| 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 |
1,089.1 |
1,090.8 |
1.7 |
0.2% |
1,141.3 |
| High |
1,094.9 |
1,094.8 |
-0.1 |
0.0% |
1,142.7 |
| Low |
1,087.4 |
1,084.0 |
-3.4 |
-0.3% |
1,084.5 |
| Close |
1,088.1 |
1,088.5 |
0.4 |
0.0% |
1,087.7 |
| Range |
7.5 |
10.8 |
3.3 |
44.0% |
58.2 |
| ATR |
16.5 |
16.1 |
-0.4 |
-2.5% |
0.0 |
| Volume |
141,885 |
144,170 |
2,285 |
1.6% |
765,981 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,121.5 |
1,115.8 |
1,094.4 |
|
| R3 |
1,110.7 |
1,105.0 |
1,091.5 |
|
| R2 |
1,099.9 |
1,099.9 |
1,090.5 |
|
| R1 |
1,094.2 |
1,094.2 |
1,089.5 |
1,091.7 |
| PP |
1,089.1 |
1,089.1 |
1,089.1 |
1,087.8 |
| S1 |
1,083.4 |
1,083.4 |
1,087.5 |
1,080.9 |
| S2 |
1,078.3 |
1,078.3 |
1,086.5 |
|
| S3 |
1,067.5 |
1,072.6 |
1,085.5 |
|
| S4 |
1,056.7 |
1,061.8 |
1,082.6 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,279.6 |
1,241.8 |
1,119.7 |
|
| R3 |
1,221.4 |
1,183.6 |
1,103.7 |
|
| R2 |
1,163.2 |
1,163.2 |
1,098.4 |
|
| R1 |
1,125.4 |
1,125.4 |
1,093.0 |
1,115.2 |
| PP |
1,105.0 |
1,105.0 |
1,105.0 |
1,099.9 |
| S1 |
1,067.2 |
1,067.2 |
1,082.4 |
1,057.0 |
| S2 |
1,046.8 |
1,046.8 |
1,077.0 |
|
| S3 |
988.6 |
1,009.0 |
1,071.7 |
|
| S4 |
930.4 |
950.8 |
1,055.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,122.3 |
1,084.0 |
38.3 |
3.5% |
13.9 |
1.3% |
12% |
False |
True |
157,647 |
| 10 |
1,183.1 |
1,084.0 |
99.1 |
9.1% |
16.5 |
1.5% |
5% |
False |
True |
151,811 |
| 20 |
1,191.7 |
1,084.0 |
107.7 |
9.9% |
15.4 |
1.4% |
4% |
False |
True |
140,975 |
| 40 |
1,191.7 |
1,084.0 |
107.7 |
9.9% |
16.1 |
1.5% |
4% |
False |
True |
136,346 |
| 60 |
1,191.7 |
1,084.0 |
107.7 |
9.9% |
16.0 |
1.5% |
4% |
False |
True |
139,194 |
| 80 |
1,191.7 |
1,073.7 |
118.0 |
10.8% |
16.0 |
1.5% |
13% |
False |
False |
132,293 |
| 100 |
1,202.2 |
1,073.7 |
128.5 |
11.8% |
15.6 |
1.4% |
12% |
False |
False |
108,301 |
| 120 |
1,217.0 |
1,073.7 |
143.3 |
13.2% |
15.1 |
1.4% |
10% |
False |
False |
90,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,140.7 |
|
2.618 |
1,123.1 |
|
1.618 |
1,112.3 |
|
1.000 |
1,105.6 |
|
0.618 |
1,101.5 |
|
HIGH |
1,094.8 |
|
0.618 |
1,090.7 |
|
0.500 |
1,089.4 |
|
0.382 |
1,088.1 |
|
LOW |
1,084.0 |
|
0.618 |
1,077.3 |
|
1.000 |
1,073.2 |
|
1.618 |
1,066.5 |
|
2.618 |
1,055.7 |
|
4.250 |
1,038.1 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,089.4 |
1,096.9 |
| PP |
1,089.1 |
1,094.1 |
| S1 |
1,088.8 |
1,091.3 |
|