Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,091.0 |
1,093.3 |
2.3 |
0.2% |
1,139.8 |
High |
1,095.6 |
1,095.2 |
-0.4 |
0.0% |
1,142.3 |
Low |
1,089.5 |
1,086.9 |
-2.6 |
-0.2% |
1,087.4 |
Close |
1,089.9 |
1,090.2 |
0.3 |
0.0% |
1,089.5 |
Range |
6.1 |
8.3 |
2.2 |
36.1% |
54.9 |
ATR |
14.4 |
14.0 |
-0.4 |
-3.0% |
0.0 |
Volume |
3,799 |
3,663 |
-136 |
-3.6% |
13,004 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.7 |
1,111.2 |
1,094.8 |
|
R3 |
1,107.4 |
1,102.9 |
1,092.5 |
|
R2 |
1,099.1 |
1,099.1 |
1,091.7 |
|
R1 |
1,094.6 |
1,094.6 |
1,091.0 |
1,092.7 |
PP |
1,090.8 |
1,090.8 |
1,090.8 |
1,089.8 |
S1 |
1,086.3 |
1,086.3 |
1,089.4 |
1,084.4 |
S2 |
1,082.5 |
1,082.5 |
1,088.7 |
|
S3 |
1,074.2 |
1,078.0 |
1,087.9 |
|
S4 |
1,065.9 |
1,069.7 |
1,085.6 |
|
|
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 |
1,123.4 |
1,086.9 |
36.5 |
3.3% |
12.2 |
1.1% |
9% |
False |
True |
3,522 |
10 |
1,184.0 |
1,086.9 |
97.1 |
8.9% |
14.5 |
1.3% |
3% |
False |
True |
2,495 |
20 |
1,191.9 |
1,086.9 |
105.0 |
9.6% |
13.3 |
1.2% |
3% |
False |
True |
1,845 |
40 |
1,191.9 |
1,086.9 |
105.0 |
9.6% |
13.4 |
1.2% |
3% |
False |
True |
1,614 |
60 |
1,191.9 |
1,086.9 |
105.0 |
9.6% |
12.4 |
1.1% |
3% |
False |
True |
1,449 |
80 |
1,191.9 |
1,080.9 |
111.0 |
10.2% |
11.7 |
1.1% |
8% |
False |
False |
1,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,130.5 |
2.618 |
1,116.9 |
1.618 |
1,108.6 |
1.000 |
1,103.5 |
0.618 |
1,100.3 |
HIGH |
1,095.2 |
0.618 |
1,092.0 |
0.500 |
1,091.1 |
0.382 |
1,090.1 |
LOW |
1,086.9 |
0.618 |
1,081.8 |
1.000 |
1,078.6 |
1.618 |
1,073.5 |
2.618 |
1,065.2 |
4.250 |
1,051.6 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,091.1 |
1,098.5 |
PP |
1,090.8 |
1,095.7 |
S1 |
1,090.5 |
1,093.0 |
|