| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,061.75 |
2,032.75 |
-29.00 |
-1.4% |
2,085.00 |
| High |
2,070.25 |
2,038.25 |
-32.00 |
-1.5% |
2,090.50 |
| Low |
2,032.50 |
2,004.25 |
-28.25 |
-1.4% |
2,004.25 |
| Close |
2,033.25 |
2,011.25 |
-22.00 |
-1.1% |
2,011.25 |
| Range |
37.75 |
34.00 |
-3.75 |
-9.9% |
86.25 |
| ATR |
25.52 |
26.13 |
0.61 |
2.4% |
0.00 |
| Volume |
7,034 |
4,783 |
-2,251 |
-32.0% |
21,935 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.00 |
2,099.50 |
2,030.00 |
|
| R3 |
2,086.00 |
2,065.50 |
2,020.50 |
|
| R2 |
2,052.00 |
2,052.00 |
2,017.50 |
|
| R1 |
2,031.50 |
2,031.50 |
2,014.25 |
2,024.75 |
| PP |
2,018.00 |
2,018.00 |
2,018.00 |
2,014.50 |
| S1 |
1,997.50 |
1,997.50 |
2,008.25 |
1,990.75 |
| S2 |
1,984.00 |
1,984.00 |
2,005.00 |
|
| S3 |
1,950.00 |
1,963.50 |
2,002.00 |
|
| S4 |
1,916.00 |
1,929.50 |
1,992.50 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,294.00 |
2,239.00 |
2,058.75 |
|
| R3 |
2,207.75 |
2,152.75 |
2,035.00 |
|
| R2 |
2,121.50 |
2,121.50 |
2,027.00 |
|
| R1 |
2,066.50 |
2,066.50 |
2,019.25 |
2,051.00 |
| PP |
2,035.25 |
2,035.25 |
2,035.25 |
2,027.50 |
| S1 |
1,980.25 |
1,980.25 |
2,003.25 |
1,964.50 |
| S2 |
1,949.00 |
1,949.00 |
1,995.50 |
|
| S3 |
1,862.75 |
1,894.00 |
1,987.50 |
|
| S4 |
1,776.50 |
1,807.75 |
1,963.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,090.50 |
2,004.25 |
86.25 |
4.3% |
28.00 |
1.4% |
8% |
False |
True |
4,387 |
| 10 |
2,102.75 |
2,004.25 |
98.50 |
4.9% |
25.50 |
1.3% |
7% |
False |
True |
4,210 |
| 20 |
2,102.75 |
1,999.00 |
103.75 |
5.2% |
23.25 |
1.2% |
12% |
False |
False |
4,165 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.4% |
28.00 |
1.4% |
63% |
False |
False |
5,135 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
35.00 |
1.7% |
68% |
False |
False |
3,740 |
| 80 |
2,102.75 |
1,819.25 |
283.50 |
14.1% |
32.00 |
1.6% |
68% |
False |
False |
2,862 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.5% |
29.50 |
1.5% |
66% |
False |
False |
2,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,182.75 |
|
2.618 |
2,127.25 |
|
1.618 |
2,093.25 |
|
1.000 |
2,072.25 |
|
0.618 |
2,059.25 |
|
HIGH |
2,038.25 |
|
0.618 |
2,025.25 |
|
0.500 |
2,021.25 |
|
0.382 |
2,017.25 |
|
LOW |
2,004.25 |
|
0.618 |
1,983.25 |
|
1.000 |
1,970.25 |
|
1.618 |
1,949.25 |
|
2.618 |
1,915.25 |
|
4.250 |
1,859.75 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.25 |
2,042.00 |
| PP |
2,018.00 |
2,031.75 |
| S1 |
2,014.50 |
2,021.50 |
|