| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,069.50 |
2,061.75 |
-7.75 |
-0.4% |
2,063.75 |
| High |
2,079.75 |
2,070.25 |
-9.50 |
-0.5% |
2,102.75 |
| Low |
2,061.00 |
2,032.50 |
-28.50 |
-1.4% |
2,057.00 |
| Close |
2,062.00 |
2,033.25 |
-28.75 |
-1.4% |
2,086.75 |
| Range |
18.75 |
37.75 |
19.00 |
101.3% |
45.75 |
| ATR |
24.58 |
25.52 |
0.94 |
3.8% |
0.00 |
| Volume |
1,685 |
7,034 |
5,349 |
317.4% |
20,165 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.50 |
2,133.75 |
2,054.00 |
|
| R3 |
2,120.75 |
2,096.00 |
2,043.75 |
|
| R2 |
2,083.00 |
2,083.00 |
2,040.25 |
|
| R1 |
2,058.25 |
2,058.25 |
2,036.75 |
2,051.75 |
| PP |
2,045.25 |
2,045.25 |
2,045.25 |
2,042.00 |
| S1 |
2,020.50 |
2,020.50 |
2,029.75 |
2,014.00 |
| S2 |
2,007.50 |
2,007.50 |
2,026.25 |
|
| S3 |
1,969.75 |
1,982.75 |
2,022.75 |
|
| S4 |
1,932.00 |
1,945.00 |
2,012.50 |
|
|
| 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 |
2,091.50 |
2,032.50 |
59.00 |
2.9% |
25.25 |
1.2% |
1% |
False |
True |
4,506 |
| 10 |
2,102.75 |
2,032.50 |
70.25 |
3.5% |
24.50 |
1.2% |
1% |
False |
True |
3,968 |
| 20 |
2,102.75 |
1,999.00 |
103.75 |
5.1% |
22.25 |
1.1% |
33% |
False |
False |
4,044 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.3% |
28.25 |
1.4% |
72% |
False |
False |
5,075 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
35.25 |
1.7% |
75% |
False |
False |
3,664 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
13.9% |
32.00 |
1.6% |
75% |
False |
False |
2,803 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.4% |
29.25 |
1.4% |
73% |
False |
False |
2,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.75 |
|
2.618 |
2,169.00 |
|
1.618 |
2,131.25 |
|
1.000 |
2,108.00 |
|
0.618 |
2,093.50 |
|
HIGH |
2,070.25 |
|
0.618 |
2,055.75 |
|
0.500 |
2,051.50 |
|
0.382 |
2,047.00 |
|
LOW |
2,032.50 |
|
0.618 |
2,009.25 |
|
1.000 |
1,994.75 |
|
1.618 |
1,971.50 |
|
2.618 |
1,933.75 |
|
4.250 |
1,872.00 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.50 |
2,056.00 |
| PP |
2,045.25 |
2,048.50 |
| S1 |
2,039.25 |
2,041.00 |
|