Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,093.3 |
1,091.0 |
-2.3 |
-0.2% |
1,139.8 |
High |
1,095.2 |
1,094.0 |
-1.2 |
-0.1% |
1,142.3 |
Low |
1,086.9 |
1,084.9 |
-2.0 |
-0.2% |
1,087.4 |
Close |
1,090.2 |
1,086.3 |
-3.9 |
-0.4% |
1,089.5 |
Range |
8.3 |
9.1 |
0.8 |
9.6% |
54.9 |
ATR |
14.0 |
13.6 |
-0.3 |
-2.5% |
0.0 |
Volume |
3,663 |
4,999 |
1,336 |
36.5% |
13,004 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.7 |
1,110.1 |
1,091.3 |
|
R3 |
1,106.6 |
1,101.0 |
1,088.8 |
|
R2 |
1,097.5 |
1,097.5 |
1,088.0 |
|
R1 |
1,091.9 |
1,091.9 |
1,087.1 |
1,090.2 |
PP |
1,088.4 |
1,088.4 |
1,088.4 |
1,087.5 |
S1 |
1,082.8 |
1,082.8 |
1,085.5 |
1,081.1 |
S2 |
1,079.3 |
1,079.3 |
1,084.6 |
|
S3 |
1,070.2 |
1,073.7 |
1,083.8 |
|
S4 |
1,061.1 |
1,064.6 |
1,081.3 |
|
|
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 |
1,112.0 |
1,084.9 |
27.1 |
2.5% |
10.8 |
1.0% |
5% |
False |
True |
3,854 |
10 |
1,163.0 |
1,084.9 |
78.1 |
7.2% |
12.4 |
1.1% |
2% |
False |
True |
2,745 |
20 |
1,191.9 |
1,084.9 |
107.0 |
9.8% |
12.4 |
1.1% |
1% |
False |
True |
1,907 |
40 |
1,191.9 |
1,084.9 |
107.0 |
9.8% |
13.2 |
1.2% |
1% |
False |
True |
1,730 |
60 |
1,191.9 |
1,084.9 |
107.0 |
9.8% |
12.4 |
1.1% |
1% |
False |
True |
1,531 |
80 |
1,191.9 |
1,080.9 |
111.0 |
10.2% |
11.7 |
1.1% |
5% |
False |
False |
1,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,132.7 |
2.618 |
1,117.8 |
1.618 |
1,108.7 |
1.000 |
1,103.1 |
0.618 |
1,099.6 |
HIGH |
1,094.0 |
0.618 |
1,090.5 |
0.500 |
1,089.5 |
0.382 |
1,088.4 |
LOW |
1,084.9 |
0.618 |
1,079.3 |
1.000 |
1,075.8 |
1.618 |
1,070.2 |
2.618 |
1,061.1 |
4.250 |
1,046.2 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,089.5 |
1,090.3 |
PP |
1,088.4 |
1,088.9 |
S1 |
1,087.4 |
1,087.6 |
|