Trading Metrics calculated at close of trading on 11-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
4,650.00 |
4,640.25 |
-9.75 |
-0.2% |
4,644.50 |
High |
4,662.25 |
4,674.75 |
12.50 |
0.3% |
4,729.75 |
Low |
4,612.50 |
4,625.25 |
12.75 |
0.3% |
4,625.00 |
Close |
4,643.00 |
4,631.75 |
-11.25 |
-0.2% |
4,703.00 |
Range |
49.75 |
49.50 |
-0.25 |
-0.5% |
104.75 |
ATR |
66.42 |
65.21 |
-1.21 |
-1.8% |
0.00 |
Volume |
241,859 |
221,698 |
-20,161 |
-8.3% |
1,103,266 |
|
Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,792.50 |
4,761.50 |
4,659.00 |
|
R3 |
4,743.00 |
4,712.00 |
4,645.25 |
|
R2 |
4,693.50 |
4,693.50 |
4,640.75 |
|
R1 |
4,662.50 |
4,662.50 |
4,636.25 |
4,653.25 |
PP |
4,644.00 |
4,644.00 |
4,644.00 |
4,639.25 |
S1 |
4,613.00 |
4,613.00 |
4,627.25 |
4,603.75 |
S2 |
4,594.50 |
4,594.50 |
4,622.75 |
|
S3 |
4,545.00 |
4,563.50 |
4,618.25 |
|
S4 |
4,495.50 |
4,514.00 |
4,604.50 |
|
|
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 |
4,727.50 |
4,612.50 |
115.00 |
2.5% |
58.75 |
1.3% |
17% |
False |
False |
248,668 |
10 |
4,729.75 |
4,612.50 |
117.25 |
2.5% |
54.00 |
1.2% |
16% |
False |
False |
221,953 |
20 |
4,729.75 |
4,332.50 |
397.25 |
8.6% |
60.75 |
1.3% |
75% |
False |
False |
240,708 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.9% |
74.25 |
1.6% |
86% |
False |
False |
272,763 |
60 |
4,729.75 |
3,901.00 |
828.75 |
17.9% |
90.00 |
1.9% |
88% |
False |
False |
199,178 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.9% |
82.00 |
1.8% |
88% |
False |
False |
149,446 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.9% |
76.00 |
1.6% |
88% |
False |
False |
119,570 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.9% |
67.50 |
1.5% |
88% |
False |
False |
99,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,885.00 |
2.618 |
4,804.25 |
1.618 |
4,754.75 |
1.000 |
4,724.25 |
0.618 |
4,705.25 |
HIGH |
4,674.75 |
0.618 |
4,655.75 |
0.500 |
4,650.00 |
0.382 |
4,644.25 |
LOW |
4,625.25 |
0.618 |
4,594.75 |
1.000 |
4,575.75 |
1.618 |
4,545.25 |
2.618 |
4,495.75 |
4.250 |
4,415.00 |
|
|
Fisher Pivots for day following 11-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,650.00 |
4,662.50 |
PP |
4,644.00 |
4,652.25 |
S1 |
4,637.75 |
4,642.00 |
|