| 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 |
2,065.75 |
2,069.50 |
3.75 |
0.2% |
2,063.75 |
| High |
2,072.00 |
2,079.75 |
7.75 |
0.4% |
2,102.75 |
| Low |
2,057.50 |
2,061.00 |
3.50 |
0.2% |
2,057.00 |
| Close |
2,071.00 |
2,062.00 |
-9.00 |
-0.4% |
2,086.75 |
| Range |
14.50 |
18.75 |
4.25 |
29.3% |
45.75 |
| ATR |
25.03 |
24.58 |
-0.45 |
-1.8% |
0.00 |
| Volume |
3,481 |
1,685 |
-1,796 |
-51.6% |
20,165 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.75 |
2,111.75 |
2,072.25 |
|
| R3 |
2,105.00 |
2,093.00 |
2,067.25 |
|
| R2 |
2,086.25 |
2,086.25 |
2,065.50 |
|
| R1 |
2,074.25 |
2,074.25 |
2,063.75 |
2,071.00 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,066.00 |
| S1 |
2,055.50 |
2,055.50 |
2,060.25 |
2,052.00 |
| S2 |
2,048.75 |
2,048.75 |
2,058.50 |
|
| S3 |
2,030.00 |
2,036.75 |
2,056.75 |
|
| S4 |
2,011.25 |
2,018.00 |
2,051.75 |
|
|
| 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 |
2,097.25 |
2,055.50 |
41.75 |
2.0% |
21.75 |
1.1% |
16% |
False |
False |
4,043 |
| 10 |
2,102.75 |
2,055.50 |
47.25 |
2.3% |
22.00 |
1.1% |
14% |
False |
False |
3,456 |
| 20 |
2,102.75 |
1,978.00 |
124.75 |
6.0% |
22.00 |
1.1% |
67% |
False |
False |
4,066 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.1% |
28.25 |
1.4% |
84% |
False |
False |
4,929 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
35.25 |
1.7% |
86% |
False |
False |
3,549 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.7% |
31.50 |
1.5% |
86% |
False |
False |
2,715 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.2% |
29.00 |
1.4% |
83% |
False |
False |
2,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.50 |
|
2.618 |
2,128.75 |
|
1.618 |
2,110.00 |
|
1.000 |
2,098.50 |
|
0.618 |
2,091.25 |
|
HIGH |
2,079.75 |
|
0.618 |
2,072.50 |
|
0.500 |
2,070.50 |
|
0.382 |
2,068.25 |
|
LOW |
2,061.00 |
|
0.618 |
2,049.50 |
|
1.000 |
2,042.25 |
|
1.618 |
2,030.75 |
|
2.618 |
2,012.00 |
|
4.250 |
1,981.25 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.50 |
2,073.00 |
| PP |
2,067.50 |
2,069.25 |
| S1 |
2,064.75 |
2,065.75 |
|