| 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 |
11,019.5 |
10,851.0 |
-168.5 |
-1.5% |
10,750.5 |
| High |
11,019.5 |
10,875.0 |
-144.5 |
-1.3% |
11,067.0 |
| Low |
10,799.0 |
10,743.5 |
-55.5 |
-0.5% |
10,746.5 |
| Close |
10,821.0 |
10,841.5 |
20.5 |
0.2% |
10,996.5 |
| Range |
220.5 |
131.5 |
-89.0 |
-40.4% |
320.5 |
| ATR |
193.8 |
189.4 |
-4.5 |
-2.3% |
0.0 |
| Volume |
1,613 |
426 |
-1,187 |
-73.6% |
7,535 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,214.5 |
11,159.5 |
10,913.8 |
|
| R3 |
11,083.0 |
11,028.0 |
10,877.7 |
|
| R2 |
10,951.5 |
10,951.5 |
10,865.6 |
|
| R1 |
10,896.5 |
10,896.5 |
10,853.6 |
10,858.3 |
| PP |
10,820.0 |
10,820.0 |
10,820.0 |
10,800.9 |
| S1 |
10,765.0 |
10,765.0 |
10,829.4 |
10,726.8 |
| S2 |
10,688.5 |
10,688.5 |
10,817.4 |
|
| S3 |
10,557.0 |
10,633.5 |
10,805.3 |
|
| S4 |
10,425.5 |
10,502.0 |
10,769.2 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,898.2 |
11,767.8 |
11,172.8 |
|
| R3 |
11,577.7 |
11,447.3 |
11,084.6 |
|
| R2 |
11,257.2 |
11,257.2 |
11,055.3 |
|
| R1 |
11,126.8 |
11,126.8 |
11,025.9 |
11,192.0 |
| PP |
10,936.7 |
10,936.7 |
10,936.7 |
10,969.3 |
| S1 |
10,806.3 |
10,806.3 |
10,967.1 |
10,871.5 |
| S2 |
10,616.2 |
10,616.2 |
10,937.7 |
|
| S3 |
10,295.7 |
10,485.8 |
10,908.4 |
|
| S4 |
9,975.2 |
10,165.3 |
10,820.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,067.0 |
10,743.5 |
323.5 |
3.0% |
180.7 |
1.7% |
30% |
False |
True |
1,859 |
| 10 |
11,067.0 |
10,700.0 |
367.0 |
3.4% |
175.8 |
1.6% |
39% |
False |
False |
1,406 |
| 20 |
11,067.0 |
9,898.5 |
1,168.5 |
10.8% |
171.6 |
1.6% |
81% |
False |
False |
1,482 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
16.0% |
195.6 |
1.8% |
87% |
False |
False |
934 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
16.0% |
191.1 |
1.8% |
87% |
False |
False |
638 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.6% |
168.9 |
1.6% |
64% |
False |
False |
482 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
144.3 |
1.3% |
61% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,433.9 |
|
2.618 |
11,219.3 |
|
1.618 |
11,087.8 |
|
1.000 |
11,006.5 |
|
0.618 |
10,956.3 |
|
HIGH |
10,875.0 |
|
0.618 |
10,824.8 |
|
0.500 |
10,809.3 |
|
0.382 |
10,793.7 |
|
LOW |
10,743.5 |
|
0.618 |
10,662.2 |
|
1.000 |
10,612.0 |
|
1.618 |
10,530.7 |
|
2.618 |
10,399.2 |
|
4.250 |
10,184.6 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,830.8 |
10,905.3 |
| PP |
10,820.0 |
10,884.0 |
| S1 |
10,809.3 |
10,862.8 |
|