
2,694 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.1% |
29.00 |
1.4% |
86% |
False |
False |
2,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.50 |
|
2.618 |
2,110.00 |
|
1.618 |
2,095.50 |
|
1.000 |
2,086.50 |
|
0.618 |
2,081.00 |
|
HIGH |
2,072.00 |
|
0.618 |
2,066.50 |
|
0.500 |
2,064.75 |
|
0.382 |
2,063.00 |
|
LOW |
2,057.50 |
|
0.618 |
2,048.50 |
|
1.000 |
2,043.00 |
|
1.618 |
2,034.00 |
|
2.618 |
2,019.50 |
|
4.250 |
1,996.00 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.00 |
2,073.50 |
| PP |
2,066.75 |
2,072.75 |
| S1 |
2,064.75 |
2,071.75 |
|