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 |
4,640.25 |
4,631.25 |
-9.00 |
-0.2% |
4,644.50 |
High |
4,674.75 |
4,653.25 |
-21.50 |
-0.5% |
4,729.75 |
Low |
4,625.25 |
4,581.25 |
-44.00 |
-1.0% |
4,625.00 |
Close |
4,631.75 |
4,585.25 |
-46.50 |
-1.0% |
4,703.00 |
Range |
49.50 |
72.00 |
22.50 |
45.5% |
104.75 |
ATR |
65.21 |
65.70 |
0.48 |
0.7% |
0.00 |
Volume |
221,698 |
268,158 |
46,460 |
21.0% |
1,103,266 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,822.50 |
4,776.00 |
4,624.75 |
|
R3 |
4,750.50 |
4,704.00 |
4,605.00 |
|
R2 |
4,678.50 |
4,678.50 |
4,598.50 |
|
R1 |
4,632.00 |
4,632.00 |
4,591.75 |
4,619.25 |
PP |
4,606.50 |
4,606.50 |
4,606.50 |
4,600.25 |
S1 |
4,560.00 |
4,560.00 |
4,578.75 |
4,547.25 |
S2 |
4,534.50 |
4,534.50 |
4,572.00 |
|
S3 |
4,462.50 |
4,488.00 |
4,565.50 |
|
S4 |
4,390.50 |
4,416.00 |
4,545.75 |
|
|
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 |
4,712.75 |
4,581.25 |
131.50 |
2.9% |
62.50 |
1.4% |
3% |
False |
True |
253,067 |
10 |
4,729.75 |
4,581.25 |
148.50 |
3.2% |
58.25 |
1.3% |
3% |
False |
True |
230,316 |
20 |
4,729.75 |
4,394.75 |
335.00 |
7.3% |
60.25 |
1.3% |
57% |
False |
False |
240,317 |
40 |
4,729.75 |
4,040.75 |
689.00 |
15.0% |
74.00 |
1.6% |
79% |
False |
False |
271,221 |
60 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
90.25 |
2.0% |
83% |
False |
False |
203,645 |
80 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
82.50 |
1.8% |
83% |
False |
False |
152,797 |
100 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
76.50 |
1.7% |
83% |
False |
False |
122,251 |
120 |
4,729.75 |
3,901.00 |
828.75 |
18.1% |
68.00 |
1.5% |
83% |
False |
False |
101,877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,959.25 |
2.618 |
4,841.75 |
1.618 |
4,769.75 |
1.000 |
4,725.25 |
0.618 |
4,697.75 |
HIGH |
4,653.25 |
0.618 |
4,625.75 |
0.500 |
4,617.25 |
0.382 |
4,608.75 |
LOW |
4,581.25 |
0.618 |
4,536.75 |
1.000 |
4,509.25 |
1.618 |
4,464.75 |
2.618 |
4,392.75 |
4.250 |
4,275.25 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,617.25 |
4,628.00 |
PP |
4,606.50 |
4,613.75 |
S1 |
4,596.00 |
4,599.50 |
|