Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,105.6 |
1,091.0 |
-14.6 |
-1.3% |
1,139.8 |
High |
1,110.0 |
1,095.6 |
-14.4 |
-1.3% |
1,142.3 |
Low |
1,087.4 |
1,089.5 |
2.1 |
0.2% |
1,087.4 |
Close |
1,089.5 |
1,089.9 |
0.4 |
0.0% |
1,089.5 |
Range |
22.6 |
6.1 |
-16.5 |
-73.0% |
54.9 |
ATR |
15.1 |
14.4 |
-0.6 |
-4.3% |
0.0 |
Volume |
5,757 |
3,799 |
-1,958 |
-34.0% |
13,004 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,110.0 |
1,106.0 |
1,093.3 |
|
R3 |
1,103.9 |
1,099.9 |
1,091.6 |
|
R2 |
1,097.8 |
1,097.8 |
1,091.0 |
|
R1 |
1,093.8 |
1,093.8 |
1,090.5 |
1,092.8 |
PP |
1,091.7 |
1,091.7 |
1,091.7 |
1,091.1 |
S1 |
1,087.7 |
1,087.7 |
1,089.3 |
1,086.7 |
S2 |
1,085.6 |
1,085.6 |
1,088.8 |
|
S3 |
1,079.5 |
1,081.6 |
1,088.2 |
|
S4 |
1,073.4 |
1,075.5 |
1,086.5 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,271.1 |
1,235.2 |
1,119.7 |
|
R3 |
1,216.2 |
1,180.3 |
1,104.6 |
|
R2 |
1,161.3 |
1,161.3 |
1,099.6 |
|
R1 |
1,125.4 |
1,125.4 |
1,094.5 |
1,115.9 |
PP |
1,106.4 |
1,106.4 |
1,106.4 |
1,101.7 |
S1 |
1,070.5 |
1,070.5 |
1,084.5 |
1,061.0 |
S2 |
1,051.5 |
1,051.5 |
1,079.4 |
|
S3 |
996.6 |
1,015.6 |
1,074.4 |
|
S4 |
941.7 |
960.7 |
1,059.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,137.1 |
1,087.4 |
49.7 |
4.6% |
14.8 |
1.4% |
5% |
False |
False |
3,224 |
10 |
1,184.0 |
1,087.4 |
96.6 |
8.9% |
14.2 |
1.3% |
3% |
False |
False |
2,194 |
20 |
1,191.9 |
1,087.4 |
104.5 |
9.6% |
13.6 |
1.2% |
2% |
False |
False |
1,736 |
40 |
1,191.9 |
1,087.4 |
104.5 |
9.6% |
13.3 |
1.2% |
2% |
False |
False |
1,536 |
60 |
1,191.9 |
1,087.4 |
104.5 |
9.6% |
12.4 |
1.1% |
2% |
False |
False |
1,400 |
80 |
1,191.9 |
1,080.9 |
111.0 |
10.2% |
11.8 |
1.1% |
8% |
False |
False |
1,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,121.5 |
2.618 |
1,111.6 |
1.618 |
1,105.5 |
1.000 |
1,101.7 |
0.618 |
1,099.4 |
HIGH |
1,095.6 |
0.618 |
1,093.3 |
0.500 |
1,092.6 |
0.382 |
1,091.8 |
LOW |
1,089.5 |
0.618 |
1,085.7 |
1.000 |
1,083.4 |
1.618 |
1,079.6 |
2.618 |
1,073.5 |
4.250 |
1,063.6 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,092.6 |
1,099.7 |
PP |
1,091.7 |
1,096.4 |
S1 |
1,090.8 |
1,093.2 |
|