Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
4,700.75 |
4,701.25 |
0.50 |
0.0% |
4,644.50 |
High |
4,708.75 |
4,712.75 |
4.00 |
0.1% |
4,729.75 |
Low |
4,658.75 |
4,622.00 |
-36.75 |
-0.8% |
4,625.00 |
Close |
4,703.00 |
4,652.75 |
-50.25 |
-1.1% |
4,703.00 |
Range |
50.00 |
90.75 |
40.75 |
81.5% |
104.75 |
ATR |
65.93 |
67.70 |
1.77 |
2.7% |
0.00 |
Volume |
276,682 |
256,938 |
-19,744 |
-7.1% |
1,103,266 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,934.75 |
4,884.50 |
4,702.75 |
|
R3 |
4,844.00 |
4,793.75 |
4,677.75 |
|
R2 |
4,753.25 |
4,753.25 |
4,669.50 |
|
R1 |
4,703.00 |
4,703.00 |
4,661.00 |
4,682.75 |
PP |
4,662.50 |
4,662.50 |
4,662.50 |
4,652.50 |
S1 |
4,612.25 |
4,612.25 |
4,644.50 |
4,592.00 |
S2 |
4,571.75 |
4,571.75 |
4,636.00 |
|
S3 |
4,481.00 |
4,521.50 |
4,627.75 |
|
S4 |
4,390.25 |
4,430.75 |
4,602.75 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.25 |
4,956.25 |
4,760.50 |
|
R3 |
4,895.50 |
4,851.50 |
4,731.75 |
|
R2 |
4,790.75 |
4,790.75 |
4,722.25 |
|
R1 |
4,746.75 |
4,746.75 |
4,712.50 |
4,768.75 |
PP |
4,686.00 |
4,686.00 |
4,686.00 |
4,697.00 |
S1 |
4,642.00 |
4,642.00 |
4,693.50 |
4,664.00 |
S2 |
4,581.25 |
4,581.25 |
4,683.75 |
|
S3 |
4,476.50 |
4,537.25 |
4,674.25 |
|
S4 |
4,371.75 |
4,432.50 |
4,645.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,729.75 |
4,622.00 |
107.75 |
2.3% |
56.75 |
1.2% |
29% |
False |
True |
239,509 |
10 |
4,729.75 |
4,600.50 |
129.25 |
2.8% |
56.75 |
1.2% |
40% |
False |
False |
228,078 |
20 |
4,729.75 |
4,317.50 |
412.25 |
8.9% |
60.75 |
1.3% |
81% |
False |
False |
243,407 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.8% |
75.00 |
1.6% |
89% |
False |
False |
272,702 |
60 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
90.00 |
1.9% |
91% |
False |
False |
191,464 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
82.00 |
1.8% |
91% |
False |
False |
143,653 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
75.75 |
1.6% |
91% |
False |
False |
114,935 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
66.75 |
1.4% |
91% |
False |
False |
95,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,098.50 |
2.618 |
4,950.25 |
1.618 |
4,859.50 |
1.000 |
4,803.50 |
0.618 |
4,768.75 |
HIGH |
4,712.75 |
0.618 |
4,678.00 |
0.500 |
4,667.50 |
0.382 |
4,656.75 |
LOW |
4,622.00 |
0.618 |
4,566.00 |
1.000 |
4,531.25 |
1.618 |
4,475.25 |
2.618 |
4,384.50 |
4.250 |
4,236.25 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,667.50 |
4,674.75 |
PP |
4,662.50 |
4,667.50 |
S1 |
4,657.50 |
4,660.00 |
|