| 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 |
10,856.0 |
10,894.0 |
38.0 |
0.4% |
10,750.5 |
| High |
11,000.0 |
10,952.5 |
-47.5 |
-0.4% |
11,067.0 |
| Low |
10,847.5 |
10,726.5 |
-121.0 |
-1.1% |
10,746.5 |
| Close |
10,919.5 |
10,796.0 |
-123.5 |
-1.1% |
10,996.5 |
| Range |
152.5 |
226.0 |
73.5 |
48.2% |
320.5 |
| ATR |
187.2 |
189.9 |
2.8 |
1.5% |
0.0 |
| Volume |
480 |
1,051 |
571 |
119.0% |
7,535 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,503.0 |
11,375.5 |
10,920.3 |
|
| R3 |
11,277.0 |
11,149.5 |
10,858.2 |
|
| R2 |
11,051.0 |
11,051.0 |
10,837.4 |
|
| R1 |
10,923.5 |
10,923.5 |
10,816.7 |
10,874.3 |
| PP |
10,825.0 |
10,825.0 |
10,825.0 |
10,800.4 |
| S1 |
10,697.5 |
10,697.5 |
10,775.3 |
10,648.3 |
| S2 |
10,599.0 |
10,599.0 |
10,754.6 |
|
| S3 |
10,373.0 |
10,471.5 |
10,733.9 |
|
| S4 |
10,147.0 |
10,245.5 |
10,671.7 |
|
|
| 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 |
10,726.5 |
340.5 |
3.2% |
188.0 |
1.7% |
20% |
False |
True |
937 |
| 10 |
11,067.0 |
10,726.5 |
340.5 |
3.2% |
176.4 |
1.6% |
20% |
False |
True |
1,135 |
| 20 |
11,067.0 |
10,068.0 |
999.0 |
9.3% |
174.8 |
1.6% |
73% |
False |
False |
1,440 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
16.1% |
197.6 |
1.8% |
84% |
False |
False |
960 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
16.1% |
189.8 |
1.8% |
84% |
False |
False |
663 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.7% |
171.4 |
1.6% |
63% |
False |
False |
501 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
23.0% |
147.4 |
1.4% |
59% |
False |
False |
402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,913.0 |
|
2.618 |
11,544.2 |
|
1.618 |
11,318.2 |
|
1.000 |
11,178.5 |
|
0.618 |
11,092.2 |
|
HIGH |
10,952.5 |
|
0.618 |
10,866.2 |
|
0.500 |
10,839.5 |
|
0.382 |
10,812.8 |
|
LOW |
10,726.5 |
|
0.618 |
10,586.8 |
|
1.000 |
10,500.5 |
|
1.618 |
10,360.8 |
|
2.618 |
10,134.8 |
|
4.250 |
9,766.0 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,839.5 |
10,863.3 |
| PP |
10,825.0 |
10,840.8 |
| S1 |
10,810.5 |
10,818.4 |
|