Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,091.0 |
1,087.5 |
-3.5 |
-0.3% |
1,139.8 |
High |
1,094.0 |
1,090.0 |
-4.0 |
-0.4% |
1,142.3 |
Low |
1,084.9 |
1,075.0 |
-9.9 |
-0.9% |
1,087.4 |
Close |
1,086.3 |
1,082.3 |
-4.0 |
-0.4% |
1,089.5 |
Range |
9.1 |
15.0 |
5.9 |
64.8% |
54.9 |
ATR |
13.6 |
13.7 |
0.1 |
0.7% |
0.0 |
Volume |
4,999 |
6,143 |
1,144 |
22.9% |
13,004 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.4 |
1,119.9 |
1,090.6 |
|
R3 |
1,112.4 |
1,104.9 |
1,086.4 |
|
R2 |
1,097.4 |
1,097.4 |
1,085.1 |
|
R1 |
1,089.9 |
1,089.9 |
1,083.7 |
1,086.2 |
PP |
1,082.4 |
1,082.4 |
1,082.4 |
1,080.6 |
S1 |
1,074.9 |
1,074.9 |
1,080.9 |
1,071.2 |
S2 |
1,067.4 |
1,067.4 |
1,079.6 |
|
S3 |
1,052.4 |
1,059.9 |
1,078.2 |
|
S4 |
1,037.4 |
1,044.9 |
1,074.1 |
|
|
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 |
1,110.0 |
1,075.0 |
35.0 |
3.2% |
12.2 |
1.1% |
21% |
False |
True |
4,872 |
10 |
1,150.1 |
1,075.0 |
75.1 |
6.9% |
12.4 |
1.1% |
10% |
False |
True |
3,312 |
20 |
1,186.0 |
1,075.0 |
111.0 |
10.3% |
12.3 |
1.1% |
7% |
False |
True |
2,106 |
40 |
1,191.9 |
1,075.0 |
116.9 |
10.8% |
13.2 |
1.2% |
6% |
False |
True |
1,859 |
60 |
1,191.9 |
1,075.0 |
116.9 |
10.8% |
12.5 |
1.2% |
6% |
False |
True |
1,602 |
80 |
1,191.9 |
1,075.0 |
116.9 |
10.8% |
11.7 |
1.1% |
6% |
False |
True |
1,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,153.8 |
2.618 |
1,129.3 |
1.618 |
1,114.3 |
1.000 |
1,105.0 |
0.618 |
1,099.3 |
HIGH |
1,090.0 |
0.618 |
1,084.3 |
0.500 |
1,082.5 |
0.382 |
1,080.7 |
LOW |
1,075.0 |
0.618 |
1,065.7 |
1.000 |
1,060.0 |
1.618 |
1,050.7 |
2.618 |
1,035.7 |
4.250 |
1,011.3 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,082.5 |
1,085.1 |
PP |
1,082.4 |
1,084.2 |
S1 |
1,082.4 |
1,083.2 |
|