| 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 |
1,088.5 |
1,085.4 |
-3.1 |
-0.3% |
1,141.3 |
| High |
1,093.5 |
1,089.0 |
-4.5 |
-0.4% |
1,142.7 |
| Low |
1,083.2 |
1,073.0 |
-10.2 |
-0.9% |
1,084.5 |
| Close |
1,084.9 |
1,081.0 |
-3.9 |
-0.4% |
1,087.7 |
| Range |
10.3 |
16.0 |
5.7 |
55.3% |
58.2 |
| ATR |
15.7 |
15.7 |
0.0 |
0.1% |
0.0 |
| Volume |
171,726 |
208,297 |
36,571 |
21.3% |
765,981 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,129.0 |
1,121.0 |
1,089.8 |
|
| R3 |
1,113.0 |
1,105.0 |
1,085.4 |
|
| R2 |
1,097.0 |
1,097.0 |
1,083.9 |
|
| R1 |
1,089.0 |
1,089.0 |
1,082.5 |
1,085.0 |
| PP |
1,081.0 |
1,081.0 |
1,081.0 |
1,079.0 |
| S1 |
1,073.0 |
1,073.0 |
1,079.5 |
1,069.0 |
| S2 |
1,065.0 |
1,065.0 |
1,078.1 |
|
| S3 |
1,049.0 |
1,057.0 |
1,076.6 |
|
| S4 |
1,033.0 |
1,041.0 |
1,072.2 |
|
|
| 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 |
1,109.7 |
1,073.0 |
36.7 |
3.4% |
14.0 |
1.3% |
22% |
False |
True |
173,188 |
| 10 |
1,149.8 |
1,073.0 |
76.8 |
7.1% |
14.2 |
1.3% |
10% |
False |
True |
155,522 |
| 20 |
1,184.8 |
1,073.0 |
111.8 |
10.3% |
14.5 |
1.3% |
7% |
False |
True |
140,363 |
| 40 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.7 |
1.5% |
7% |
False |
True |
138,976 |
| 60 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
16.0 |
1.5% |
7% |
False |
True |
140,956 |
| 80 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
16.0 |
1.5% |
7% |
False |
True |
136,237 |
| 100 |
1,191.7 |
1,073.0 |
118.7 |
11.0% |
15.6 |
1.4% |
7% |
False |
True |
112,066 |
| 120 |
1,207.3 |
1,073.0 |
134.3 |
12.4% |
15.1 |
1.4% |
6% |
False |
True |
93,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,157.0 |
|
2.618 |
1,130.9 |
|
1.618 |
1,114.9 |
|
1.000 |
1,105.0 |
|
0.618 |
1,098.9 |
|
HIGH |
1,089.0 |
|
0.618 |
1,082.9 |
|
0.500 |
1,081.0 |
|
0.382 |
1,079.1 |
|
LOW |
1,073.0 |
|
0.618 |
1,063.1 |
|
1.000 |
1,057.0 |
|
1.618 |
1,047.1 |
|
2.618 |
1,031.1 |
|
4.250 |
1,005.0 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,081.0 |
1,083.9 |
| PP |
1,081.0 |
1,082.9 |
| S1 |
1,081.0 |
1,082.0 |
|