| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,535.0 |
10,842.0 |
307.0 |
2.9% |
11,019.5 |
| High |
10,821.5 |
10,982.0 |
160.5 |
1.5% |
11,019.5 |
| Low |
10,491.0 |
10,796.0 |
305.0 |
2.9% |
10,630.0 |
| Close |
10,695.5 |
10,967.0 |
271.5 |
2.5% |
10,701.5 |
| Range |
330.5 |
186.0 |
-144.5 |
-43.7% |
389.5 |
| ATR |
198.7 |
205.0 |
6.3 |
3.2% |
0.0 |
| Volume |
2,179 |
696 |
-1,483 |
-68.1% |
4,621 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,473.0 |
11,406.0 |
11,069.3 |
|
| R3 |
11,287.0 |
11,220.0 |
11,018.2 |
|
| R2 |
11,101.0 |
11,101.0 |
11,001.1 |
|
| R1 |
11,034.0 |
11,034.0 |
10,984.1 |
11,067.5 |
| PP |
10,915.0 |
10,915.0 |
10,915.0 |
10,931.8 |
| S1 |
10,848.0 |
10,848.0 |
10,950.0 |
10,881.5 |
| S2 |
10,729.0 |
10,729.0 |
10,932.9 |
|
| S3 |
10,543.0 |
10,662.0 |
10,915.9 |
|
| S4 |
10,357.0 |
10,476.0 |
10,864.7 |
|
|
| 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 |
4.6% |
213.1 |
1.9% |
94% |
False |
False |
1,091 |
| 10 |
11,067.0 |
10,491.0 |
576.0 |
5.3% |
196.9 |
1.8% |
83% |
False |
False |
1,475 |
| 20 |
11,067.0 |
10,120.0 |
947.0 |
8.6% |
192.8 |
1.8% |
89% |
False |
False |
1,415 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
15.8% |
189.7 |
1.7% |
94% |
False |
False |
1,039 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
15.8% |
182.1 |
1.7% |
94% |
False |
False |
724 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.4% |
176.4 |
1.6% |
70% |
False |
False |
550 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.6% |
151.1 |
1.4% |
66% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,772.5 |
|
2.618 |
11,468.9 |
|
1.618 |
11,282.9 |
|
1.000 |
11,168.0 |
|
0.618 |
11,096.9 |
|
HIGH |
10,982.0 |
|
0.618 |
10,910.9 |
|
0.500 |
10,889.0 |
|
0.382 |
10,867.1 |
|
LOW |
10,796.0 |
|
0.618 |
10,681.1 |
|
1.000 |
10,610.0 |
|
1.618 |
10,495.1 |
|
2.618 |
10,309.1 |
|
4.250 |
10,005.5 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,941.0 |
10,890.2 |
| PP |
10,915.0 |
10,813.3 |
| S1 |
10,889.0 |
10,736.5 |
|