| 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 |
10,851.0 |
10,856.0 |
5.0 |
0.0% |
10,750.5 |
| High |
10,875.0 |
11,000.0 |
125.0 |
1.1% |
11,067.0 |
| Low |
10,743.5 |
10,847.5 |
104.0 |
1.0% |
10,746.5 |
| Close |
10,841.5 |
10,919.5 |
78.0 |
0.7% |
10,996.5 |
| Range |
131.5 |
152.5 |
21.0 |
16.0% |
320.5 |
| ATR |
189.4 |
187.2 |
-2.2 |
-1.2% |
0.0 |
| Volume |
426 |
480 |
54 |
12.7% |
7,535 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,379.8 |
11,302.2 |
11,003.4 |
|
| R3 |
11,227.3 |
11,149.7 |
10,961.4 |
|
| R2 |
11,074.8 |
11,074.8 |
10,947.5 |
|
| R1 |
10,997.2 |
10,997.2 |
10,933.5 |
11,036.0 |
| PP |
10,922.3 |
10,922.3 |
10,922.3 |
10,941.8 |
| S1 |
10,844.7 |
10,844.7 |
10,905.5 |
10,883.5 |
| S2 |
10,769.8 |
10,769.8 |
10,891.5 |
|
| S3 |
10,617.3 |
10,692.2 |
10,877.6 |
|
| S4 |
10,464.8 |
10,539.7 |
10,835.6 |
|
|
| 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% |
176.9 |
1.6% |
54% |
False |
False |
1,678 |
| 10 |
11,067.0 |
10,743.5 |
323.5 |
3.0% |
168.0 |
1.5% |
54% |
False |
False |
1,234 |
| 20 |
11,067.0 |
9,975.0 |
1,092.0 |
10.0% |
172.2 |
1.6% |
86% |
False |
False |
1,451 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
15.9% |
195.5 |
1.8% |
92% |
False |
False |
937 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
15.9% |
191.4 |
1.8% |
92% |
False |
False |
645 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.5% |
170.3 |
1.6% |
68% |
False |
False |
488 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.7% |
145.9 |
1.3% |
64% |
False |
False |
392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,648.1 |
|
2.618 |
11,399.2 |
|
1.618 |
11,246.7 |
|
1.000 |
11,152.5 |
|
0.618 |
11,094.2 |
|
HIGH |
11,000.0 |
|
0.618 |
10,941.7 |
|
0.500 |
10,923.8 |
|
0.382 |
10,905.8 |
|
LOW |
10,847.5 |
|
0.618 |
10,753.3 |
|
1.000 |
10,695.0 |
|
1.618 |
10,600.8 |
|
2.618 |
10,448.3 |
|
4.250 |
10,199.4 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,923.8 |
10,906.8 |
| PP |
10,922.3 |
10,894.2 |
| S1 |
10,920.9 |
10,881.5 |
|