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 |
4,701.25 |
4,650.00 |
-51.25 |
-1.1% |
4,644.50 |
High |
4,712.75 |
4,662.25 |
-50.50 |
-1.1% |
4,729.75 |
Low |
4,622.00 |
4,612.50 |
-9.50 |
-0.2% |
4,625.00 |
Close |
4,652.75 |
4,643.00 |
-9.75 |
-0.2% |
4,703.00 |
Range |
90.75 |
49.75 |
-41.00 |
-45.2% |
104.75 |
ATR |
67.70 |
66.42 |
-1.28 |
-1.9% |
0.00 |
Volume |
256,938 |
241,859 |
-15,079 |
-5.9% |
1,103,266 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,788.50 |
4,765.50 |
4,670.25 |
|
R3 |
4,738.75 |
4,715.75 |
4,656.75 |
|
R2 |
4,689.00 |
4,689.00 |
4,652.00 |
|
R1 |
4,666.00 |
4,666.00 |
4,647.50 |
4,652.50 |
PP |
4,639.25 |
4,639.25 |
4,639.25 |
4,632.50 |
S1 |
4,616.25 |
4,616.25 |
4,638.50 |
4,603.00 |
S2 |
4,589.50 |
4,589.50 |
4,634.00 |
|
S3 |
4,539.75 |
4,566.50 |
4,629.25 |
|
S4 |
4,490.00 |
4,516.75 |
4,615.75 |
|
|
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 |
4,612.50 |
117.25 |
2.5% |
56.50 |
1.2% |
26% |
False |
True |
250,530 |
10 |
4,729.75 |
4,600.50 |
129.25 |
2.8% |
56.75 |
1.2% |
33% |
False |
False |
230,470 |
20 |
4,729.75 |
4,317.50 |
412.25 |
8.9% |
60.50 |
1.3% |
79% |
False |
False |
243,864 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.8% |
74.25 |
1.6% |
87% |
False |
False |
272,593 |
60 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
90.00 |
1.9% |
90% |
False |
False |
195,487 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
82.25 |
1.8% |
90% |
False |
False |
146,675 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
76.00 |
1.6% |
90% |
False |
False |
117,353 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.8% |
67.00 |
1.4% |
90% |
False |
False |
97,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,873.75 |
2.618 |
4,792.50 |
1.618 |
4,742.75 |
1.000 |
4,712.00 |
0.618 |
4,693.00 |
HIGH |
4,662.25 |
0.618 |
4,643.25 |
0.500 |
4,637.50 |
0.382 |
4,631.50 |
LOW |
4,612.50 |
0.618 |
4,581.75 |
1.000 |
4,562.75 |
1.618 |
4,532.00 |
2.618 |
4,482.25 |
4.250 |
4,401.00 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,641.00 |
4,662.50 |
PP |
4,639.25 |
4,656.00 |
S1 |
4,637.50 |
4,649.50 |
|