| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,726.0 |
10,535.0 |
-191.0 |
-1.8% |
11,019.5 |
| High |
10,800.5 |
10,821.5 |
21.0 |
0.2% |
11,019.5 |
| Low |
10,630.0 |
10,491.0 |
-139.0 |
-1.3% |
10,630.0 |
| Close |
10,701.5 |
10,695.5 |
-6.0 |
-0.1% |
10,701.5 |
| Range |
170.5 |
330.5 |
160.0 |
93.8% |
389.5 |
| ATR |
188.5 |
198.7 |
10.1 |
5.4% |
0.0 |
| Volume |
1,051 |
2,179 |
1,128 |
107.3% |
4,621 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,660.8 |
11,508.7 |
10,877.3 |
|
| R3 |
11,330.3 |
11,178.2 |
10,786.4 |
|
| R2 |
10,999.8 |
10,999.8 |
10,756.1 |
|
| R1 |
10,847.7 |
10,847.7 |
10,725.8 |
10,923.8 |
| PP |
10,669.3 |
10,669.3 |
10,669.3 |
10,707.4 |
| S1 |
10,517.2 |
10,517.2 |
10,665.2 |
10,593.3 |
| S2 |
10,338.8 |
10,338.8 |
10,634.9 |
|
| S3 |
10,008.3 |
10,186.7 |
10,604.6 |
|
| S4 |
9,677.8 |
9,856.2 |
10,513.7 |
|
|
| 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 |
11,000.0 |
10,491.0 |
509.0 |
4.8% |
202.2 |
1.9% |
40% |
False |
True |
1,037 |
| 10 |
11,067.0 |
10,491.0 |
576.0 |
5.4% |
189.0 |
1.8% |
36% |
False |
True |
1,419 |
| 20 |
11,067.0 |
10,088.0 |
979.0 |
9.2% |
189.1 |
1.8% |
62% |
False |
False |
1,405 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
16.2% |
196.4 |
1.8% |
79% |
False |
False |
1,027 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
16.2% |
185.6 |
1.7% |
79% |
False |
False |
713 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.9% |
174.3 |
1.6% |
58% |
False |
False |
541 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
23.2% |
149.2 |
1.4% |
55% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,226.1 |
|
2.618 |
11,686.7 |
|
1.618 |
11,356.2 |
|
1.000 |
11,152.0 |
|
0.618 |
11,025.7 |
|
HIGH |
10,821.5 |
|
0.618 |
10,695.2 |
|
0.500 |
10,656.3 |
|
0.382 |
10,617.3 |
|
LOW |
10,491.0 |
|
0.618 |
10,286.8 |
|
1.000 |
10,160.5 |
|
1.618 |
9,956.3 |
|
2.618 |
9,625.8 |
|
4.250 |
9,086.4 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,682.4 |
10,721.8 |
| PP |
10,669.3 |
10,713.0 |
| S1 |
10,656.3 |
10,704.3 |
|