| 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 |
10,894.0 |
10,726.0 |
-168.0 |
-1.5% |
11,019.5 |
| High |
10,952.5 |
10,800.5 |
-152.0 |
-1.4% |
11,019.5 |
| Low |
10,726.5 |
10,630.0 |
-96.5 |
-0.9% |
10,630.0 |
| Close |
10,796.0 |
10,701.5 |
-94.5 |
-0.9% |
10,701.5 |
| Range |
226.0 |
170.5 |
-55.5 |
-24.6% |
389.5 |
| ATR |
189.9 |
188.5 |
-1.4 |
-0.7% |
0.0 |
| Volume |
1,051 |
1,051 |
0 |
0.0% |
4,621 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,222.2 |
11,132.3 |
10,795.3 |
|
| R3 |
11,051.7 |
10,961.8 |
10,748.4 |
|
| R2 |
10,881.2 |
10,881.2 |
10,732.8 |
|
| R1 |
10,791.3 |
10,791.3 |
10,717.1 |
10,751.0 |
| PP |
10,710.7 |
10,710.7 |
10,710.7 |
10,690.5 |
| S1 |
10,620.8 |
10,620.8 |
10,685.9 |
10,580.5 |
| S2 |
10,540.2 |
10,540.2 |
10,670.2 |
|
| S3 |
10,369.7 |
10,450.3 |
10,654.6 |
|
| S4 |
10,199.2 |
10,279.8 |
10,607.7 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,952.2 |
11,716.3 |
10,915.7 |
|
| R3 |
11,562.7 |
11,326.8 |
10,808.6 |
|
| R2 |
11,173.2 |
11,173.2 |
10,772.9 |
|
| R1 |
10,937.3 |
10,937.3 |
10,737.2 |
10,860.5 |
| PP |
10,783.7 |
10,783.7 |
10,783.7 |
10,745.3 |
| S1 |
10,547.8 |
10,547.8 |
10,665.8 |
10,471.0 |
| S2 |
10,394.2 |
10,394.2 |
10,630.1 |
|
| S3 |
10,004.7 |
10,158.3 |
10,594.4 |
|
| S4 |
9,615.2 |
9,768.8 |
10,487.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,019.5 |
10,630.0 |
389.5 |
3.6% |
180.2 |
1.7% |
18% |
False |
True |
924 |
| 10 |
11,067.0 |
10,630.0 |
437.0 |
4.1% |
181.4 |
1.7% |
16% |
False |
True |
1,215 |
| 20 |
11,067.0 |
10,088.0 |
979.0 |
9.1% |
178.7 |
1.7% |
63% |
False |
False |
1,378 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
16.2% |
192.9 |
1.8% |
79% |
False |
False |
982 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
16.2% |
186.7 |
1.7% |
79% |
False |
False |
679 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.9% |
171.5 |
1.6% |
59% |
False |
False |
514 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
23.2% |
148.7 |
1.4% |
55% |
False |
False |
412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,525.1 |
|
2.618 |
11,246.9 |
|
1.618 |
11,076.4 |
|
1.000 |
10,971.0 |
|
0.618 |
10,905.9 |
|
HIGH |
10,800.5 |
|
0.618 |
10,735.4 |
|
0.500 |
10,715.3 |
|
0.382 |
10,695.1 |
|
LOW |
10,630.0 |
|
0.618 |
10,524.6 |
|
1.000 |
10,459.5 |
|
1.618 |
10,354.1 |
|
2.618 |
10,183.6 |
|
4.250 |
9,905.4 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,715.3 |
10,815.0 |
| PP |
10,710.7 |
10,777.2 |
| S1 |
10,706.1 |
10,739.3 |
|